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115 Papers in 2014

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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...

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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...

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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...

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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...

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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...

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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...

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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...

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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,...

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In this paper, we extend the classical market-share attraction model to a multi-category setting to include umbrella-branding spillover. Our starting conject...

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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...

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Proximity \(\pi\) and remoteness \(\rho\) are respectively the minimum and the maximum, over the vertices of a connected graph, of the average distance f...

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The distance signless Laplacian of a connected graph \(G\) is defined by \(\mathcal{D}^\mathcal{Q} = Diag(Tr) + \mathcal{D}\), where \(\mathcal{D}\) is...

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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...

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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...

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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...

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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 ...

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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...

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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...

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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...

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Aircraft sizing, route network design, demand estimation and allocation of aircraft to routes are different facets of the air transportation optimization pro...

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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...

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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 `(...

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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...

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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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