Limiting behaviour and analyticity of weighted central paths in semidefinite programming. - Margaréta Halická; Mária Trnovská (Optim. Methods Softw., 2010)

Robust portfolio optimization via solution to the Hamilton-Jacobi-Bellman equation. - Sona Kilianová; Mária Trnovská (Int. J. Comput. Math., 2016)

Negative features of hyperbolic and directional distance models for technologies with undesirable outputs. - Margaréta Halická; Mária Trnovská (Central Eur. J. Oper. Res., 2018)

The Russell measure model: Computational aspects, duality, and profit efficiency. - Margaréta Halická; Mária Trnovská (Eur. J. Oper. Res., 2018)

Duality and profit efficiency for the hyperbolic measure model. - Margaréta Halická; Mária Trnovská (Eur. J. Oper. Res., 2019)

A unified approach to non-radial graph models in data envelopment analysis: common features, geometry, and duality. - Margaréta Halická; Mária Trnovská (Eur. J. Oper. Res., 2021)

Lagrangian Duality in Convex Conic Programming with Simple Proofs. - Mária Trnovská; Jakub Hrdina (Oper. Res. Forum, 2023)

A unified approach to radial, hyperbolic, and directional efficiency measurement in data envelopment analysis. - Margaréta Halická; Mária Trnovská; Ales Cerný (Eur. J. Oper. Res., 2024)

On indication, strict monotonicity, and efficiency of projections in a general class of path-based data envelopment analysis models. - Margaréta Halická; Mária Trnovská; Ales Cerný (Eur. J. Oper. Res., 2025)

Length-Minimizing LED Trees. - Mariana Remesíková; Peter Sarkoci; Mária Trnovská (Oper. Res. Forum, 2025)