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Terms and Conditions ofDse provides, in part, that unless you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive only for your personal, non-commercial use. Each copy of any part of a JSTOR transmission must contain the same copyright notice that(More)
A significant multi-stage financial planning problem is posed as a stochastic program with decision rules. The decision rule-called dynamically balanced-requires the purchase and sale of assets at each time stage so as to keep constant asset proportions in the portfolio composition. It leads to a nonconvex objective function. We show that the rule performs(More)
AaSTRACT. Techniques are presented for improving the efficiency ofpnmal-stmplex network codes An adaptive candidate hst, enumerating the pivot variables, is provided. Proper use of this list greatly reduces computation tune (espectaUy m large-scale network problems) and experiential data Js included It is again shown that the number of iterations, i e(More)
We describe a specialization of the primal truncated Newton algorithm for solving nonlinear optimization problems on networks with gains. The algorithm and its implementation are able to capitalize on the special structure of the constraints. Extensive computational tests show that the algorithm is capable of solving very large problems. Testing of numerous(More)
Many papers appearing in journals reporting computational experiments use computer generated evidence to compare or rank competing mathematical software techmques. Unfortunately, to date there have been no standards or gmdehnes indicating how computer experiments should be conducted or how the results should be presented. An initial attempt is made to(More)