Cahiers du GERAD by year

Oct 2018

Generalization bounds for regularized portfolio selection with market side information

Thierry Bazier-Matte and Erick Delage

G-2018-77

Oct 2018

Tight-and-cheap conic relaxation for the optimal reactive power dispatch problem

Christian Bingane, Miguel F. Anjos, and Sébastien Le Digabel

G-2018-76

Oct 2018

A Nonhomogeneous Poisson process predictive model using maximum entropy prior random effects with application to predict purchases

Lotfi Khribi, Marc Fredette, Brenda MacGibbon, and Jean-François Ouellet

G-2018-75

Sep 2018

Multi-product mine scheduling optimization under multi-element geological uncertainty

Zeyneb Brika, Michel Gamache, and Roussos Dimitrakopoulos

G-2018-72

Sep 2018

Uniform distribution with MBO method of the infrared radiative energy in the thermoforming process of an ABS sheet

Kahina Bachir Cherif, Djamal Rebaïne, Fouad Erchiqui, and Issouf Fofana

G-2018-73

Sep 2018

Bagged parallel genetic algorithms for objective model selection

Maxime Larocque, Jean-François Plante, and Michel Adès

G-2018-70

Oct 2018

Primal column generation framework for vehicle and crew scheduling problems

Ilyas Himmich, Issmail El Hallaoui, and François Soumis

G-2018-74

Sep 2018

Minimum eccentric connectivity index for graphs with fixed order and fixed number of pending vertices

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

G-2018-69

Sep 2018

Valuing corporate securities when the firm's assets are illiquid

Hatem Ben-Ameur, Tarek Fakhfakh, and Alexandre Roch

G-2018-68

Sep 2018

An exact optimization approach for an integrated process configuration, lot-sizing, and scheduling problem

Karim Pérez Martinez, Yossiri Adulyasak, Raf Jans, Reinaldo Morabito, and Eli Angela Vitor Toso

G-2018-71

Aug 2018

Quasi-Monte Carlo simulation of coagulation-fragmentation

Christian Lécot, Pierre L'Ecuyer, Rami El Haddad, and Ali Tarhini

G-2018-67

Aug 2018

Maximum eccentric connectivity index for graphs with given diameter

Pierre Hauweele, Alain Hertz, Hadrien Mélot, Bernard Ries, and Gauvain Devillez

G-2018-66

Aug 2018

On graceful difference labelings of disjoint unions of circuits

Alain Hertz and Christophe Picouleau

G-2018-65

Aug 2018

A tabu search for the design of capacitated rooted survivable planar networks

Alain Hertz and Thomas Ridremont

G-2018-64

Aug 2018

Equilibria in a two-species fishery

Michèle Breton, Ilyass Dahmouni, and Georges Zaccour

G-2018-63

Aug 2018

Planning solar in energy-managed cellular networks

Mathieu D'Amours , André Girard, and Brunilde Sansò

G-2018-62

Aug 2018

A PCA-based approximation scheme for combinatorial optimization with uncertain and correlated data

Borzou Rostami, Guy Desaulniers, Fausto Errico, and Andrea Lodi

G-2018-61

Aug 2018

Multivariate variance components tests for multilevel data

Denis Larocque, Jaakko Nevalainen, and Hannu Oja

G-2018-58

Jul 2018

Variable neighborhood programming for symbolic regression

Souhir Elleuch, Bassem Jarboui, Jun Pei, and Nenad Mladenović

G-2018-53

Jul 2018

Dynamic emergency medical services network design: A novel probabilistic envelope constrained stochastic program and decomposition scheme

Peng Chun, Erick Delage, and Jinlin Li

G-2018-57

Aug 2018

On a two-stage discrete stochastic optimization problem with stochastic constraints and nested sampling

Thuy Anh Ta, Tien Mai, Fabian Bastin, and Pierre L'Ecuyer

G-2018-59

Jul 2018

Price bias and common practice in option pricing

Jean-François Bégin and Geneviève Gauthier

G-2018-56

Jul 2018

Privacy-preserving classifiers recognize shared mobility behaviours from WiFi network imperfect data

Orestes Manzanilla Salazar and Brunilde Sansò

G-2018-54

Jul 2018

Continuous variable neighborhood search (C-VNS) for solving systems of nonlinear equations

Jun Pei, Zorica Drazic, Milan Drazic, and Nenad Mladenović

G-2018-52

Jul 2018

The conjugate residual method in linesearch and trust-region methods

Marie-Ange Dahito and Dominique Orban

G-2018-50

Jul 2018

A branch-and-cut algorithm for an assembly routing problem

Masoud Chitsaz, Jean-François Cordeau, and Raf Jans

G-2018-49

Aug 2018

Optimal planning of large-scale deployment of charging stations for increasing electric vehicle adoption

Miguel F. Anjos, Bernard Gendron, and Martim Joyce-Moniz

G-2018-60

Jul 2018

Integreted optimization of short- and medium-term planning in underground mine

Louis-Pierre Campeau, Michel Gamache, and Rafael Martinelli

G-2018-55

Jul 2018

Addressing orientation-symmetry in the Time Window Assignment Vehicle Routing Problem

Kevin Dalmeijer and Guy Desaulniers

G-2018-48

Jul 2018

Ré-optimisation multi-objectif en temps réel suite à une petite perturbation

Rachid Hassani, Guy Desaulniers, and Issmail El Hallaoui

G-2018-47

Jun 2018

A two-stage solution approach for personalized multi-department multi-day shift scheduling

Sana Dahmen, Monia Rekik, François Soumis, and Guy Desaulniers

G-2018-46

Jun 2018

The value of randomized solutions in mixed-integer distributionally robust optimization problems

Erick Delage and Ahmed Saif

G-2018-45

Jun 2018

Pricing and advertising in a supply chain in presence of strategic consumers

Amir Farshbaf Geranmayeh and Georges Zaccour

G-2018-44

Jun 2018

Exploitation of a productive asset in the presence of strategic behavior and pollution externalities

Baris Vardar and Georges Zaccour

G-2018-43

Jun 2018

Exact branch-price-and-cut algorithms for vehicle routing

Luciano Costa, Claudio Contardo, and Guy Desaulniers

G-2018-41

Jun 2018

LNLQ: an iterative method for least-norm problems with an error minimization property

Ron Estrin, Dominique Orban, and Michael A. Saunders

G-2018-40

Jun 2018

Coupling decomposition with dynamic programming with application to an energy model

Luc Marchand, Philippe Mahey, and Jean-Pierre Dussault

G-2018-39

Jun 2018

Selection of variables in parallel space decomposition for the mesh adaptive

Stéphane Alarie, Nadir Amaioua, Charles Audet, Sébastien Le Digabel, and Louis-Alexandre Leclaire

G-2018-38

May 2018

Combining alternating Lagrangian decomposition, column generation, and dynamic constraint aggregation for integrated crew pairing and personalized assignment problems simultaneous for pilots and copilots

Vahid Zeighami and François Soumis

G-2018-37

May 2018

Design optimization of tumor vasculature-bound nanoparticule

Ibrahim Chamseddine, Hermann B. Frieboes, and Michael Kokkolaras

G-2018-36

Apr 2018

Modeling bursts in the arrival process to an emergency call center

Klas Gustavsson, Pierre L'Ecuyer, and Leif Olsson

G-2018-29

Apr 2018

Exact posterior simulation from the linear lasso regression

Zdravko I. Botev, Yi-Lung Chen, Pierre L'Ecuyer, Shev MacNamara, and D.P. Kroese

G-2018-27

Mar 2018

History of uniform random number generation

Pierre L'Ecuyer

G-2018-25

May 2018

Optimal pricing and advertising policies for a one-time entertainment event

Steffen Jørgensen and Georges Zaccour

G-2018-35

May 2018

Model-based methods in derivative-free nonsmooth optimization

Charles Audet and Warren Hare

G-2018-34

May 2018

Robust self-scheduling of a price-maker energy storage facility in the New York electricity market

Adrien Barbry, Miguel F. Anjos, and Erick Delage

G-2018-33

May 2018

Stochastic hydropower generator maintenance scheduling via Benders decomposition

Jesús Andrés Rodríguez Sarasty, Miguel F. Anjos, Pascal Côté, and Guy Desaulniers

G-2018-32

Apr 2018

Distributed integral simplex for clustering

Omar Foutlane, Issmail El Hallaoui, and Pierre Hansen

G-2018-31

Apr 2018

Renewal Monte Carlo: Renewal theory based reinforcement learning

Jayakumar Subramanian and Aditya Mahajan

G-2018-28

Apr 2018

Traveling salesman problem with time windows in postal services

Alexis Bretin, Guy Desaulniers, and Louis-Martin Rousseau

G-2018-30

Apr 2018

Improving the linear relaxation of maximum \(k\)-cut with semidefinite-based constraints

Vilmar Jefté Rodrigues De Sousa, Miguel F. Anjos, and Sébastien Le Digabel

G-2018-26

Mar 2018

Reliability estimation for networks with minimal flow demand and random link capacities

Zdravko I. Botev, Pierre L'Ecuyer, and Bruno Tuffin

G-2018-24

Mar 2018

On the \(k\)-medoids model for semi-supervised clustering

Rodrigo Alves Randel, Daniel Aloise, Nenad Mladenović, and Pierre Hansen

G-2018-23

Mar 2018

On a generalized splitting method for sampling from a conditional distribution

Pierre L'Ecuyer, Zdravko I. Botev, and D.P. Kroese

G-2018-22

Mar 2018

Randomized quasi-Monte Carlo: An introduction for practitioners

Pierre L'Ecuyer

G-2018-21

Mar 2018

Median and covering location problems with interconnected facilities

Marilène Cherkesly, Mercedes Landete, and Gilbert Laporte

G-2018-19

Mar 2018

Vehicle scrappage incentives to accelerate the replacement decision of heterogeneous consumers

Hosain Zaman and Georges Zaccour

G-2018-20

Mar 2018

Employee scheduling with short demand perturbations and extensible shifts

Reinhard Bürgy, Hélène Michon-Lacaze, and Guy Desaulniers

G-2018-18

Mar 2018

Price and advertising incentives for manufacturer Stackelberg channels

Sihem Taboubi

G-2018-17

Mar 2018

The mesh adaptive direct search algorithm for granular and discrete variables

Charles Audet, Sébastien Le Digabel, and Christophe Tribes

G-2018-16

Mar 2018

A scalable exact algorithm for the vertex \(p\)-center problem

Claudio Contardo, Manuel Iori, and Raphael Kramer

G-2018-15

Mar 2018

Wrong-way risk of interest-rate instruments

Ramzi Ben Abdallah, Michèle Breton, and Oussama Marzouk

G-2018-14

Mar 2018

Counterparty risk: CVA variability and value at risk

Michèle Breton and Oussama Marzouk

G-2018-13

Mar 2018

Spatial vs. non-spatial transboundary pollution control in a class of cooperative and non-cooperative dynamic games

Javier de Frutos and Guiomar Martín-Herrán

G-2018-12

Mar 2018

An interval observer for discrete-time SEIR epidemic models

Kwassi Holali Degue and Jérôme Le Ny

G-2018-11

Mar 2018

A robust optimization approach for the winner determination problem with uncertainty on shipment volumes and carriers' capacity

Nabila Remli, Amine Amrouss, Issmail El Hallaoui, and Monia Rekik

G-2018-10

Feb 2018

A primal adjacency-based algorithm for the shortest path problem with resource constraints

Ilyas Himmich, Hatem Ben Amor, Issmail El Hallaoui, and François Soumis

G-2018-09

Feb 2018

Algorithms and computational complexity on the \(P_k\)-hitting set problem

Eglantine Camby

G-2018-08

Feb 2018

A regularized interior-point method for constrained linear least squares

Mohsen Dehghani, Andrew Lambe, and Dominique Orban

G-2018-07

Aug 2018

Balancing realism and complexity: An accurate optimization model for electricity usage in smart homes

Michael David De Souza Dutra, Miguel F. Anjos, and Sébastien Le Digabel

G-2018-06

Feb 2018

A multidirectional dynamic programming algorithm for the shortest path problem with resource constraints

Ilyas Himmich, Issmail El Hallaoui, and François Soumis

G-2018-05

Feb 2018

A parallel algorithm using VNS with shared memory and message passing interface for community detection in complex networks

Eglantine Camby, Gilles Caporossi, and Sylvain Perron

G-2018-04

Jan 2018

When closest is not always the best: The distributed p-median problem

Jack Brimberg and Anita Schöbel

G-2018-03

Jan 2018

Tight-and-cheap conic relaxation for the AC optimal power flow problem

Christian Bingane, Miguel F. Anjos, and Sébastien Le Digabel

G-2018-02

Jan 2018

The role of bioenergy in low-carbon energy transition scenarios: A case study for Quebec (Canada)

Kathleen Vaillancourt, Olivier Bahn, and Annie Levasseur

G-2018-01