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97 Papers in 2008

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We propose a modified primal-dual interior-point method for nonlinear programming that relaxes the requirement of closely following the central path and lend...

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Tree based methods have not yet been adapted to handle mixed effects. Previous works extending them to accommodate correlated data are based on the multivari...

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It is now accepted that climate change is due to the cumulative and joint effect of multiple atmospheric trace constituents. The importance of adopting a com...

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This paper deals with the class of continuous-time singular uncertain linear systems with time-varying delay in the state vector. The uncertainties we are co...

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The <i>Generalized Vehicle Routing Problem</i> (GVRP) is an extension of the classical <i>Vehicle Routing Problem</i> (VRP) in which the vertex set is partit...

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In this article, we introduce a class of multivariate seasonal time series models with periodically varying parameters, abbreviated by the acronym SPVAR. The...

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In this article, we consider nonparametric regression analysis between two variables when data are sampled through a complex survey. While nonparametric regr...

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A recent paper of Tuy and Hoai-Phuong published in <i>JOGO</i> (2007) 37:557--569 observes that there are errors in the reformulation of a signomial geometr...

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<p> The complementarity of two renewable energy sources, namely hydro and wind, is investigated. We consider the diversification effect of wind power to re...

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The Dutch railway network experiences about three large disruptions per day on average. In this paper, we present an algorithm to reschedule the crews when s...

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This paper studies sustainability from both an economic and environmental perspective. We concentrate in two separate but interlinked environmental issues: t...

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<p>The class of Mesh Adaptive Direct Search (MADS) algorithms is designed for the optimization of constrained black-box problems. The purpose of this paper i...

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<p>Lasso, or <img src="/cgi-bin/mimetex.cgi?\ell^1"> regularized least squares has been explored extensively for its remarkable sparsity properties. The firs...

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This research assesses the impact of the various states of mind of Flow psychological theory (Csíkszentmihályi 1990) in relation to brand recall and recognit...

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This work proposes a statistical methodology to handle aggregate data. Aggregate data arises in many fields such as medical science, ecology, social science,...

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A magnet is a pair <i>u,v</i> of adjacent vertices such that the proper neighbours of <i>u</i> are completely linked to the proper neighbours of <i>v</i>. It...

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Should manufacturers of durable products such as automobiles and household appliances offer cash rebates to all consumers at the time of purchase, or offer t...

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This paper presents an overview of the column generation method developed at the GERAD research center in Montr&#39;eal for solving large scale vehicle routing ...

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This paper presents a model for identifying general goals of anonymous consumers visiting a retail website. When visiting a transactional website, consumers ...

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We compare the effectiveness and efficiency of alternative operational dispatching policies that are integrated into the design phase of a circular material ...

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This study proposes a game theoretic approach to model and analyze the process of utilizing biomass for power generation considering three players; distribut...

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This paper presents an analysis of the optimal oil production quotas of OPEC under a worldwide climate regime imposing a limitation on the radiative forcing....

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This work presents an exact branch-cut-and-price algorithm for the vehicle routing problem with time windows (VRPTW) where the well-known clique inequalities...

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This paper deals with the design of equilibrium solutions with coupled constraints in dynamic games of greenhouse gas (GHG) emission abatement. Self-enforcin...

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We present a procedure for self calibration of a pinhole camera subject to radial distortion. Radial distortion parameters are estimated using a nonlinear le...

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There has been a wide interest to extend univariate and multivariate nonparametric procedures to clustered and hierarchical data. Traditionally, parametric m...

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In this paper, we propose a Partial Differential Equation formulation for the value of an option when the underlying asset's price is described by a discrete...

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Vector periodic autoregressive time series models (PVAR) form an important class of time series for modeling data derived from climatology, hydrology, econom...

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The Improved Primal Simplex algorithm IPS [8] is a dynamic constraint reduction method particularly effective on degenerate linear programs. It is able to ac...

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Based upon a robust optimization technique, Variable Neighborhood Search (VNS), we use simulation to find rules for identifying the correct Minkowski paramet...

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Question retrieval systems, unlike question answering systems, exploit the knowledge contained in previously answered questions to answer new ones by returni...

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We consider an inequality of the type <img src="/cgi-bin/mimetex.cgi?A\cdot x\le B\cdot x"> over the idempotent semifield <img src="/cgi-bin/mimetex.cgi?R_{...

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Necessary and sufficient conditions are provided for existence of a simple graph <i>G</i>, and for a simple and connected graph <i>G'</i> with given numbers ...

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We review the basic principles of Quasi-Monte Carlo (QMC) methods, the randomizations that turn them into variance-reduction techniques, the integration erro...

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The Protected Working Capacity Envelope (PWCE) concept was proposed by Grover (2004) in order to simplify network and operation management in survivable WDM ...

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We consider a maritime inventory routing problem in the liquefied natural gas (LNG) business. Here, an actor is responsible for the routing of the fleet of s...

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Staffing and scheduling optimization in large multiskill call centers is time-consuming, mainly because it requires lengthy simulations to evaluate performan...

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Frequency hopping is a feature in GSM (Global System for Mobile Communications) cellular systems in which a frequency carrying the communication rapidly chan...

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We consider filter design of a linear system with parameter uncertainty. In contrast to the robust Kalman filter which focuses on a worst case analysis, we p...

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Top-tier customers - that is, those 20% of customers that typically bring in 80% of all profits - are extremely valuable to companies. In the many instances ...

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The minimum weight feedback vertex set problem (FVS) on series-parallel graphs can be solved in <i>O(n)</i> time by dynamic programming. This solution, howev...

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This paper addresses the split delivery vehicle routing problem with time windows (SDVRPTW) that consists of determining least-cost vehicle routes to service...

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This paper proposes a construction heuristic and an adaptive large neighborhood search heuristic for the technician and task scheduling problem arising in a ...

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We propose a class of projected Krylov methods for the solution of unsymmetric augmented systems of equations such as those arising from the finite-element f...

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Meaning cannot be based on dictionary definitions all the way down: at some point the circularity of definitions must be broken in some way, by grounding the...

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The multi-agent resource allocation problem corresponds to the negotiation of <i>m</i> resources among <i>n</i> autonomous agents, in order to maximize a soc...

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Column generation algorithms are instrumental in many areas of applied optimization, where linear programs with an enormous number of columns need to be so...

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Location-allocation problems arise in several contexts, including supply chain and data mining. In its most common interpretation, the basic problem consists...

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With the help of the Graffiti system, Fajtlowicz conjectured around 1992 that the average distance between two vertices of a connected graph <i>G</i> is at ...

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A polygon is said to be <i>simple</i> if the only points of the plane belonging to two of its edges are its vertices. We answer the question of finding, ...

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Shared storage policy allows more flexible use of space than that allowed by the dedicated storage policy. This paper addresses duration-of-stay based shared...

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This paper estimates a structural vector autoregression model to assess the dynamic effects of terrorism on output and prices in Israel over the post-1985 pe...

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In this paper we use a dynamic model to analyze the composition and stability of international environmental agreements (IEAs) in an asymmetrical framework. ...

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Minimum sum-of-squares clustering (MSSC) consists in partitioning a given set of <i>n</i> points into <i>k</i> clusters in order to minimize the sum of squar...

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Variable neighborhood search (VNS) is a metaheuristic, or framework for building heuristics, based upon systematic change of neighborhoods both in a decent ...

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The transmission of a vertex in a connected graph is the sum of all distance from that vertex to the others. It is said to be normalized if divided by <i>n-1...

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Upper bounds on the average distance \(\overline{l}\) between pairs of vertices of a connected graph with given order \(n\) and minimum degree `(\delta...

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The bidline scheduling problem with equity arises in several North American airlines. It consists of determining anonymous monthly schedules, called bidlines...

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The aim of this paper is to propose a model for the design of a robust rapid transit network. In this paper, a network is said to be robust when the effect o...

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Let <img src="/cgi-bin/mimetex.cgi?G=(V,E)"> be a simple, undirected graph of order <img src="/cgi-bin/mimetex.cgi?n"> and size <img src="/cgi-bin/mimetex.cg...

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Horizontal cooperation among franchisees is now a well-known reality in franchising, as exemplified by the growing number of franchisee associations and adve...

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Le texte qui suit est un chapitre du livre intitulé <i>Fourmis artificielles, des bases algorithmiques aux concepts et réalisations avancés</i>, Nicolas Monm...

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A recent proof of NP-hardness of Euclidean sum-of-squares clustering, due to Drineas et al., <i>Machine Learning</i> 56, 9--33, 2004, is not valid. An altern...

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The partial equilibrium technology rich global 15-region TIMES Integrated Assessment Model (TIAM) is used to assess climate policies in a very uncertain worl...

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Methods, models, heuristic and exact algorithms for clustering are reviewed from a mathematical programming view point.

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The main purpose of this paper is to apply the True Notional Bond System (TNBS) proposed by Oviedo (2006) for the theoretical pricing of the Chicago Board ...

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In this paper we develop a model to analyze, in a dynamic framework, how countries join international environmental agreements (IEAs). In the model, where co...

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Minimum sum-of-squares clustering consists in partitioning a given set of <i>n</i> points into <i>c</i> clusters in order to minimize the sum of squared dist...

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The control synthesis problem for a class of linear time-delay systems with actuator saturation is investigated in this paper. The time delay is considered t...

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The peak load is the maximum daily processing capacity requirement in a warehouse, and is an alternative criterion for the storage location assignment proble...

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This paper explores the dynamic properties of price-based policies in a model of competition between two jurisdictions. Jurisdictions invest over time in inf...

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The hexagon and heptagon with unit diameter and maximum sum of Euclidean distances between vertices are determined by enumerating diameter configurations, an...

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We consider a duopolistic industry where the current sales of each firm is proportional to its goodwill stock. The evolution of the latter depends positivel...

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In this paper, we evaluate the impact of the wireless channel and physical layer parameters on the performance of VoIP traffic in IEEE 802.11g networks. The ...

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In this note we suggest a simple but efficient modification of the well-known Nelder-Mead (NM) simplex search method for unconstrained optimization. Instead ...

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The problem of reducing the bandwidth of a matrix consists of finding a permutation of rows and columns of a given matrix that keeps the non-zero elements in...

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This article addresses the problem of scheduling the replenishment of items to be delivered to multiple buyers from a single provider in order to minimize th...

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We develop an approximate analysis of an arbitrary size homogeneous unreliable transfer line under a CONWIP discipline. Mean total work in process computatio...

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While recent algorithms for mining the frequent subgraphs of a database are efficient in the general case, these algorithms tend to do poorly on databases th...

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In this paper we present a simple technique that uses background information to improve mining the frequent patterns of structured data. This technique uses ...

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An LP-digraph is a directed graph which consists of the vertices and edges of a polytope <i>P</i> directed by a linear function in general position. It is ...

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This paper describes a class of large-scale capacity planning problems under uncertainty. The uncertainty can arise in different dimensions of a production...

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This paper analyzes competition between mutual funds in a multiple funds version of the model of Hugonnier and Kaniel [18]. We characterize the set of equili...

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We describe LANCELOT_simple, an interface to the LANCELOT B nonlinear optimization package within the GALAHAD library (Gould, Orban and Toint, 2003) which ig...

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Portmanteau test statistics represent useful diagnostic tools for checking the adequacy of multivariate time series models. For stationary and partially non-...

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The purpose of this paper is to introduce a new way of choosing directions for the Mesh Adaptive Direct Search (MADS) class of algorithms. The advantages of...

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We consider one of the most important issues for multinationals, the determination of transfer prices. To do so, we examine the example of a multinational co...

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This paper deals with the class of continuous-time singular linear systems with Markovian switching. Under full and partial knowledge of the jump rates of th...

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This paper deals with the stabilization of the class of continuous-time systems. A state feedback controller with delayed states is used to stabilize this cl...

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A stochastic control model is proposed as a paradigm for the design of optimal timing of greenhouse gases (GHG) emissions abatement. The resolution of unce...

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Real-world routing problems are often represented by large and complex models, and instances of realistic size are very hard to solve. In most cases one ca...

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This paper proposes to use local search inside filtering algorithms of combinatorial structures for which achieving a desired level of consistency is too c...

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<p> Given a graph <i>G=(V,E)</i> with strictly positive integer weights <img src="/cgi-bin/mimetex.cgi?\omega_i"> on the vertices <img src="/cgi-bin/mimete...

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The aim of this paper is to characterize cooperative and noncooperative advertising strategies of a licensor and licensee involved in a licensing contract ...

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Flexibility in workforce planning is one of the best ways to respond to fluctuations of the demand. This paper proposes a flexible mixed integer linear pro...

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Vendor managed inventory (VMI) takes on a new form in our case study. It occurs between a parent company and its several subsidiaries along the Yangtze Riv...

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This paper considers a two-level vendor managed inventory (VMI) system comprising a distribution center (DC) and a retailer. Both the DC's and the retailer...

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