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AbstractThis paper considers the classical finite linear transportation Problem (I) and two relaxations, (II) and (III), of it based on papers by Kantorovich and Rubinstein, and Kretschmer. Pseudo‐metric type conditions on the cost matrix are given under which Problems (I) and (II) have common optimal value, and a proper subset of these conditions is sufficient for Problems (II) and (III) to have common optimal value. The relationships between the three problems provide a proof of Kantorovich's original characterization of optimal solutions to the standard transportation problem having as many origins as destinations. The result are extended to problems having cost matrices which are nonnegative row‐column equivalent.

I Duality Theory -- Ascent Ray Theorems and Some Applications -- Semi-Infinite Programming Duality: How Special Is It? -- A Saddle Value Characterization of Fan's Equilibrium Points -- Duality in Semi-Infinite Linear Programming -- On the Role of Duality in the Theory of Moments -- Existence Theorems in Semi-Infinite Programs -- II Algorithmic Developments -- An Algorithm for a Continuous Version of the Assignment Problem -- Numerical Estimation of Optima by Use of Duality Inequalities -- Globalization of Locally Convergent Algorithms for Nonlinear Optimization Problems with Constraints -- A Three-Phase Algorithm for Semi-Infinite Programs -- A Review of Numerical Methods for Semi-Infinite Optimization -- An Algorithm for Minimizing Polyhedral Convex Functions -- Numerical Experiments with Globally Convergent Methods for Semi-Infinite Programming Problems -- III Problem Analysis and Modeling -- On the Partial Construction of the Semi-Infinite Banzhaf Polyhedron -- Semi-Infinite and Fuzzy Set Programming -- Semi-Infinite Optimization in Engineering Design -- A Moment Inequality and Monotonicity of an Algorithm -- IV Optimality Conditions and Variational Principles -- Second Order Conditions in Nonlinear Nonsmooth Problems of Semi-Infinite Programming -- On Stochastic Control Problems with Impulse Cost Vanishing -- Dual Variational Principles in Mechanics and Physics -- Authors, Participants, and Affiliations -- Referees -- Table of Contents of the Book of Abstracts.

Cover; Title Page; Copyright; Contents; Foreword; Preface; Preface to the First Edition; Acknowledgments; About the Author; Part I Introduction to the Yield Curve; Chapter 1 The Yield Curve; The Yield Curve for Beginners; Yield to Maturity Yield Curve; The Coupon Yield Curve; The Par Yield Curve; The Zero-Coupon (or Spot) Yield Curve; Using Spot Rates in Bond Analysis; The Forward Yield Curve; Analysing and Interpreting the Yield Curve; An Introduction to Fitting the Yield Curve; Spot and Forward Rates in the Market; The Interest-Rate Swap Curve and the Sovereign Bond Curve