Volume 1, Number 1, January 2005
Guest Editors: Alex Rubinov and Jie Sun

Special Issue in Honor of the 70th Birthday of R. Tyrrell Rockafellar
Words from the editors: A. Rubinov and J. Sun
Publication list: R.T. Rockafellar
W. Briec, C.D. Horvath and A. Rubinov
Separation in B-convexity
Sien Deng
Some remarks on finite termination of descent methods

Don A. Grundel, Pavlo Krokhmal, Carlos A.S. Oliveira and
Panos M. Pardalos

On the average case behavior of the multidimensional assignment problem

Deren Han, Xun Li, Defeng Sun and Jie Sun
Bounding option prices of multi-assets: a semidefinite programming approach

X.X. Huang and X.Q. Yang
Generalized augmented lagrangian methods for equality constrained optimization problems

Alexander Kruger
Stationarity and regularity of set systems
Chen Ling, Xiaojun Chen, Masao Fukushima and Liqun Qi
A smoothing implicit programming approach for solving a class of
stochastic generalized semi-infinite programming problems

Shogo Nishizawa, Maki Onodsuka and Tamaki Tanaka
Alternative theorems for set-valued maps based on a nonlinear scalarization

Jean-Paul Penot
The Legendre transform of correspondences

Jinde Wang
Statistical inference for stochastic programming

Alexander J. Zaslavski
Turnpike results for a class of variational problems arising in continuum mechanics
Roxin Zhang
Nonlinear functional error bounds
Regular Papers
B.D. Craven
Optimal control of an economic model with a small stochastic term

Rashid Farooq and Akiyoshi Shioura
A note on the equivalence between substitutability and M -convexity

Yokohama Publishers

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