Journal of Global Optimization
A complete characterization of strong duality in nonconvex optimization with a single constraint
Asset portfolio optimization using support vector machines and real-coded genetic algorithm
Behavior of DCA sequences for solving the trust-region subproblem
Dynamic optimal portfolio with maximum absolute deviation model
Existence and algorithms for bilevel generalized mixed equilibrium problems in Banach spaces
Generalized vector variational-like inequalities and vector optimization
Local boundedness of monotone bifunctions
Nondifferentiable minimax fractional programming in complex spaces with parametric duality
Nonsmooth semi-infinite programming problem using Limiting subdifferentials
On duality gap in binary quadratic programming
On stable uniqueness in linear semi-infinite optimization
On the image space analysis for vector quasi-equilibrium problems with a variable ordering relation
Preface
Some criteria for maximal abstract monotonicity
Variational relation problems and equivalent forms of generalized Fan-Browder fixed point theorem with applications to Stampacchia equilibrium problems
Weak stability and strong duality of a class of nonconvex infinite programs via augmented Lagrangian