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129 Papers in 2016

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

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

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We use NORTA (NORmal To Anything) to enhance normal credit-risk factor settings in modeling common risk factors and capturing contagion effects...

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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 ...

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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 ...

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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...

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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 ...

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The distance, distance Laplacian and distance signless Laplacian spectra of a connected graph \(G\) are the spectra of the distance, distance Laplacian and...

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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...

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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...

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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...

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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...

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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 ...

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

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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...

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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...

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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...

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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 ...

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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...

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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...

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

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

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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,...

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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 `...

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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...

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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...

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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...

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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...

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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...

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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...

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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...

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Let \(\gamma(G)\) and \(\iota(G)\) be the domination and independent domination numbers of a graph \(G\), respectively. Introduced by Sumner and Moorer...

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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...

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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...

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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...

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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...

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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 `(...

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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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