This practical, applications-oriented text demonstrates the key role of mathematics in
optimization and linear systems. It explains effective procedures for performing mathematical
tasks that arise in many fields, including operations research, engineering, systems …

… Mathematics of Operations Research, 2 (1977), pp. 275-284. Google Scholar. Bruno et
al., 1974 LJ Bruno, EG Coffman Jr., R. SethiScheduling independent tasks to reduce mean
finishing time … Mathematics of Operations Research, 9 (1984), pp …

We describe several adaptive-step primal-dual interior point algorithms for linear
programming. All have polynomial time complexity while some allow very long steps in
favorable circumstances. We provide heuristic reasoning for expecting that the algorithms …

In this paper we introduce two general techniques for the design and analysis of
approximation algorithms for 𝒩𝒫-hard scheduling problems in which the objective is to
minimize the weighted sum of the job completion times. For a variety of scheduling models …

This paper considers a single-item, periodic-review inventory model with uncertain
demands. In contrast to prior treatments of this problem we assume a finite production
capacity per period. Assuming stationary data, a convex one-period cost function and a …

We study the convergence properties of an alternating proximal minimization algorithm for
nonconvex structured functions of the type: L (x, y)= f (x)+ Q (x, y)+ g (y), where f and g are
proper lower semicontinuous functions, defined on Euclidean spaces, and Q is a smooth …

We study a tractable opinion dynamics model that generates long-run disagreements and
persistent opinion fluctuations. Our model involves an inhomogeneous stochastic gossip
process of continuous opinion dynamics in a society consisting of two types of agents:(1) …

In this paper, optimal consumption and investment decisions are studied for an investor who
has available a bank account paying a fixed rate of interest and a stock whose price is a log-
normal diffusion. This problem was solved by Merton and others when transactions between …

A common approach in coping with multiperiod optimization problems under uncertainty
where statistical information is not really enough to support a stochastic programming
model, has been to set up and analyze a number of scenarios. The aim then is to identify …

Let A be a binary matrix of size m× n, let cT be a positive row vector of length n and let e be
the column vector, all of whose m components are ones. The set-covering problem is to
minimize cTx subject to Ax≥ e and x binary. We compare the value of the objective function …