### 129 Papers in 2016

Stochastic programming and distributionally robust optimization seek *deterministic* decisions that optimize a risk measure, possibly in view of the most adv...

We investigate surrogate-assisted strategies for global derivative-free optimization using the mesh adaptive direct search MADS blackbox optimization algorit...

BibTeX referenceNORTA for portfolio credit risk

We use NORTA (**NOR**mal **T**o **A**nything) to enhance
normal credit-risk factor settings in modeling common risk factors and
capturing contagion effects...

We propose a factorization-free method for equality-constrained optimization based on a problem in which all constraints are systematically regularized. ...

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In this article, we discuss an alternative method for deriving conservative approximation models for two-stage robust optimization problems. The method main...

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The main objective of this paper is to explore deep decarbonization pathways for the Canadian energy sector that would allow Canada to participate in global ...

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In this article we consider a difficult combinatorial optimization problem arising from the operation of a system for testing electronic circuit boards (EC...

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This paper addresses the solution of the capacitated minimum cost flow problem on a network containing `\(n\)`

nodes and `\(m\)`

arcs. Satisfying necessary ...

A stochastic program with time series and affine decision rules for the reservoir management problem

This paper proposes a multi-stage stochastic programming formulation for the reservoir management problem. Our problem specifically consists in minimizing th...

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The integration of biorefinery processes into existing pulp and paper mills has been identified as a promising avenue to maintain mills activities. It could ...

BibTeX referenceR&D investments in presence of free riders

It is an established result in the literature that if the knowledge spillover between firms is sufficiently high, then R&D investments are higher when firm...

BibTeX referenceOn the nullity number of graphs

The paper discusses bounds on the nullity number of graphs. It is proved in [B. Cheng and B. Liu, *On the nullity of graphs*. Electron. J. Linear Algebra 16 ...

The distance, distance Laplacian and distance signless Laplacian spectra of a connected graph `\(G\)`

are the spectra of the distance, distance Laplacian and...

Using random effects in the modeling of homogeneous Poisson processes (HPP) has proved effective (Cook and Lawless (2007) and Gongjun et al. (2015)). We (Kh...

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We develop a general structural model for valuing risky corporate debts that takes into account both default and interest rate risk. We propose a two-dimensi...

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Trade flows on High-Voltage Direct Current (HVDC) interconnections between two jurisdictions are frequently assessed as suboptimal, which can be explained in...

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High-Voltage Direct Current (HVDC) merchant transmission lines allows trade across separate power markets and often in different countries. The flows on exis...

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Global warming is a much discussed topic as it sparks debate for shaping government policy and how humans should behave in reaction to climate change. Global...

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Clustering addresses the problem of finding homogeneous and well-separated subsets, called clusters, from a set of given data points. In addition to the poi...

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Considering a graph as a network of resistances, Klein and Randić (1993) proposed the definition of a distance measure. Indeed, if each edge of the graph re...

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Network characterization and modelling is an important issue to understand and monitor IP network performance, in particular for real-time multimedia appli...

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Over the past several years, there has been substantial progress in developing new stochastic mine planning optimization models and computationally efficient...

BibTeX referenceOptimizing a multi-pit mining complex with intricate blending requirements under supply uncertainty

Mineral value chains consist of material from multiple sources, several processing streams, and transportation systems that combine to generate various salea...

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High-order sequential simulation techniques for complex and non-Gaussian spatially distributed variables were developed over the last few years. This paper p...

BibTeX referenceA stochastic optimization formulation for the transition from open pit to underground mining

As open pit mining of a mineral deposit deepens, the cost of extraction may increase up to a threshold where transitioning to mining through underground meth...

BibTeX referenceA dynamic-material-value-based decomposition method for mineral supply chain optimization

A decomposition method is developed to optimize a mineral value chain composed of a one or multiple mines and a material flow circuit. In the proposed decomp...

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Recent developments in the global rare earth elements (REE) sector have caused a surge in motivation for nations outside of China to secure their own REE sup...

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Two-level orthogonal designs play an important role in industrial screening experiments, in which the primary goal is to identify the treatment factors with ...

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The Mesh Adaptive Direct Search algorithm (MADS) is an iterative method for constrained blackbox optimization problems. One of the optional MADS features i...

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We consider a class of dynamic games played over an event tree, with random terminal. We assume that the players wish to jointly optimize their payoffs thr...

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The maximum `\(k\)`

-colorable subgraph problem (`\(k\)`

-MCSP) is to color as many vertices as possible with at most `\(k\)`

colors, such that no two adjacent...

We study distributed methods for online prediction and stochastic optimization. Our approach is iterative: in each round nodes first perform local computatio...

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An electronic nose (e-nose), or artificial olfactometer, is a device that analyzes the air to quantify odor concentration using an array of gas sensors. Thi...

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The Dial-a-Ride Problem (DARP) consists of designing a set of routes to transport clients from pickup node to delivery node, taking into account vehicle capa...

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In the present paper we are interested in the study of the distance Laplacian eigenvalues of a connected graph with fixed order `\(n\)`

and chromatic number ...

Graph theoretical heuristics are used extensively in many fields to solve approximately large scale optimization problems. Graph theoretical heuristics can a...

BibTeX referenceSpatial effects and strategic behaviour in a multiregional transboundary pollution dynamic game

We analyze a transboundary pollution differential game where pollution control is spatially distributed among a number of agents with predetermined spatial r...

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In this paper we present our solution for the Challenge problem publicly announced by Railway Application Section (RAS), which operates within INFORMS. Varia...

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Branch-price-and-cut is a leading methodology for solving various vehicle routing problems (VRPs). For many VRPs, the pricing problem of a branch-price-and-c...

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In this paper, we study how uncertainties weighing on the climate system impact the optimal technological pathways the world energy system should take to com...

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We consider the problem of optimal communication tree construction in a given undirected weighted graph. Such a problem occurs while minimizing the power c...

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We investigate the well-known NP-hard problem of finding an optimal communication subgraph in a given edge-weighted graph. This problem appears in different ...

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We consider the NP-hard problem of synthesis of optimal spanning communication subgraph in a given arbitrary simple edge-weighted graph. This problem occurs ...

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Given a complete directed graph `\(G\)`

with weights on the vertices and on the arcs, a `\(\theta\)`

-improper `\(k\)`

-coloring of `\(G\)`

is an assignment of...

Locally weighted regression combines the advantages of polynomial regression and kernel smoothing. We present three ideas for appropriate and effective use...

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Every mining operation faces a decision on additional drilling at some point during its lifetime. The two questions that always arise with this decision are ...

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With the advent of inexpensive sensors and digital storage, increasing amounts of data about a mining complex can be collected. This can include camera imagi...

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Complex polymetallic mining projects with multiple processing streams tend to require tight blending constraints, with different operational and processing t...

BibTeX referenceHyper-heuristic approaches for solving stochastic optimization formulations of mineral value chains

This paper presents three hyper-heuristic approaches for the stochastic open-pit mine production scheduling problem with one processing stream (SMPS) and one...

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The traditional mine planning framework employs a flawed approach in the design of ultimate pit limits and phases. Conventional methods arbitrarily confine ...

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For pattern-based simulation methods such as SIMPAT, filtersim, wavesim, ect, patterns are stored by scanning a training image with a sliding template. Dimen...

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This paper analyzes the effects of geological heterogeneity representation in a producing reservoir, when different stochastic simulation methods are used, s...

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The balanced clustering problem consists of partitioning a set of `\(n\)`

objects into `\(K\)`

equal-sized clusters as long as
`\(n\)`

is a multiple of `(K...

The `\(k\)`

-means is a benchmark algorithm used in cluster analysis. It belongs to the large category of
heuristics based on location-allocation steps that ...

This paper develops an international-trade game with two locally regulated producers. They may freely export but have to sell in their local market at a pric...

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For positive definite linear systems (or semidefinite consistent systems), we use Gauss-Radau quadrature to obtain a cheaply computable upper bound on the ...

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In this paper, we propose an integer programming model for obtaining lower bounds for the curriculum-based course timetabling problem, in which weekly assign...

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When dealing with node or link failures in Software Defined Networking (SDN), the network capability to establish an alternative path depends on controller r...

BibTeX referencePower capacity profile estimation for building heating and cooling in demand side management

This paper presents a new methodology to estimate power capacity profiles for smart buildings. The capacity profile can be used within a demand side manage...

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Lévy processes provide a solution to overcome the shortcomings of the lognormal hypothesis. A growing literature proposes the use of pure-jump Lévy processe...

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This paper describes a vector space decomposition algorithmic framework for linear programming guided by dual feasibility considerations. The resolution pro...

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This paper studies the impact of service level constraints in the context of the capacitated and uncapacitated lot sizing problems with deterministic demand ...

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Synchronization of workers and vehicles plays a major role in many industries such as logistics, healthcare or airport ground handling. In this paper, we fo...

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We propose the option realized variance as a new observable covariate that integrates high frequency option prices in the inference of option pricing models....

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We consider a dynamic game with a corrupt government and multiple civil society organizations as the players. We characterize feedback Stackelberg equilibr...

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This paper presents a new high-order, non-stationary sequential simulation approach, aiming to deal with the typically complex, curvilinear structures and hi...

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We present a new derivative-free trust-region (DFTR) algorithm to solve general nonlinear constrained problems with the use of an augmented Lagrangian m...

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The authors investigate the complexity needed in the structure of the scenario trees to maximize energy production in a rolling-horizon framework. Three comp...

BibTeX referenceRobust optimization of noisy blackbox problems using the Mesh Adaptive Direct Search algorithm

Blackbox optimization problems are often contaminated with numerical noise, and direct search methods such as the Mesh Adaptive Direct Search (MADS) algorit...

BibTeX referenceFirm-specific credit risk modelling in the presence of statistical regimes and noisy prices

Security prices are important inputs for estimating credit risk models. Yet, to obtain an accurate firm-specific credit risk assessment, one needs a reliable...

BibTeX referenceOptimizing C-RAN backhaul topologies: A resilience-oriented approach using graph invariants

Trends in wireless networks are proceeding toward increasingly dense deployments, supporting resilient interconnection for applications that carry ever highe...

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We consider a staffing problem with probabilistic constraints in an emergency call center. The aim is to minimize the total cost of agents while satisfying...

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We are interested in predicting the wait time of customers upon their arrival in some service system such as a call center or emergency service. We propose t...

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We consider a stochastic staffing problem with uncertain arrival rates. The objective is to minimize the total cost of agents under some chance constraints, ...

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We review the Array-RQMC method, its variants, sorting strategies, and convergence results. We are interested in the convergence rate of measures of discrepa...

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We study and compare various methods to generate a random variate from the normal distribution truncated to some finite or semi-infinite interval, with spec...

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In the present paper, we compare the geometric-arithmetic index `\(GA\)`

and the chromatic number `\(\chi\)`

of a connected graph with given order. We prove,...

In the present paper, we prove lower and upper bounds for each of the ratios `\(GA/\delta\)`

, `\(GA/\overline{d}\)`

and `\(\Delta\)`

, in terms of the order `...

The geometric-arithmetic index `\(GA\)`

of a graph `\(G\)`

is the sum of ratios, over all edges of `\(G\)`

, of the geometric mean to the arithmetic mean of t...

A Branch-Price-and-Cut algorithm for a production-routing problem with short-lifespan products

We study a rich production-routing problem with time windows arising at a catering services company. The production part consists of assembling the meals to ...

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**NLP.py** is a programming environment to model continuous optimization problems and to design computational methods in the high-level and powerful Python l...

An augmented Lagrangian (AL) can convert a constrained optimization problem into a sequence of simpler (e.g., unconstrained) problems, which are then usual...

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In this paper we consider an interactive communication system with two users, who sequentially observe two correlated sources, and send the quantized observa...

BibTeX referenceDynamic collective choice: Social optima

We consider a dynamic collective choice problem where a large number of players are cooperatively choosing between multiple destinations while being influenc...

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We consider within the framework of Mean Field Games theory a dynamic discrete choice model with an advertiser, where a large number of minor agents (e.g., c...

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Airline crew scheduling is typically performed in two steps : crew pairing followed by crew assignment. The crew pairing problem (CPP) finds a set of pairing...

BibTeX referenceDynamic programming and parallel computing for valuing two-dimensional american-style options

We propose a dynamic program coupled with finite elements for valuing two-dimensional American-style options. To speed-up our procedure, we use parallel comp...

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We study derivative-free constrained optimization problems and propose a trust-region method that builds linear or quadratic models around the best feasible ...

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This paper examines the issue of price and advertising coordination in bilateral monopolies from a dynamic perspective. Its main objectives are to design i...

BibTeX referenceSelf-assessed electronic nose

An electronic nose (e-nose) is a device that analyzes the chemical components of an odour. The e-nose consists of an array of gas sensors for chemical detect...

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The technological developments observed in the last two decades contributed to the digitalization of products and the introduction of devices to consume th...

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Extreme Learning Machine (ELM) has recently increased popularity and has been successfully applied to a wide range of applications. Variants using regulariza...

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In this paper, we propose a new scheme for building algorithms to detect communities in networks. This new approach is based upon a vertex centrality measur...

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Due to the limited applicability of the classical job shop scheduling problem in practice, many researchers have been addressing more complex versions of thi...

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This work presents *Visual PeRF-Mesh*, a tool that addresses the performance analysis and
simulation of Advanced Metering Infrastructure (AMI) RF-mesh smart...

A Java-based simulation tool for the performance analysis of large-scale wireless mesh networks

Driven by the need of robust, cost-effective, and ready-to-use solutions to connect wirelessly thousands to million of nodes, an increasing number of applica...

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In this paper we propose a new variant of the Variable Neighborhood Decomposition Search (VNDS) heuristic for solving global optimization problems and apply ...

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In this article we consider a real-world problem submitted to us by the Hatch company. This problem consists of designing a collection network for a wind f...

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In this paper, we introduce a general framework for *vector space decompositions* that decompose the set partitioning problem into a reduced problem, defined...

Let `\(\gamma(G)\)`

and `\(\iota(G)\)`

be the domination and independent domination numbers of a graph `\(G\)`

, respectively. Introduced by Sumner and Moorer...

Time is money: An empirical investigation of delivery behavior in the U.S. T-bond futures market

One of the most complex early-exercise decisions faced by traders in the financial derivatives markets is with T-Bond futures, due to the combination of mu...

BibTeX referenceVariable neighborhood programming - A new automatic programming method in artificial intelligence

Automatic programming is an efficient technique that has contributed to an important development in the artificial intelligence field. In this paper, we intr...

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Positron emission tomography (PET) image reconstruction in the presence of periodic motion, such as heartbeat and breathing, has been actively investigated ...
```

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Given a graph `\(G=(V,E)\)`

with a root `\(r\in V\)`

, positive capacities `\(\{c(e) | e\in E\}\)`

, and non-negative lengths `\(\{\ell(e) | e\in E\}\)`

, the m...

Scheduling activities in an underground mine is a very complex task. This paper presents an optimization model for short-term planning that takes into consid...

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This paper presents an optimization method to solve the short-term unit commitment and loading problem with uncertain inflows. A scenario tree is built base...

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Inspired by successful biological collective decision mechanisms such as honey bees searching for a new colony or the collective navigation of fish schoo...

BibTeX referenceStrategic support of node-consistent cooperative outcomes in dynamic games played over event trees

In this paper, we show that cooperative outcomes in a dynamic game played over an event tree can be supported strategically, that is, to be part of a subga...

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We consider a linear-state dynamic game played over an event tree and determine analytically the price of anarchy (PoA), as well as lower and upper bounds ...

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This paper presents the results of two explorations: one, exhaustive, of the graph sets from 4 to 10 vertices, and other, using AGX-III program on graphs fro...

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We consider the maximum `\(k\)`

-cut problem that consists in partitioning the vertex set of a graph into `\(k\)`

subsets
such that the sum of the weights o...

Advanced Metering Infrastructures ({AMI}s) lay the foundation of a wide variety of smart grid applications. Despite their low capacity, RF-mesh systems are a...

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This paper addresses the problem of minimizing the number of moves to unload a set of boxes off a gravity conveyor by a forklift. If the input data is known ...

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We use a newly developed model of the entire Canadian energy system (TIMES-Canada) to assess the climate change mitigation potential of different agri-food c...

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In recent years, a growing interest has been observed in research on RNA (ribonucleic acid), primarily due to the discovery of the role of RNA molecules in ...

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Inventory routing problems aim at minimizing the cost of the total distance traveled over a time horizon discretized in periods, while guaranteeing that th...

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When dealing with node or link failures in Software Defined Networking (SDN), the network capability to establish an alternative path depends on controller r...

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In the literature, graphs are often studied in terms of invariants, for instance the number of vertices or edges, the stability number, the chromatic number ...

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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 `(...

The subdifferential of a function is a generalization for nonsmooth functions of the concept of gradient. It is frequently used in variational analysis, part...

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The vehicle routing problem with time windows (VRPTW) consists of finding least-cost vehicle routes to satisfy the demands of customers that can be visited...

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The recent disappearance of a five-year-maturity gap from the set of Treasury bonds deliverable into the Chicago Board of Trade Treasury bond futures has res...

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We study the impact of timing and commitment on adaptation and mitigation policies in the context of international environmental problems. Adaptation polic...

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Facility layout problems are an important class of operations research problems that has been studied for several decades. Most variants of facility layout ...

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This paper introduces the pickup and delivery problem with time windows and handling operations. In this problem, the loading compartment of a vehicle is mod...

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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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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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To solve integer linear programs, primal algorithms follow an augmenting sequence of integer solutions leading to an optimal solution. In this work, we focu...

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Variable neighborhood search (VNS) is a framework for building heuristics, based upon systematic changes of neighborhoods both in a descent phase, to find a...

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