This is a grant under the Scientific Computing Research Equipment for the Mathematical Sciences program of the Division of Mathematical Sciences of the National Science Foundation. This program supports the purchase of special purpose computing equipment dedicated to the conduct of research in the mathematical sciences. This equipment is required for several research projects and would be difficult to justify for one project alone. Support from the National Science Foundation is coupled with discounts and contributions from manufacturers and with substantial cost-sharing from the institutions submitting the proposal. This program is an example of academic, corporate, and government cooperation in the support of basic research in the mathematical sciences. This equipment will be used to support four research projects in the Rutgers Center for Operations Research at Rutgers University: Interior Point Methods for Linear and Integer Programming, directed by David Shanno; Gittins Indices: Computation and Generalizations, directed by Adi Ben-Israel and Sjur Flam; Global Optimization, directed by Pierre Hansen; and Simulation of Time Sharing Systems, directed by Benjamin Avi- Itzhak.