The method of steepest descent for solving unconstrained minimization problems is well understood. It is known, for instance, that when applied to a smooth objective function f, and converging to a solution point x where the corresponding Hessian matrix F(x) is positive definite, the asymptotic...

This part of the paper introduces some possible implementations of Self-Scaling Variable Metric algorithms based on the theory presented in Part I. These implementations are analyzed theoretically and discussed qualitatively. A special class of SSVM algorithms is introduced, which has the...

Typical queues do not have constant arrival rates. This paper discusses effective computational methods for dealing with queues having nonstationary arrival processes. It presents a computationally undemanding approximate method for finding the time dependent mean and standard deviation of the...

A simple model is presented which allows us to determine the optimal size, fillup, and drawdown rates for a Strategic Petroleum Reserve (SPR) under a variety of supply and demand conditions. The optimal policy variables are determined by minimizing an analytic expression which we derive for the...