In this paper, we propose a second order interior point algorithm for symmetric cone programming using a wide neighborhood of the central path. The convergence is shown for commutative class of search directions. The complexity bound is <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$${O(r^{3/2}\,\log\epsilon^{-1})}$$</EquationSource> </InlineEquation> for the NT methods,...</equationsource></inlineequation>

We investigate the problem of minimizing the Average-Value-at-Risk (AVaR <Subscript> τ </Subscript>) of the discounted cost over a finite and an infinite horizon which is generated by a Markov Decision Process (MDP). We show that this problem can be reduced to an ordinary MDP with extended state space and give...</subscript>

The inverse p-median problem with variable edge lengths on graphs is to modify the edge lengths at minimum total cost with respect to given modification bounds such that a prespecified set of p vertices becomes a p-median with respect to the new edge lengths. The problem is shown to be strongly <InlineEquation ID="IEq1">...</inlineequation>

Multi-issue allocation situations are used to study the problem of having to divide an estate among a group of agents. The claim of each agent is a vector specifying the amount claimed by each agent on each issue. We present several axiomatic characterizations of the constrained equal awards...

A shadow price is a process <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$${\widetilde{S}}$$</EquationSource> </InlineEquation> lying within the bid/ask prices <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$${\underline{S},\overline{S}}$$</EquationSource> </InlineEquation> of a market with proportional transaction costs, such that maximizing expected utility from consumption in the frictionless market with price process <InlineEquation ID="IEq3"> <EquationSource Format="TEX">$${\widetilde{S}}$$</EquationSource> </InlineEquation> leads...</equationsource></inlineequation></equationsource></inlineequation></equationsource></inlineequation>

In this paper, we give a short and simple proof of the recent result of Ceng et al. (Math Methods Oper Res 67(3):375–390, <CitationRef CitationID="CR1">2008</CitationRef>). Copyright Springer-Verlag 2011

We consider the stability of parallel server systems under the longest queue first (LQF) rule. We show that when the underlying graph of a parallel server system is a tree, the standard nominal traffic condition is sufficient for the stability of that system under LQF when interarrival and...