New Complexity Analysis of the Primal—Dual Newton Method for Linear Optimization J. PengC. RoosT. Terlaky OriginalPaper Pages: 23 - 39
Primal—Dual Constraint Aggregation with Application to Stochastic Programming M. Davidson OriginalPaper Pages: 41 - 58
An Interior Point Algorithm for Computing Saddle Points of Constrained Continuous Minimax Stanislav ŽakovićCostas PantelidesBerc Rustem OriginalPaper Pages: 59 - 77
Decomposition and Linearization for 0-1 Quadratic Programming Sourour ElloumiAlain FayeEric Soutif OriginalPaper Pages: 79 - 93
A Long-Step, Cutting Plane Algorithm for Linear and Convex Programming John E. MitchellSrinivasan Ramaswamy OriginalPaper Pages: 95 - 122
An Algorithm for the Solution of Multiparametric Mixed Integer Linear Programming Problems Vivek DuaEfstratios N. Pistikopoulos OriginalPaper Pages: 123 - 139
Parallel Integer Optimization for Crew Scheduling Panayiotis AlefragisPeter SandersDag Wedelin OriginalPaper Pages: 141 - 166
Building and Solving Large-Scale Stochastic Programs on an Affordable Distributed Computing System Emmanuel FragnièreJacek GondzioJean-Philippe Vial OriginalPaper Pages: 167 - 187
The AURORA Financial Management System: Model and Parallel Implementation Design G.Ch. PflugA. ŚwiętanowskiH. Moritsch OriginalPaper Pages: 189 - 206
Stochastic Optimization of Insurance Portfolios for Managing Exposure to Catastrophic Risks Y.M. ErmolievT.Y. ErmolievaV.I. Norkin OriginalPaper Pages: 207 - 225
An Asset Liability Management Model for Casualty Insurers: Complexity Reduction vs. Parameterized Decision Rules Alexei A. GaivoronskiPetter E. de Lange OriginalPaper Pages: 227 - 250
Stability Properties of a Bond Portfolio Management Problem Jitka Dupačová OriginalPaper Pages: 251 - 265
Sensitivity of Bond Portfolio's Behavior with Respect to Random Movements in Yield Curve: A Simulation Study Marida BertocchiVittorio MoriggiaJitka Dupačová OriginalPaper Pages: 267 - 286
Selecting Portfolios with Fixed Costs and Minimum Transaction Lots Hans KellererRenata MansiniM. Grazia Speranza OriginalPaper Pages: 287 - 304
Real Options with Random Controls and the Value of Learning Spiros H. Martzoukos OriginalPaper Pages: 305 - 323
A Discrete Maintenance and Replacement Model under Technological Breakthrough Expectations Abraham MehrezGad RabinowitzEli Shemesh OriginalPaper Pages: 351 - 372
Maximization of Manufacturing Yield of Systems with Arbitrary Distributions of Component Values Abbas SeifiK. PonnambalamJiri Vlach OriginalPaper Pages: 373 - 383
A Learning Framework for Neural Networks Using Constrained Optimization Methods Stavros J. PerantonisNikolaos AmpazisVassilis Virvilis OriginalPaper Pages: 385 - 401
Comparative Analysis of Artificial Neural Network Models: Application in Bankruptcy Prediction Chris CharalambousAndreas CharitouFroso Kaourou OriginalPaper Pages: 403 - 425
