Conic Linear Programming

Interior Point Methods

Applications of Convex Programming

Duality Theory

Data envelopment analysis

Related Links

"If you optimize everything, you will always be unhappy."

Donald Knuth


M. Halicka, M. Trnovska: Semidefinite programming approach to Russel Measure Model, preprint submitted to EJOR, 2016, (optimization-online).

M. Trnovska, D. Sevcovic: Enhanced semi-definite relaxation method with application to optimal anisotropy function construction. In: Proceedings of the 4th International Symposium & 26th National Conference on Operational Research, June 4-6, 2015, Chania, Greece, M. Doumpos, E. Grigoroudis Eds., 241-245. ISBN: 978-618-80361-4

D. Sevcovic and M. Trnovska: Application of the Enhanced Semidefinite Relaxation Method to Construction of the Optimal Anisotropy Function, IAENG International Journal of Applied Mathematics 45(3) (2015), 227-234.

D. Sevcovic and M. Trnovska: Solution to the Inverse Wulff Problem by Means of the Enhanced Semidefinite Relaxation Method, Journal of Inverse and Ill-posed Problems 23(3) 2015, 263-285 (De Gruyter).

S. Kilianová, M. Trnovská: Robust Portfolio Optimization via Hamilton-Jacobi-Bellman Equation, International Journal of Computer Mathematics, Vol. 93, No. 5, 725-734, published online in (Taylor & Francis) (2014).

M. Hamala, M. Trnovská: Nelineárne programovanie (Nonlinear programming textbook), EPOS Bratislava 2013.

L.Filova, M.Trnovska, R. Harman: Computing maximin efficient experimental designs using the methods of semidefinite programming, published online in Metrika, 2010. (Springer)

M.Trnovska: Limiting behavior and analyticity of two special types of infeasible weighted central paths in semidefinite proframming, Acta mathematica Universitatis Comenianae, Vol.LXXIX, 1(2010), 111-127.

R. Harman, M. Trnovska: Approximate D-optimal designs of experiments on the convex hull of a finite set of information matrices, Mathematica Slovaca vol. 59 (2009), No. 6., 693-704 pdf

M. Trnovska: Weighted central paths in semidefinite programming, dissertation thesis pdf

M. Trnovska, M. Halicka: Limiting behavior and analyticity of weighted central paths in semidefinite programming, Optimization Methods & Software, Vol.25, No.2, April 2010, 247-262 pdf

M. Trnovska: Existence of Weighted Interior Point Paths in Semidefinite Programming, Proceedings of 15th International Scientific Conference of Mathematical Methods in Economics and Industry, 2007, Herlany, Slovakia pdf

Mária Trnovská: Strong Duality Conditions in Semidefinite Programming, Journal of Electrical Engineering, Vol 56, No 12/s, 2005 ps, pdf

godaddy statistics