Mathematical Programming, Volume 108

Volume 108, Number 1, August 2006

• L. Chen, Donald Goldfarb:
  Interior-point l₂-penalty methods for nonlinear programming with strong global convergence properties. 1-36
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• Alejandro Jofré, Jorge Rivera Cayupi:
  A nonconvex separation property and some applications. 37-51
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• Mathieu Van Vyve:
  Linear-programming extended formulations for the single-item lot-sizing problem with backlogging and constant capacity. 53-77
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• Angel Corberán, Isaac Plana, José M. Sanchis:
  Zigzag inequalities: a new class of facet-inducing inequalities for Arc Routing Problems. 79-96
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• R. Ravi, Amitabh Sinha:
  Hedging Uncertainty: Approximation Algorithms for Stochastic Optimization Problems. 97-114
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• Asaf Levin, Gerhard J. Woeginger:
  The constrained minimum weighted sum of job completion times problem. 115-126
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• Gerard van der Laan, Dolf Talman, Zaifu Yang:
  Solving discrete zero point problems. 127-134
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• Dimitris Bertsimas, Constantine Caramanis:
  Bounds on linear PDEs via semidefinite optimization. 135-158
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• Jiawei Zhang:
  Approximating the two-level facility location problem via a quasi-greedy approach. 159-176
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• Yurii Nesterov, B. T. Polyak:
  Cubic regularization of Newton method and its global performance. 177-205
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Volume 108, Number 2-3, September 2006

• Fabian Bastin, Cinzia Cirillo, Philippe L. Toint:
  Convergence theory for nonconvex stochastic programming with an application to mixed logit. 207-234
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• Alper Atamtürk:
  Strong Formulations of Robust Mixed 0-1 Programming. 235-250
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• Dimitris Bertsimas, Karthik Natarajan, Chung-Piaw Teo:
  Persistence in discrete optimization under data uncertainty. 251-274
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• Nan Kong, Andrew J. Schaefer, Brady Hunsaker:
  Two-stage integer programs with stochastic right-hand sides: a superadditive dual approach. 275-296
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• Darinka Dentcheva, Andrzej Ruszczynski:
  Inverse stochastic dominance constraints and rank dependent expected utility theory. 297-311
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• Andy Philpott, Rüdiger Schultz:
  Unit commitment in electricity pool markets. 313-337
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• Georg Ch. Pflug:
  Subdifferential representations of risk measures. 339-354
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• Vikas Goel, Ignacio E. Grossmann:
  A Class of stochastic programs with decision dependent uncertainty. 355-394
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• Eduardo F. Silva, R. Kevin Wood:
  Solving a class of stochastic mixed-integer programs with branch and price. 395-418
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• Hideaki Yamashita, Yo Ishizuka, Shigemichi Suzuki:
  Mean and variance of waiting time and their optimization for alternating traffic control systems. 419-433
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• Willem K. Klein Haneveld, Leen Stougie, Maarten H. van der Vlerk:
  Simple integer recourse models: convexity and convex approximations. 435-473
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• Hemanshu Kaul, Sheldon H. Jacobson:
  New global optima results for the Kauffman NK model: handling dependency. 475-494
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• Güzin Bayraksan, David P. Morton:
  Assessing solution quality in stochastic programs. 495-514
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• R. Tyrrell Rockafellar, Stan Uryasev, Michael Zabarankin:
  Optimality conditions in portfolio analysis with general deviation measures. 515-540
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• Diana Roman, Ken Darby-Dowman, Gautam Mitra:
  Portfolio construction based on stochastic dominance and target return distributions. 541-569
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• Jörgen Blomvall, Alexander Shapiro:
  Solving multistage asset investment problems by the sample average approximation method. 571-595
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• Hanif D. Sherali, Xiaomei Zhu:
  On solving discrete two-stage stochastic programs having mixed-integer first- and second-stage variables. 597-616
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• Myun-Seok Cheon, Shabbir Ahmed, Faiz A. Al-Khayyal:
  A branch-reduce-cut algorithm for the global optimization of probabilistically constrained linear programs. 617-634
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