PAPERS AVAILABLE IN THE SUBDIRECTORY "papers"
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Most recent update: 960920

9301mcba.ps.gz   S.M. Robinson, "Minimax cost/benefit analysis,"
9301mcba.dvi.gz  August 1992 (minor revision January 1993), 18 pp.
                 SUMMARY: Proposes a method for benefit/cost analysis
                 with multiple, incommensurable attributes.
                 STATUS: In revision.

9510arl.ps.gz    S.M. Robinson, "Estimating expected value of system
9510arl.ps.gz    testing," October 1995, 9 pp.
		 SUMMARY: An expository paper showing how to apply
		 Bayesian methods for estimating the value of information
		 provided by live-fire testing of a combat system.
		 STATUS: To appear in a report issued by the U.S. Army
		 Research Laboratory, Aberdeen, MD

9510aspo.dvi.gz  S.M. Robinson, "Analysis of sample-path optimization,"
9510aspo.ps.gz   October 1995, 23 pp.
		 SUMMARY: Proves almost-sure convergence of the method
		 of sample-path optimization for optimizers and for
		 epsilon-optimizers.
		 STATUS: Accepted by MATHEMATICS OF OPERATIONS RESEARCH.

9602nspf.dvi.gz H. Sellami and S.M. Robinson, "Implementation of a
9602nspf.ps     continuation method for normal maps," February 1996,
		19 pp. 
		SUMMARY: Shows how to implement a nonsmooth continuation
		method for solving variational inequalities, and gives
		results of numerical testing.
		STATUS: Accepted by MATHEMATICAL PROGRAMMING.

9603lcsd.dvi.gz	S.M. Robinson, "Linear convergence of epsilon-subgradient
9603lcsd.ps.gz	descent methods for a class of convex functions," March 1996,
		11 pp.
		SUMMARY: Establishes an R-linear convergence rate for a class
		of descent methods including the proximal point method and
		the bundle method in proximal form (considered as a sequence 
		of serious steps), for a class of convex functions introduced
		by Zhang and Treiman.
		STATUS: Submitted to MATHEMATICAL PROGRAMMING. 

9603lenn.dvi.gz K. Ritter, S.M. Robinson, and S. Schaeffler, "Global
9603lenn.ps	minimization of Lennard-Jones functions on transputer
		networks," March 1996, 10 pp.
		SUMMARY: Gives a three-stage computational procedure for
		minimizing molecular energy potential functions of pure
		Lennard-Jones type, and exhibits numerical results on
		problems with up to 20,000 atoms.
		STATUS: Accepted by Institute for Mathematics and Its
		Applications (IMA) Proceedings on Large-Scale Optimization.

9606opfs.ps.gz  E.L. Plambeck, B.-R. Fu, S.M. Robinson, and R. Suri,
9606opfs.dvi.gz "Sample-path optimization of convex stochastic 
                performance functions," May 1994, minor revision
                June 1996, 49 pp.
                SUMMARY: Introduces the method of sample-path
                optimization for systems observable by simulation,
                and applies it to tandem production lines and to
                stochastic PERT networks. Extensive numerical results.
                STATUS: Accepted by MATHEMATICAL PROGRAMMING.

9607wsc.ps	G. Gurkan, A.Y. Ozge, and S.M. Robinson, "Sample-path
		solution of stochastic variational inequalities, with
		applications to option pricing," July 1996, 8 pp.
		SUMMARY: Shows how to use a variant of sample-path
		optimization to solve stochastic variational inequalities.
		Illustrates the method by using it to price an American
		call option on a dividend-paying stock.
		STATUS: Accepted by PROCEEDINGS OF THE 1996 WINTER
		SIMULATION CONFERENCE.

9608redu.dvi.gz	S.M. Robinson, "A reduction method for variational 
9608redu.ps	inequalities," August 1996, 11 pp.
		SUMMARY: Shows how to reduce the number of variables in
		certain variational inequalities occurring in applications,
		especially in economic equilibrium problems. Gives numerical
		example in which the reduced form could be solved in 2% of
		the time required for the original problem.
		STATUS: Submitted to MATHEMATICAL PROGRAMMING.

9609trie.dvi.gz	S.M. Robinson, "Nonsmooth continuation for generalized 
9609trie.ps	equations," September 1996, 10 pp.
		SUMMARY: Develops a framework for solution of certain
		generalized equations by nonsmooth continuation, and
		establishes a condition under which the resulting homotopy
		path will remain uniformly bounded as the homotopy
		parameter varies in [0,1).
		STATUS: Submitted to the proceedings of the Seventh
		French-German Conference on Optimization.