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40 Papers in 2023

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We develop a trust-region method for minimizing the sum of a smooth term \(f\) and a nonsmooth term \(h\), both of which can be nonconvex. Each iteratio...

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We consider the problem of minimizing the linear cost of multistate homogeneous series-parallel system given the nonlinear reliability constraint on the syst...

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The popularity of bike-sharing systems has constantly increased throughout the last years. Most of such success can be attributed to their multiple benefits,...

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The emerging demand for electric bicycles in recent years has prompted several bike-sharing systems (BSS) around the world to adapt their service to a new wa...

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This paper develops an efficient hybrid algorithm to solve the credit scoring problem. We use statistical mathematical programming to develop new classificat...

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The purpose of the present note is to bring clarifications to certain concepts and surrounding notation of Aravkin et al. (2022). All results therein contin...

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This paper presents a study on the best possible use of optimization models for the short-term hydropower scheduling problem. Different deterministic and sto...

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Perturbations are universal in supply chains, and their appearance is getting more frequent in the past few years. These perturbations affect industries and ...

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Recommender systems provide personalized recommendations to their users for items and services. They do that using a model that is tailored to each user to i...

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Tactical wireless networks are used in cases where standard telecommunication networks are unavailable or unusable, e.g. disaster relief operations. We fully...

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This paper presents <code>FluxNLPModels.jl</code> and <code>KnetNLPModels.jl</code>, new Julia packages enabling a neural network, modelled with either Flux....

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To cover the import taxes, a manufacturer typically charges a higher price in a foreign market than in its domestic market. The price difference can lead to ...

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In this paper, we study the pickup and delivery problem with time windows and multiple compartments (PDPTWMC). The PDPTWMC generalizes the pickup and delive...

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Two-stage stochastic programs are a class of stochastic problems where uncertainty is discretized into scenarios, making them amenable to solution approaches...

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We consider a firm offering an opaque good over one selling season, that is, a product whose full characteristics are only revealed after the consumer comp...

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We propose new algorithms with provable performance for online binary optimization subject to general constraints and in dynamic settings. We consider the su...

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This paper studies linear-quadratic Stackelberg games with a major player (leader) and \(N\) minor players (followers). To design decentralized strategies ...

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Recently there has been a surge of interest in operations research~(OR) and the machine learning~(ML) community in combining prediction algorithms and optimi...

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The Quadratic Knapsack Problem (QKP) is a combinatorial optimization problem that has attracted much attention over the past four decades. In this problem, o...

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This paper introduces the consistent vehicle routing problem with stochastic customers and demands. We consider driver consistency as customer-driver assignm...

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We investigate a facility location problem with modular capacity under demand uncertainty arising at Hydro-Québec, the largest public utility in Canada. We p...

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This work considers stochastic optimization problems in which the objective function values can only be computed by a blackbox corrupted by some random noise...

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We present a Julia framework dedicated to partially-separable problems whose element function are detected automatically. This framework takes advantage of ...

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In July 2022, I received the EURO Gold medal at the 32nd EURO Conference held in Espoo, Finland. On this occasion I was asked to deliver a 30-minute presenta...

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Given a ground-set of elements and a family of subsets, the set covering problem consists in choosing a minimum number of elements such that each subset cont...

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Robotic Process Automation has emerged in recent years as an important field by allowing faster and more secure processes through a reduction in the risks or...

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Seaports are highly vulnerable to climate-change induced events, which makes it necessary for them to invest in climate change adaptation measures to ensure ...

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Optimizing static risk-averse objectives in Markov decision processes is challenging because they do not readily admit dynamic programming decompositions. Pr...

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Given a set \(\mathcal{N}\) of size \(n\), a non-negative, integer-valued distance matrix \(D\) of dimensions \(n\times n\), an integer `(p\in\mathb...

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In this paper, a new model is proposed for the real-time diesel genset optimal dispatch and unit commitment in remote microgrids. The objective is to reduce ...

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For planning the operation of power transmission systems, which transport the energy produced by generation plants to customers centers, it is essential to e...

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Microgrids (MGs) are regarded as effective solutions to provide ramping support to the main grid during heavy-load periods. Nevertheless, the uncertain renew...

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This paper presents \(\texttt{Krylov.jl}\), a Julia package that implements a collection of Krylov processes and methods for solving a variety of linear pr...

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In this paper, we investigate the problem of system identification for autonomous Markov jump linear systems (MJS) with complete state observations. We prop...

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This paper first presents a time-series impact analysis of charging electric vehicles (EVs) to loading levels of power network equipment considering stochast...

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We explore the factor exposure heterogeneity in green and brown stocks using the peer-exposure ratio. By creating peer groups of S&P 500 index firms over 201...

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In this paper, we evaluate the synergy between variable renewable energy (VRE), electric mobility, and Vehicle to Grid (V2G) deployment for a small community...

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The estimation of the structural model poses a major challenge as its underlying asset (the firm's asset value) is not directly observable. We extend the m...

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This paper presents a novel rapid estimation method (REM) to perform stochastic impact analysis of grid-edge technologies (GETs) to the power distribution ne...

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In this paper, we describe a branch-and-price algorithm for the personalized nurse scheduling problem. The variants that appear in the literature involve a ...

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