This paper investigates optimal monetary policy in an economy, in which the output-inflation trade off faced by the central bank is influenced by two important forces: (i) the presence of uncertain and possibly changing parameters, and (ii) private sector expectations regarding the central...

We analyze the process of a two cut generation scheme in the analytic center cutting plane method. We propose an optimal restoration when the two cuts are central.

In this paper we consider a new analytic center cutting plane method in a projective space. We prove the efficiency for the general scheme and show that these results can be used in the analysis of a feasability problem, the variational inequality problem and the problem if constrained...

This paper analyzes the introduction of multiple central cuts in a conic formulation of the analytic center cutting plane method (in short ACCPM). This work extends earlier work on the homogeneous ACCPM, and parallels the analysis of the multiple cuts process in the standard ACCPM. The main...

In this paper we consider a homogeneous analytic center cutting plabne method in a projective space. We describe a general scheme that uses a homogeneous oracle and computes an approximate analytic center at each iteration. This technique is applied to a convex feasibility problem, to...

In this paper we study special barrier functions for the convex cones, which are the sum of a self-concordant barrier for the cone and a positive-semidefinite quadratric form. We show that the central path of these augmented barrier functions can be traced with linear speed. We also study the...

A new concept is proposed for linking algebraic modeling languages and the structure exploiting solver.

There are many problems related to design a networks. Among them, the message routing problem plays a determinant role in the optimization of network performance. Much of the motivation of this work comes from this problem which is shown to belong to the lass of nonlinear convex multicomodity...

SETSTOCH is a tool for linking Algebraic Modeling Languages with Specialized Stochastic Programming Solvers. Its main role is to retrieve from the modeling language a dynamically ordered core model (baseline scenario) that is then sent automatically to the Stochastic Solver. The user is thus...