1. Preface

   Preface Pages: 13 - 16

2. Acknowledgement to Referees

   Legacy Pages: 17 - 20

3. Foreword

   Foreword Pages: 21 - 22

4. New Complexity Analysis of the Primal—Dual Newton Method for Linear Optimization

   • J. Peng
   • C. Roos
   • T. Terlaky

   OriginalPaper Pages: 23 - 39

5. Primal—Dual Constraint Aggregation with Application to Stochastic Programming

   • M. Davidson

   OriginalPaper Pages: 41 - 58

6. An Interior Point Algorithm for Computing Saddle Points of Constrained Continuous Minimax

   • Stanislav Žaković
   • Costas Pantelides
   • Berc Rustem

   OriginalPaper Pages: 59 - 77

7. Decomposition and Linearization for 0-1 Quadratic Programming

   • Sourour Elloumi
   • Alain Faye
   • Eric Soutif

   OriginalPaper Pages: 79 - 93

8. A Long-Step, Cutting Plane Algorithm for Linear and Convex Programming

   • John E. Mitchell
   • Srinivasan Ramaswamy

   OriginalPaper Pages: 95 - 122

9. An Algorithm for the Solution of Multiparametric Mixed Integer Linear Programming Problems

   • Vivek Dua
   • Efstratios N. Pistikopoulos

   OriginalPaper Pages: 123 - 139

10. Parallel Integer Optimization for Crew Scheduling

    • Panayiotis Alefragis
    • Peter Sanders
    • Dag Wedelin

    OriginalPaper Pages: 141 - 166

11. Building and Solving Large-Scale Stochastic Programs on an Affordable Distributed Computing System

    • Emmanuel Fragnière
    • Jacek Gondzio
    • Jean-Philippe Vial

    OriginalPaper Pages: 167 - 187

12. The AURORA Financial Management System: Model and Parallel Implementation Design

    • G.Ch. Pflug
    • A. Świętanowski
    • H. Moritsch

    OriginalPaper Pages: 189 - 206

13. Stochastic Optimization of Insurance Portfolios for Managing Exposure to Catastrophic Risks

    • Y.M. Ermoliev
    • T.Y. Ermolieva
    • V.I. Norkin

    OriginalPaper Pages: 207 - 225

14. An Asset Liability Management Model for Casualty Insurers: Complexity Reduction vs. Parameterized Decision Rules

    • Alexei A. Gaivoronski
    • Petter E. de Lange

    OriginalPaper Pages: 227 - 250

15. Stability Properties of a Bond Portfolio Management Problem

    • Jitka Dupačová

    OriginalPaper Pages: 251 - 265

16. Sensitivity of Bond Portfolio's Behavior with Respect to Random Movements in Yield Curve: A Simulation Study

    • Marida Bertocchi
    • Vittorio Moriggia
    • Jitka Dupačová

    OriginalPaper Pages: 267 - 286

17. Selecting Portfolios with Fixed Costs and Minimum Transaction Lots

    • Hans Kellerer
    • Renata Mansini
    • M. Grazia Speranza

    OriginalPaper Pages: 287 - 304

18. Real Options with Random Controls and the Value of Learning

    • Spiros H. Martzoukos

    OriginalPaper Pages: 305 - 323

19. Valuing Flexibility in Offshore Petroleum Projects

    • Morten W. Lund

    OriginalPaper Pages: 325 - 349

20. A Discrete Maintenance and Replacement Model under Technological Breakthrough Expectations

    • Abraham Mehrez
    • Gad Rabinowitz
    • Eli Shemesh

    OriginalPaper Pages: 351 - 372

21. Maximization of Manufacturing Yield of Systems with Arbitrary Distributions of Component Values

    • Abbas Seifi
    • K. Ponnambalam
    • Jiri Vlach

    OriginalPaper Pages: 373 - 383

22. A Learning Framework for Neural Networks Using Constrained Optimization Methods

    • Stavros J. Perantonis
    • Nikolaos Ampazis
    • Vassilis Virvilis

    OriginalPaper Pages: 385 - 401

23. Comparative Analysis of Artificial Neural Network Models: Application in Bankruptcy Prediction

    • Chris Charalambous
    • Andreas Charitou
    • Froso Kaourou

    OriginalPaper Pages: 403 - 425

24. Index Sets in Modeling Languages

    • Tony Hürlimann

    OriginalPaper Pages: 427 - 442