In this paper we give an overview of the mostimportant characteristics of advanced implementations of interior point methods.

In this paper we present several "infeasible-start" path-following and potential-reduction primal-dual interior-point methods for non-linear conic problems. These methods try to find a recession direction of the feasible set of a self-dual homogeneous primal-dual problem.

We investigate the stability problem for a nonlinear autoregressive model with Markov switching. First we give conditions for the existence and the uniqueness of a stationary ergodic solution. The existence of moments of such a solution is then examined and we establish a strong law numbers for...

Parallel machine scheduling problems concern the scheduling of "n" jobs on "m" machines to minimize some function of the job completion time. If preemption is not allowed, then most problems are not only NP-hard, but also very hard from a practical point of view. In this paper, we show that...