115 Papers in 2014
The design of rapid transit networks
Metros and other rapid transit systems increase the mobility of urban populations while decreasing congestion and pollution. There are now 187 cities with a ...
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For a Neoclassical growth model, exponential discounting is observationally equivalent to quasi-hyperbolic discounting, if the instantaneous discount rate ...
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In this paper, we propose a diffusion model for a subscription service. The evolution over time of the number of subscribers is governed by a differential ...
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Starting from the improved primal simplex (IPS) decomposition, introduced by Elhallaoui et al. (2011) to tackle degeneracy in general linear programs, we int...
BibTeX referenceUse of a biobjective direct search algorithm in the process design of material science applications
This work describes the application of a direct search method to the optimization of problems of real industrial interest, namely three new material scien...
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In this article we investigate some strategies for solving set partitioning problems (SPP), in particular the gains in computational efficiency that can be...
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Clustering and classification of replicated biological data is often performed using classical techniques that inappropriately treat the data as unreplicated...
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The problem of optimal real-time transmission of a Markov source under constraints on the expected number of transmissions is considered, both for the discou...
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In this article, we develop the two-dimensional positive edge criterion for the dual simplex. This work extends a similar pricing rule implemented by Towhidi...
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We investigate the optimal power allocation in an OFDM-SDMA system when some users have minimum requirements for their downlink transmission rate. We first ...
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In this paper, we consider a class of non-cooperative N-player finite-horizon linear-quadratic dynamic games with linear constraints. We introduce a constr...
BibTeX referenceEstimation of correlations in portfolio credit risk models based on noisy security prices
Portfolio credit risk models are very often constructed with correlation matrices serving as proxies for interrelations in the creditworthiness of each compa...
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Effective route planning for battery electric commercial vehicle (ECV) fleets has to take into account their limited autonomy and the possibility of visiting...
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The airline crew scheduling problem involves assigning a group of crew members to scheduled flights over a planning horizon (usually a month) while respectin...
BibTeX referenceCredit risk in corporate spreads during the financial crisis of 2008: A regime-switching approach
Credit spreads and CDS premiums are investigated before, during and after the financial crisis with a flexible credit risk model. The latter is designed to c...
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We consider an \(n\)
-player game in coalitional form. We use the so-called \(\delta\)
characteristic function to determine the strength of all possible c...
Until recently, graph coloring being a computationally difficult problem, completely dynamic channel allocation was not considered in large scale networks. T...
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Facility location decisions play a critical role in transportation planning. In fact, it has recently become essential to study how such commitment integrate...
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Virtual metrology in quality control deals with drifts in product quality that occur during non-sampling periods. This approach enables a hundred percent con...
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A reliable and scalable mechanism to provide protection against a link or node failure has additional requirements in the context of SDN and OpenFlow. Not on...
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In decentralized control systems with linear dynamics, quadratic cost, and Gaussian disturbance (also called decentralized LQG systems) linear control strate...
BibTeX referenceDecentralized stochastic control
Decentralized stochastic control refers to the multi-stage optimization of a dynamical system by multiple controllers that have access to different informati...
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Modern power systems are undergoing a transitional phase, increasingly incorporating variable generation (VG) to harness the economic and environmental benef...
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There are few systematic methodologies capable of predicting and leveraging the reserve capacity potential of large populations of Thermostatically-Controlle...
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An analytical approach and a control strategy are proposed in Part I of this two-part paper for leveraging the aggregate demand of a population of Thermostat...
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Jitter buffering is a key component in multimedia and real-time services. A jitter buffer is used at the receiver side to control packet rate and to compensa...
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The packet delay variation, commonly called delay jitter, is an important quality of service parameter in IP networks especially for real-time applications. ...
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In this paper we introduce a joint planning and energy management framework for Wireless Mesh Networks. In order to show that power management should be inte...
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In this paper, we present a new queueing model providing the accurate average system time for packets transmitted over a cognitive radio (CR) link for multip...
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Dynamic spectrum access (DSA) for secondary networks improves the spectrum utilization by finding spectrum opportunities and exploiting them efficiently. A k...
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Notables features of cognitive radios have made them a technology of choice for wireless communications and motivated the notion of cognitive radio cellular ...
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We provide a comprehensive delay and queueing analysis for two baseline medium access control protocols for multi-user cognitive radio networks with homogene...
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In this paper, we propose a queueing model to analyze the performance of an opportunistic spectrum access (OSA) system with service interruptions operating o...
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Since its introduction in 1969, the set partitioning problem has received much attention, and the structure of its feasible domain has been studied in detail...
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We consider a firm buying a commodity from the spot market as raw material and selling a final product by submitting bids. Bidding opportunities (i.e., deman...
BibTeX referenceUnited we stand or divided we stand? Strategic supplier alliances under order default risk
We study the alliance formation strategy among suppliers in a one downstream firm-n upstream suppliers framework. Each supplier faces an exogenous random sho...
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We investigate the impact of store capacity and extent of inter-product substitution in a retailer's assortment on the optimal timing and depth of price pro...
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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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Cake-cutting is a metaphor for problems where a principal agent has to fairly allocate resources. Such problems cover various areas of operations research ...
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Including employee preferences in a shift-scheduling scheme raises the question of how to aggregate employee satisfactions in a sensible manner. To do so, we...
BibTeX referenceThe randomized Condorcet voting system
In this paper, we introduce the randomized Condorcet voting system. Our main contribution is to present it as a natural extension of Condorcet's ideas, hence...
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Oil industry plays currently a major role in the Canadian economy. In the future, further developments of the oil sector will be affected by the ability to t...
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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,...
BibTeX referenceUmbrella-branding spillovers
In this paper, we extend the classical market-share attraction model to a multi-category setting to include umbrella-branding spillover. Our starting conject...
BibTeX referenceThe Tube Challenge
The Tube Challenge consists of visiting all stations of the London Underground in the least possible time. The competition started in 1959 and the current r...
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The airline crew scheduling problem has received extensive attention, particularly in the last sixty years. This problem is frequently divided into crew pair...
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In this article, we solve the pickup and delivery problem with time windows and last-in-first-out (LIFO) loading. LIFO loading minimizes handling while unloa...
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Given a linear program (LP ) with m constraints and n lower and upper bounded variables, any solution \(x^0\)
to LP can be represented as a nonne...
Proximity \(\pi\)
and remoteness \(\rho\)
are respectively the minimum and the maximum, over the vertices of a connected graph, of the average distance f...
The distance signless Laplacian of a connected graph \(G\)
is defined by \(\mathcal{D}^\mathcal{Q} = Diag(Tr) + \mathcal{D}\)
, where \(\mathcal{D}\)
is...
In this paper, we introduce a new measure of social fairness based on unfairness feelings of the players involved in an allocation problem, e.g., cake-cuttin...
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In many large engineering design problems, it is not computationally feasible or realistic to store Jacobians or Hessians explicitly. Matrix-free implementat...
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Various constrained problem formulations for the optimization of an electro-thermal wing anti-icing system in both running-wet and evaporative regimes are pr...
BibTeX referenceTime-ahead pricing of energy supply
This report proposes two electricity pricing strategies for the Major of an American town of 16,000 people. An implementation with the AIMMS software is pres...
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We investigate geoengineering as a possible substitute for mitigation and adaptation measures to reduce damages from climate change. With the help of an inte...
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While there has been a surge of articles on convergence diagnostic tools for MCMC on continuous stationary distributions and ordinal state spaces, Bayesian c...
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The buffer sizing problem in unreliable production lines is a complex combinatorial optimization problem. In the formulation of the problem, the system consi...
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We propose a new large scale optimization model, named TS_LAP, for the locomotive assignment problem (LAP), which relies on train strings or consist travel p...
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Mining complexes contain multiple sequential activities that are strongly interrelated. Extracting the material from different sources may be seen as the fir...
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The production scheduling of an open pit mine determines the optimal extraction sequencing that significantly impacts a mine's life as well as net present va...
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The use of spatial high-order statistics has been previously proposed as an alternative to introduce richer information about complex spatial patterns in the...
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This paper presents a metaheuristic solution to the optimization of open pit long-term production scheduling with a stockpile and geological uncertainty. The...
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This paper presents a distributed and dynamic programming framework to the mining rate target tracking of multiple mines under financial uncertainty. A singl...
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The optimization of open-pit mine production scheduling (OPMPS) is an intricate process due to its size and uncertainty of key input parameters. Over the las...
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Mining operations are highly affected by risk, commodity price and geology being acknowledged as the most relevant risk factors. Considering these uncertaint...
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Traditional short-term production planning is carried out in two separate sequential optimizations, typically based on mixed integer programming formulations...
BibTeX referenceTwo-stage stochastic surface constrained mine production scheduling with pit discretization
This paper addresses the optimization of long-term mine production schedules, building upon a previous stochastic integer programming (SIP) formulation based...
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Global asset optimization aims to simultaneously optimize mine production schedules, destination policies and the various processing streams in order to maxi...
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We introduce learning in a dynamic game of international pollution, with ecological uncertainty. We characterize and compare the feedback non-cooperative emi...
BibTeX referenceA semidefinite optimization-based approach for global optimization of multi-row facility layout
This paper is concerned with the Multi-Row Facility Layout Problem. Given a set of rectangular facilities, a fixed number of rows, and weights for each pair ...
BibTeX referenceShift scheduling under stochastic demand
Shift scheduling when the demand for employees is stochastic is usually done in two steps. Since employees need to know their shifts before the demand is kno...
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We revisit the relationship between market power and firms' investment incentives in a noncooperative differential oligopoly game in which firms sell diffe...
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We consider a dynamic closed-loop supply chain made up of one manufacturer and one retailer, with both players investing in a product recovery program to inc...
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The improved primal simplex (IPS) was recently developed by Elhalaloui et al. to take advantage of degeneracy when solving linear programs with the primal si...
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Air traffic in Europe is predicted to increase considerably over the next decades. In this context, we present a study of the interactions between the costs...
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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...
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In this paper, we propose a model for an energy broker who acts as a third party between the grid and its clients, through the maintenance of a two-sided po...
BibTeX referenceCharacterizing and controlling the statistics of aggregated demand-based reserve resources
There are few systematic methodologies capable of predicting and managing the potential of large populations of appliances working as aggregated reserve reso...
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Security-constrained optimal power flow (SCOPF) and security-constrained unit commitment (SCUC) problems are necessary tools for system operators for operati...
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Scheduling production in open-pit mines is characterized by uncertainty about the metal content of the orebody (the reserve) and leads to a complex large-sca...
BibTeX referenceComparison of mixed integer linear models for fuel-optimal air conflict resolution with recovery
Any significant increase in current levels of air traffic will need the support of efficient decision-aid tools. One of the tasks of air traffic management i...
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Simulation-and-regression algorithms have become a standard tool for solving dynamic programs in many areas, in particular financial engineering and computat...
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Remote communities are typically isolated from the main electricity grid and require local generation, most often relying on expensive resources (especially ...
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We present a matheuristic, an integer programming based heuristic, for the liner shipping network design problem. This problem consists of finding a set of...
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Increase of bandwidth demand in data networks, driven by the continuous growth of the Internet and the increase of bandwidth greedy applications, raise the i...
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In this paper, we propose an empirical study of the centrality of actors in network. The data was collected among publicly available information of the boa...
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We introduce an efficient approach to evaluate counterparty risk and compute the Credit Value Adjustement for derivatives having early exercise features. The...
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We consider the multivariate linear model for multilevel data where units are nested within a hierarchy of clusters. We propose permutation procedures to tes...
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This paper discusses a unique formulation of en-route flight planning problem in a constrained airspace with the objective of minimizing the total cost while...
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This paper provides new results on the application of semidefinite optimization to satisfiability by studying the connection between semidefinite optimizatio...
BibTeX referenceSystem-of-systems approach to air transportation design using nested optimization and direct search
Aircraft sizing, route network design, demand estimation and allocation of aircraft to routes are different facets of the air transportation optimization pro...
BibTeX referenceWhich Business Model for ebook Pricing?
We characterize equilibrium pricing strategies in a marketing channel in two scenarios. In the first scenario, the manufacturer chooses the wholesale price...
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The Mesh Adaptive Direct Search (MADS) algorithm is designed for blackbox optimization problems subject to general inequality constraints. Currently, MADS do...
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In grid or cloud computing, the optimal location and capacity of data centers (hosting the servers executing the remote users' tasks) depends on the availabl...
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The inventory-routing problem (IRP) integrates two well-studied problems, namely, inventory management and vehicle routing. Given a set of customers to servi...
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Air-conflict resolution is a bottleneck of air traffic management that will soon require powerful decision-aid systems to avoid the proliferation of delays....
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This paper presents a new method for solving the short-term unit commitment and loading problem of a hydropower system. Dynamic programming is used to comput...
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We show here that every \(m\)
-dimensional semiring module \(M\)
over an idempotent semiring \(S\)
with strongly independent basis can be embedded
in...
The Recursive Largest First (RLF) algorithm is one of the most popular greedy heuristics for the vertex coloring problem. It sequentially builds color clas...
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An edge-coloring of a graph \(G=(V,E)\)
is a function \(c\)
that assigns an integer \(c(e)\)
(called color) in \(\{0,1,2,\dotsc\}\)
to every edge `(...
We study call routing policies for call centers with multiple call types and multiple agent groups. We introduce new weight-based routing policies where each...
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Finding communities in complex networks is a topic of much current research and has applications in many domains. On the one hand, criteria for doing so hav...
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The dust suppression of hauling roads in open-pit mines is done by periodically spraying water from a water truck. The objective of this article is to presen...
BibTeX referenceImproved primal simplex: A more general theoretical framework and an extended experimental analysis
In this article, we propose a general framework for an algorithm derived from the primal simplex that guarantees a strict improvement in the objective after ...
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A preconditioned variant of the Golub and Kahan (1965) bidiagonalization process recently proposed by Arioli (2013) and Arioli and Orban (2013) allows us to ...
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Blackbox optimization deals with situations in which the objective function and constraints are typically computed by launching a time-consuming computer ...
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Constrained blackbox optimization is a difficult problem, with most approaches coming from the mathematical programming literature. The statistical literatur...
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In many applications, such as metabolomics, data are composed of several continuous measurements of subjects (tissues) over multiple variables (metabolites)....
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This paper presents the first direct implementation of the positive edge criterion using COIN-OR's CLP, where it has been combined with the Devex pivot rule....
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Typical challenges of simulation-based design optimization include unavailable gradients and unreliable approximations thereof, expensive function evaluation...
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The <b>VRPTW-ST</b> introduced by Errico et al. (2013) in the form of a chance-constrained model mainly differs from other vehicle routing problems with st...
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Commercial piracy and counterfeiting are widespread phenomena in different businesses, ranging from software and video games to luxury fashion products. Th...
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In this paper, we suggest a new approach called the <i>return function</i> to deal with the determination of Bayesian-Nash equilibria in games of incomplet...
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This article describes the problem in which the edges of a network represent customers, and a quantity of material is delivered to them so that each one achi...
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Hybrid power systems for off-grid sites are commonly designed using simulation. Operating rules for the controller dispatch strategy are defined, and a sim...
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