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ORCIDAnnals of Operations Research, Volume 99
Volume 99, Numbers 1-4, December 2000
- Preface. 13-16
- Foreword. 21-22
- Jiming Peng, Cees Roos, Tamás Terlaky:
New Complexity Analysis of the Primal - Dual Newton Method for Linear Optimization. 23-39 - Michael Ruvimovich Davidson:
Primal - Dual Constraint Aggregation with Application to Stochastic Programming. 41-58 - Stanislav Zakovic, Costas C. Pantelides, Berç Rustem:
An Interior Point Algorithm for Computing Saddle Points of Constrained Continuous Minimax. 59-77 - Sourour Elloumi, Alain Faye, Éric Soutif:
Decomposition and Linearization for 0-1 Quadratic Programming. 79-93 - John E. Mitchell, Srinivasan Ramaswamy:
A Long-Step, Cutting Plane Algorithm for Linear and Convex Programming. 95-122 - Vivek Dua, Efstratios N. Pistikopoulos:
An Algorithm for the Solution of Multiparametric Mixed Integer Linear Programming Problems. 123-139 - Panayiotis Alefragis, Peter Sanders, Tuomo Takkula, Dag Wedelin:
Parallel Integer Optimization for Crew Scheduling. 141-166 - Emmanuel Fragnière, Jacek Gondzio, Jean-Philippe Vial:
Building and Solving Large-Scale Stochastic Programs on an Affordable Distributed Computing System. 167-187 - Georg Ch. Pflug, Artur Swietanowski, Engelbert J. Dockner, Hans Moritsch:
The AURORA Financial Management System: Model and Parallel Implementation Design. 189-206 - Yuri M. Ermoliev, Tatiana Ermolieva, Gordon J. MacDonald, Vladimir I. Norkin:
Stochastic Optimization of Insurance Portfolios for Managing Exposure to Catastrophic Risks. 207-225 - Alexei A. Gaivoronski, Petter E. de Lange:
An Asset Liability Management Model for Casualty Insurers: Complexity Reduction vs. Parameterized Decision Rules. 227-250 - Jitka Dupacová:
Stability Properties of a Bond Portfolio Management Problem. 251-265 - Marida Bertocchi, Vittorio Moriggia, Jitka Dupacová:
Sensitivity of Bond Portfolio's Behavior with Respect to Random Movements in Yield Curve: A Simulation Study. 267-286 - Hans Kellerer, Renata Mansini, Maria Grazia Speranza:
Selecting Portfolios with Fixed Costs and Minimum Transaction Lots. 287-304 - Spiros H. Martzoukos:
Real Options with Random Controls and the Value of Learning. 305-323 - Morten W. Lund:
Valuing Flexibility in Offshore Petroleum Projects. 325-349 - Abraham Mehrez, Gad Rabinowitz, Eli Shemesh:
A Discrete Maintenance and Replacement Model under Technological Breakthrough Expectations. 351-372 - Abbas Seifi, Kumaraswamy Ponnambalam, Jirí Vlach:
Maximization of Manufacturing Yield of Systems with Arbitrary Distributions of Component Values. 373-383 - Stavros J. Perantonis, Nikolaos Ampazis, Vassilis Virvilis:
A Learning Framework for Neural Networks Using Constrained Optimization Methods. 385-401 - Chris Charalambous, Andreas Charitou, Froso Kaourou:
Comparative Analysis of Artificial Neural Network Models: Application in Bankruptcy Prediction. 403-425 - Tony Hürlimann:
Index Sets in Modeling Languages. 427-442
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