Cahiers du GERAD : GERAD

Group for Research in Decision Analysis

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Jun 2021

Quantifying uncertainty with ensembles of surrogates for blackbox optimization

Charles Audet, Sébastien Le Digabel, and Renaud Saltet

G-2021-37

Jun 2021

Feedback Nash equilibria in differential games with impulse control

Utsav Sadana, Puduru Viswanadha Reddy, and Georges Zaccour

G-2021-36

Jun 2021

Blackbox optimization

Charles Audet

G-2021-35

Jun 2021

Integrating learning and explicit model predictive control for unit commitment in microgrids

Yuchong Huo, François Bouffard, and Géza Joós

G-2021-34

May 2021

Exploring dual information in distance metric learning for clustering

Rodrigo Alves Randel, Daniel Aloise, and Alain Hertz

G-2021-32

May 2021

Deep reinforcement learning for optimal stopping with application in financial engineering

Abderrahim Fathan and Erick Delage

G-2021-30

May 2021

Maximal perimeter and maximal width of a convex small polygon

Christian Bingane

G-2021-33

May 2021

Tight bounds on the maximal perimeter of convex equilateral small polygons

Christian Bingane and Charles Audet

G-2021-31

May 2021

Upper bounds on the average number of colors in the non-equivalent colorings of a graph

Alain Hertz, Hadrien Mélot, Sébastien Bonte, Gauvain Devillez, and Pierre Hauweele

G-2021-28

May 2021

Mean Field Game-based control of sharing daily solar energy between electric vehicles in a parking lot

Samuel Mugisho Muhindo, Roland P. Malhamé, and Géza Joós

G-2021-29

May 2021

A lifted-space dynamic programming algorithm for the Quadratic Knapsack Problem

Franklin Djeumou Fomeni

G-2021-27

Apr 2021

Lower bounds and properties for the average number of colors in the non-equivalent colorings of a graph

Alain Hertz, Hadrien Mélot, Sébastien Bonte, and Gauvain Devillez

G-2021-25

Apr 2021

New complementary problem formulation for the improved primal simplex

Youssouf Emine, François Soumis, and Issmail El Hallaoui

G-2021-24

Apr 2021

NOMAD version 4: Nonlinear optimization with the MADS algorithm

Charles Audet, Sébastien Le Digabel, Viviane Rochon Montplaisir, and Christophe Tribes

G-2021-23

Apr 2021

Maintenance of a collection of machines under partial observability: Indexability and computation of Whittle index

Nima Akbarzadeh and Aditya Mahajan

G-2021-26

Mar 2021

A proximal quasi-Newton trust-region method for nonsmooth regularized optimization

Aleksandr Aravkin, Robert Baraldi, and Dominique Orban

G-2021-12

Mar 2021

Use of static surrogates in hyperparameter optimization

Dounia Lakhmiri and Sébastien Le Digabel

G-2021-10

Mar 2021

Using graph theory to derive inequalities for the Bell numbers

Alain Hertz, Anaelle Hertz, and Hadrien Mélot

G-2021-06

Mar 2021

Optimization of infectious disease prevention and control policies using agent-based modeling

Khalil Bassam Al Handawi and Michael Kokkolaras

G-2021-07

Mar 2021

Quasi-maximum likelihood for estimating structural models

Malek Ben-Abdellatif, Hatem Ben-Ameur, Rim Chérif, and Tarek Fakhfakh

G-2021-11