In this paper, we discuss the optimal design of telecommunications networks prone to failure. The problem concerns mid-range planning objectives. The purpose of the model is to give insight on the cost of protecting the network against failures by balancing the choice of a base routing of the...

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

This paper presents a new primal-dual algorithm for solving a class of monotropic programming problems. This class involves many problems arising in a number of important applications in telecommunications networks, transportation and water distribution. The proposed algorithm is inspired by...

In this paper we study special barrier functions for the convex cones, which are the sum of a self-concordant barrier for the cone and a positive-semidefinite quadratric form. We show that the central path of these augmented barrier functions can be traced with linear speed. We also study the...

A new concept is proposed for linking algebraic modeling languages and the structure exploiting solver.

Stochastic programs inevitably get huge if they are to model real life problems accurately. Nowadays only massive parallel machines can solve them but at a cost few decision makers can afford. We report hereon a deterministic equivalent linear programming model of 1,111,112 constraints and...

This paper adopts a normative approach to catastrophe insurance. It addresses the question of how innovations in the design of insurance contracts could help resolve the capacity gap in the provision of insurance against natural catastrophes. It extends previous research with the same approach...

We use a decomposition approach to solve two types of realistic problems: block-angular linear programs arising in energy planning, and multicommodity network problems arising in capacity planning for survvable telecommunication netwroks. Decomposition is an algorithmic device that breaks down...