120 Papers in 2013
In this paper, we introduce a general framework for vector space decompositions that decompose the set partitioning problem into a reduced problem, defined...
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The integral simplex using decomposition (ISUD) algorithm <font size=2>[Zaghrouti, A., Soumis, F., Elhallaoui, I.: Integral simplex using decomposition for t...
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This paper describes three recent tools for dealing with primal degeneracy in linear programming. The first one is the Improved Primal Simplex (IPS) algor...
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This paper provides an investigation into an anomaly called a short squeeze, in the CBOT T-Bonds Futures Market, for the period spanning January 1985 to Se...
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In this paper, we propose a differential game model with a coupled constraint to represent the possible effects of climate agreements between industrialized,...
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This paper focuses on the resolution of the capacitated minimum cost flow problem on a network comprising <i>n</i> nodes and <i>m</i> arcs. We present a met...
BibTeX referenceOptimal Sensing Order in Cognitive Radio Networks with Channel Stability and Traffic Differentiation
Cognitive radio networks (CRNs) benefit from several features, such as decision-making, spectrum-awareness and reconfigurability, which enable them to perfor...
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Cognitive radio networks (CRNs) benefit from several features, such as decision-making, spectrum-awareness and reconfigurability over heterogeneous channels....
BibTeX referenceGeneralized Elastic Net Regression
This work presents a variation of the elastic net penalization method. We propose applying a combined \(l\)
<sub>1</sub> and \(l\)
<sub>2</sub> norm pena...
Measurement systems studies are an integral part of most quality improvement processes. A desirable measurement system must produce repeatable and reprodu...
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Since the 1970's, several authors have studied the structure of the set partitioning polytope and proposed adaptations of the simplex algorithm that find an ...
BibTeX referenceAn Exact Method for Solving the Buffer Sizing and Inspection Stations Allocations Problem
An unreliable single part type transfer line with fixed inter machine buffer sizes is considered. In general, imperfect machines operating with imperfect raw...
BibTeX referenceBuffer Dimensioning and Control Stations Positioning with a Space Partitioning-Tabu Search Approach
We propose an efficient heuristic method based on Space Partitioning (SP) and Tabu Search (TS) to solve the buffer sizing problem in unreliable production li...
BibTeX referencePlanning for Energy-Aware Wireless Networks
The paper proposes a fundamental modeling and optimization framework for the planning of energy-aware wireless networks. The key idea is that, in order to p...
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This paper introduces a joint planning and management optimization approach for cellular networks to limit energy consumption while guaranteeing QoS and mini...
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A dynamic global hedging procedure making use of futures contracts is developed for a retailer of the electricity market facing price, load and basis risk. S...
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In this paper, we present a mixed integer programming model for solving the long-term planning problem of an underground mine. This model establishes the seq...
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We propose a generalization of the limited-memory Cholesky factorization of Lin and Moré (1999) to the symmetric indefinite case with special interest in sym...
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We consider a class of dynamic games played over an event tree, where the players cooperate to optimize their expected joint payoff. Assuming that the pla...
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Aircraft maintenance planning is of critical importance to the safe and efficient operations of an airline. It is common to solve the aircraft routing and ma...
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In this work, we study the goal-achieving probabilities of a multiperiod mean-variance financial strategy under a switch-when-safe stopping time rule. Th...
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In this paper, we establish closed-form formulas for key probabilistic properties of the cone-constrained optimal mean-variance strategy, in a continuous mar...
BibTeX referenceImproved Risk Allocation-Based Algorithm for Chance-Constrained Generation Expansion Planning
Generation Expansion Planning (GEP) with load uncertainty is modeled in this paper using chance constrained programming, and new iterative solution algorit...
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This paper considers inventory models of <i>(Q,s)</i> type with <i>Q</i> the order-quantity and <i>s</i> the order point. In general, an optimal choice of c...
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In this paper, we propose a multivariate random forest method for multiple responses of mixed types with missing responses. Imputation is performed for eac...
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Since its inception, stochastic Data Envelopment Analysis (DEA) has found many applications. The approach commonly taken in stochastic DEA is via chance cons...
BibTeX referenceOn Characterizing Full Dimensional Weak Facets in DEA with Variable Returns to Scale Technology
The frontier of the Production Possibility Set (PPS) consists of two types of full dimensional facets; efficient and weak facets. Identification of all facet...
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The analysis of networks and in particular the identification of communities, or clusters, is a topic of active research with application arising in many dom...
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In this paper we present JNetMan, a new Java framework for rapid development of network management solutions based on SNMP (Simple Network Management Protoco...
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Despite the growing concern for the energy consumption of the Internet, green strategies for network and traffic management cannot undermine the quality and ...
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A robust multi-period model is proposed to minimize the energy consumption of IP networks, while guaranteeing the satisfaction of uncertain traffic demands. ...
BibTeX referenceEnergy Management through Optimized Routing and Device Powering for Greener Communication Networks
Recent data confirms that the power consumption of the ICT and of the Internet itself can no longer be ignored considering the increasing pervasiveness and...
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Regarding the integration of services and applications, a requisite for the widely deployment of cognitive radio networks is the support of service different...
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It is increasingly important to provide the relevant data for strategic decisions related to oil production and the marketing of oil products. We propose the...
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This article deals with the general theory of games played over uncontrolled event trees, i.e., games where the transition from one node to another is natu...
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Many important NP-hard combinatorial problems can be efficiently approximated using semidefinite programming relaxations. We propose a new hierarchy of sem...
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We study the number \({\cal{P}}(G)\)
of non-equivalent ways of coloring a given graph \(G\)
. We show some similarities and differences between this graph...
A graph \(G = (V,E)\)
is \(r\)
-equitably \(k\)
-colorable if there exists a partition of \(V\)
into \(k\)
independent
sets `(V1, V2, \ldots, V_k...
Chromatic Scheduling
Variations and extensions of the basic vertex-colouring and edge-colouring models have been developed to deal with increasingly complex scheduling problems. ...
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In this paper we present a forecasting method for time series using copula-based models for multivariate time series. We study how the performance of the p...
BibTeX referenceDistance Spectra of Graphs: A Survey
In 1971, Graham and Pollack established a relationship between the number of negative eigenvalues of the distance matrix and the addressing problem in data c...
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The PROMETHEE method, developed by Brans and Mareschal (Brans, 1982; Brans and Mareschal, 1994) has been extended to be used in the group decision context (a...
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This paper proposes a state-of-the-art branch-cut-and-price algorithm for the vehicle routing problem with stochastic demands (VRPSD). We adapt the model of ...
BibTeX referenceLa recherche à voisinages variables
La recherche à voisinages variables (RVV), ou <i>Variable Neighborhood Search (VNS)</i> en anglais est une métaheuristique dont l'invention est due à Nenad ...
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L'écriture est une activité humaine complexe qui implique l'utilisation par le scripteur d'outils aujourd'hui variés (papier-crayon, papier-clavier, écran-cl...
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The Euclidean distance between the eigenvalue sequences of graphs
\(G\)
and \(H\)
, on the same number of vertices, is called the spectral distance &nb...
In this article we introduce the Quadratic Capacitated Vehicle Routing Problem (QCVRP), a combinatorial optimization problem that arises in practical applica...
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We study the Capacity Constrained Lot Size Problem with Setup Times (CLST). Based on two strong reformulations of the problem, we present a transformed refor...
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In terms of energy resources, Canada is an important player on the world scene. However, the energy systems of the Canadian provinces and territories are muc...
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<b>Background:</b> Zoonoses are a growing international threat interacting at the human-animal-environment interface and call for transdisciplinary and mul...
BibTeX referenceCanadian Energy and Climate Policies: A SWOT Analysis in Search for Federal/Provincial Coherence
This paper presents an analysis of Canadian energy and climate policies in terms of the coherence between federal and provincial/territorial strategies. Afte...
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Unconditional consensus is the property of a consensus algorithm for multiple agents, to produce consensus irrespective of the particular time or state at wh...
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Preferential sampling of high grade zones is a common practice in the drilling campaigns of ore deposits. This may lead to a bias in the statistics derived f...
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Mining operations can be modelled as a supply chain from the sources of raw material (mines) through various processing streams to the final saleable product...
BibTeX referenceA Heuristic Approach to Stochastic Cutoff Grade Optimization for Open Pit Mining Complexes
Cutoff grade specifies the available supply of metallic ore from an open pit mine for the multiple processing and refining streams of the corresponding minin...
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We design and implement a dynamic program (DP) for valuing corporate securities, seen as derivatives on a firm's assets, and computing the term structure o...
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Traditionally, mining engineers plan an open pit mine considering pre-stablished conditions of operation of the plant(s) derived from a previous plant optimi...
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In the literature, the study of price subsidies of new technologies has focused on the tactical problem of achieving maximum penetration under a budget con...
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Tropical algebra is the study of algebraic structures (tropical maps, idempotent semimodules, etc), constructed over the semifield `(\underline{\mathbb{R}} ...
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This paper proposes a heuristic approach based on network flow techniques to schedule the production in open-pit mines, while accounting for metal uncertaint...
BibTeX referenceOn Tractable Markov Random Field Models and MapReduce Algorithms: Towards a Practitioner's Toolbox
In the era of big data, data sets have been growing very large, and interest for algorithms and computation framework that handle such large scales is increa...
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The spatial continuity of lithology and ore grade is one of the key factor for proper mine planning. Traditional geostatistical methods are used for spatial ...
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This paper proposes a stochastic integer programming (SIP) formulation to address the optimization of long-term mine production schedules, whereby the supply...
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The characterization of the spatial continuity of categorical variables, such as geological units, is a longstanding subject in geostatistics. Indicator cova...
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This paper attempts to incorporate equipment selection/allocation into the optimization of open pit mine production scheduling. Equipment selection has been ...
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The classical maximum closure problem is of particular importance to the mining industry because it is the underlying formulation related to mine design and ...
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Mine scheduling requires input variables such as geological model and economic values in order to deliver an optimal production schedule. Geological uncertai...
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Subsurface flow and solute transport simulations are performed using different scenarios of permeability fields generated from the sequential Gaussian simula...
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In this paper we propose the use of twin graphs for optical transport network (OTN) physical topology design. Some properties inherent to twin graphs are fa...
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In this paper we present a comparative study of several strategies that can be applied to achieve the so-called elementary lower bound in vehicle routing p...
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Parkinson's disease (PD) is a multifactorial disease known to result from a variety of factors. Although age is the principal risk factor, other etiological ...
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This paper deals with the development of an efficient iterative method to solve the chance-constrained generation expansion planning (GEP) problem. Reliabili...
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In this paper we consider the vehicle routing problem with hard time windows and stochastic service times (VRPTW-ST); in this variant of the classic VRPTW ...
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Onshore oil fields may contain hundreds of wells that use sophisticated and complex equipments. These equipments need maintenance regularly to keep the...
BibTeX referenceValeurs extrêmes du rayon spectral du Laplacien sans signe avec un invariant de distance fixé
Cet article présente une caractérisation des graphes pour laquelle le rayon spectral du Laplacien sans signe q<sub>1</sub> est extrémal lorsqu'un invarian...
BibTeX referenceElectrification of the Canadian Road Transportation Sector: A 2050 Outlook with TIMES-Canada
We use a newly developed bottom-up model of the entire Canadian energy system (TIMES-Canada) to assess potentials for electrification of the road transport s...
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Optical networks, given their excellent characteristics in terms of high bandwidth and low latency, play a crucial role in enabling today's applications that...
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Avoiding or preventing deadlocks in simulation tools for train scheduling remains a critical issue, especially when combined with the objective of minimizing...
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In this paper, we suggest DE-VNS as a new heuristic that combines two well known metaheuristic approaches: Differential Evolution (DE) and Variable Neighbour...
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We compare the use of price-based policies or taxes, and quantity-based policies or quotas, for controlling emissions in a dynamic setup when the regulator...
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In this paper we evaluate the performance and compare 19 different heuristics for solving continuous global optimization. They are all based on the following...
BibTeX referenceFully Endogenous Growth with Increasing Returns and Exhaustible Resources: Existence and Stability
First-generation R&D-based endogenous growth models have been criticized because they predict strong scale effects (growth rate proportional to the size of...
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Symmetric quasi-definite systems may be interpreted as regularized linear least-squares problem in appropriate metrics and arise from applications such as re...
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Attractive travelling salesman problem (AtTSP) consists of finding maximal profit tour starting and ending at a given depot after visiting some of the faci...
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Variable neighborhood search (VNS) is a meta-heuristic for solving optimization problems, whose basic idea is a systematic change of neighborhood structure...
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In this paper we present a novel experimental platform for network management able to dynamically optimize the energy consumption of backbone IP networks ope...
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In this paper, we study N -player finite-horizon discrete-time dynamic stochastic games where the uncertainty is described by an event tree. We consider ...
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In this paper we study a class of N -player finite-horizon linear-quadratic difference games with linear constraints. We introduce a specific information...
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This paper proposes models and algorithms for the pickup and delivery vehicle routing problem with time windows and last-in-first-out (LIFO) loading constr...
BibTeX reference2000 Cahiers du GERAD
Le nombre de Cahiers du GERAD vient de dépasser 2000. C'est un nombre qui en dit long sur l'activité du centre. Nous profiterons de cette occasion pour fa...
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We consider the multicommodity network flow formulation of the Multiple Depot Vehicle Scheduling Problem (MDVSP) and investigate several strategies within a ...
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The paper surveys the literature on cooperative advertising in marketing channels (supply chains) using game theoretic methods. During the last decade in p...
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This paper studies a districting problem which arises in the context of financial product pricing. The challenge lies in partitioning a set of small geogra...
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Projected Krylov methods are full-space formulations of Krylov methods that take place in a nullspace. Provided projections into the nullspace can be compute...
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In the present paper, we are interested in studying mathematical properties of the Balaban index of connected graphs. We present a discussion on and refuta...
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The integer least squares problem is an important problem that arises in numerous applications. We propose a real relaxation-based branch-and-bound (RRBB) ...
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Dantzig-Wolfe reformulation solved by Column Generation is an approach to obtain improved bounds for Mixed Integer Programs. A downside of this approach is t...
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We describe the most recent evolution of our constrained and unconstrained testing environment and its accompanying SIF decoder. Code-named SIFDecode and CU...
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The distance Laplacian of a connected graph G is defined by L = Diag(Tr) - D, where D is the distance matrix of G , and Diag(Tr) is the diagonal m...
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Why private labels (PLs) enjoy a large market in some countries while hardly penetrating others? What makes a market favourable to PL-product development? A...
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We propose a new numerical method for evaluating long-maturity American put options. Most existing numerical approaches are based on the time discretization...
BibTeX referenceNetwork Descriptors Based on Betweenness Centrality and Transmission and their Extremal Values
Transmission and betweenness centrality are key concepts in communication networks theory. In this paper, a series of network descriptors based on betweenne...
BibTeX referenceOnline Traffic Aware Virtual Machine Placement in Multi Data Center Cloud Computing Networks
Cloud Computing applications are inherently oriented to send and receive information between multiple virtual machines and geographically distributed users. ...
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Le changement climatique constitue un défi majeur du 21<sup>e</sup> siècle. C'est un phénomène global, transfrontalier s'inscrivant dans un horizon de temps ...
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We introduce a Laplacian and a signless Laplacian for the distance matrix of a connected graph, called the <i>distance Laplacian</i> and <i>distance signless...
BibTeX referenceScheduling Issues in Vehicle Routing
Scheduling often plays an important role in vehicle routing. This paper describes several applications in which the author has been involved in recent years...
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We propose a new dynamic row/column management algorithm for the schedule of freight trains in a single/double track railway system. While many works have al...
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Column generation for solving linear programs with a huge number of variables alternates between solving a master problem and a pricing subproblem to add var...
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Cloud Computing networks include software components, servers, routers, network links, and data center facilities. Thus, they require a meticulous design tha...
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Introduced during the late nineties of the last century, Variable Neighborhood Search (VNS) was first designed for solving specific problems in combinatorial...
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This paper proposes a dynamic game model of the process through which countries join international environmental agreements (IEAs). The model assumes that ...
BibTeX referenceA Variance-Based Method to Rank Input Variables of the Mesh Adaptive Direct Search Algorithm
The Mesh Adaptive Direct Search algorithm (MADS) algorithm is designed for nonsmooth blackbox optimization problems in which the evaluation of the funct...
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In this paper, we propose an algorithm to solve multi objective optimization problem where the objects under study are graphs. The proposed algorithm is des...
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The ubiquity of cloud applications requires the meticulous design of cloud networks with high quality of service, low costs, and low CO<sub>2</sub> emissions...
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We consider a differential game with a corrupt government and civil society as its players. We characterize open-loop and feedback Nash equilibria and find...
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We propose a stochastic dynamic program for valuing options on stock-index futures. The model accounts for deterministic, seasonally varying dividends gene...
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The unit commitment problem is a fundamental problem in the operation of power systems. The purpose of unit commitment is to minimize the system-wide cost o...
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Consider a scale that accepts three marbles of different weights. The scale only ranks the marbles, by indicating the heaviest, the lightest and the middle ...
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One of the major results announced in the static literature on the coordination of pricing decisions in bilateral monopolies states that vertical integrati...
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This paper analyzes the coalitional Great Fish War model under the assumption that players differ in their time preferences and use different discount rate...
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