In this paper, we consider a variant of the Pickup and Delivery Problem (PDP), where any demand may be dropped off elsewhere other than its destination, picked up later by the same or another vehicle, and so on until it has reached its destination. We discuss the complexity of this problem and...

We prove the nonsingularity of the standard primal–dual system for second order cone programs assuming Slater’s condition, uniqueness and strict complementarity. This result is applied to the analysis of the augmented primal–dual method for solving linear programs over second order cones....

We prove the nonsingularity of the standard primal–dual system for second order cone programs assuming Slater’s condition, uniqueness and strict complementarity. This result is applied to the analysis of the augmented primal–dual method for solving linear programs over second order cones....

Given the initiatives to improve resource allocation decisions for HIV prevention activities, a linear programming model was designed specifically for use by state and local decision-makers. A pilot study using information from the state of Florida was conducted and studied under a series of...

Four strategic models, combining different manpower supply principles, flexible management strategies and related operating constraints, are developed to help an air cargo terminal manage its long-term manpower supply more effectively. The models are formulated as integer/mixed integer linear...

This paper provides a new portfolio selection rule. The objective is to minimize the maximum individual risk and we use an l_\infty function as the risk measure. We provide an explicit analytical solution for the model and are thus able to plot the entire efficient frontier. Our selection rule...

We propose a new approach to combine linear programming (LP) interior-point and simplex pivoting algorithms. In any iteration of an interior-point algorithm we construct a related LP problem, which approximates the original problem, with a known (strictly) complementary primal-dual solution...