In this paper we study the concepts of equilibrium and optimum in static transportation networks with elastic and non-elastic demands. The main mathematical tool of our paper is the theory of variational inequalities. We demonstrate that this theory is useful for proving the existence theorems....

In the first part of this paper we prove that the global quadratic optimization problem over a simplex can be solved with a constant relative accuracy. In the second part we consider some natural extensions of the result.

We present a convex conic relaxation for a problem of maximising an indefinite quadratic form over a set of convex constraints on the squared variables. We show that for all these problems we get at least 12/37 relative accuracy of the approximation. In the second part of the paper we derive the...

We propose an alternative apporach to stochastic programming based on Monte-Carlo sampling and stochastic gradient optimization. The procedure is by essence probabilistic and the computed solution is a random variable. The associated objectiev value is doubly random, since it depends two...

In this paper the existence of unemployment is partly explaines as being the result of coordination failures. This is achieved by considering a standard general equilibrium modes and splitting the set of commodities in two groups. The first group contains commodities like gold. The prices of...

Given a compact connected component of zeros of a vector field, we give a necessary condition for its asymptotic stability in terms of its index and Euler characteristic.

In this paper, we prove an existence theorem for equilibria in production economies with increasing returns, which generalizes the classis results on this topic. In partular, we eliminate both the free-disposal assumptions and any smoothness requirements on the boundary of the production sets....

In this paper we consider a labor constrained scheduling problem (LCSP) which is a simplification of a practical problem arising in industry. Jobs are subject to precedence constraints and have specified processing times. Moreover, for each job the labor requirements varies as the job is...

We develop and experiment with new upper bounds for the constrained maximum-entropy sampling problem. Our partition bounds are based on Fischer's inequality. Further new upper bounds combine the use of Fischer's inequality with previously developed bounds.

This paper presents a combinatorial polynomial-time algorithm for minimizing submodular set functions. The algorithm employs a scaling scheme that uses a flow in the complete directed graph on the underlying set with each arc capacity equal to the scaled parameter.