In this paper, we revisit the main principles for constructing polynomial-time primal-dual interior-point algorithms (IPAs). Starting from the break-through paper by Gonzaga (1989), their development was related to the barrier methods, where the objective function was added to the barrier for...

In this paper, we suggest a new interior-point method for linear optimization, based on the idea of Parabolic Target Space. Our method can start at any strictly feasible primal-dual pair and go directly towards a solution by a predictor-corrector scheme. Each iteration needs inversion of a...

In this paper, we propose new linearly convergent second-order methods for minimizing convex quartic polynomials. This framework is applied for designing optimization schemes, which can solve general convex problems satisfying a new condition of quartic regularity. It assumes positive...

We analyse Nash equilibrium in time of use of a congested facility. Users are risk averse with general concave utility. Queues are subject to varying degrees of random sorting, ranging from strict queue priority to a completely random queue. We define the key "no residual queue" property, which...

We consider dynamic congestion in an urban setting where trip origins are spatially distributed. All travelers must pass through a downtown bottleneck in order to reach their destination in the CBD. Each traveler chooses departure time to maximize general concave scheduling utility. We find...

We analyse Nash equilibrium in time of use of a congested facility. Users are risk averse with general concave utility. Queues are subject to varying degrees of random sorting, ranging from strict queue priority to a completely random queue. We define the key "no residual queue" property, which...

We consider commuting in a congested urban area. While an efficient time-varying toll may eliminate queuing, a toll may not be politically feasible. We study the benefit of a substitute: a parking fee at the workplace. An optimal time-varying parking fee is charged at zero rate when there is...

We formulate a family of direct utility functions for the consumption of a differentiated good. This is used to generate a family of demand systems with flexible substitution patterns. Demand models for market shares can be estimated by regression enabling the use of instrumental variables....

We formulate a family of direct utility functions for the consumption of a differentiated good. The family is based on a generalization of the Shannon entropy. It includes dual representations of all additive random utility discrete choice models, as well as models in which goods are...

We formulate a family of direct utility functions for the consumption of a differentiated good. The family is based on a generalization of the Shannon entropy. It includes dual representations of all additive random utility discrete choice models, as well as models in which goods are...