### 129 Papers in 2016

, , and

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

BibTeX reference

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

BibTeX reference
, , , and

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

BibTeX reference
and

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

BibTeX reference

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

BibTeX reference
, , , and

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 ...

BibTeX reference
, , , and

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

BibTeX reference
, , and

This paper addresses the solution of the capacitated minimum cost flow problem on a network containing $$n$$ nodes and $$m$$ arcs. Satisfying necessary ...

BibTeX reference
, , and

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

BibTeX reference
, , , , and

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 reference
, , and

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 reference
and

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 ...

BibTeX reference
and

The distance, distance Laplacian and distance signless Laplacian spectra of a connected graph $$G$$ are the spectra of the distance, distance Laplacian and...

BibTeX reference
, , 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...

BibTeX reference
, , and

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...

BibTeX reference
and

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

BibTeX reference
, , and

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

BibTeX reference
and

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...

BibTeX reference
, , and

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...

BibTeX reference
, , , and

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...

BibTeX reference
, , and

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

BibTeX reference
and

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

BibTeX reference
and

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

BibTeX reference
and

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

BibTeX reference
and

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 reference
and

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...

BibTeX reference
and

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...

BibTeX reference
, , , and

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

BibTeX reference
, , , and

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

BibTeX reference

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...

BibTeX reference
, , and

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...

BibTeX reference
and

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

BibTeX reference
, , and

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...

BibTeX reference
, , , and

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...

BibTeX reference
and

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 ...

BibTeX reference
, , , , and

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

BibTeX reference

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

BibTeX reference
, , and

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

BibTeX reference
, , and

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...

BibTeX reference
, , , and

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...

BibTeX reference
, , and

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

BibTeX reference
, , and

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 ...

BibTeX reference
, , and

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

BibTeX reference
, , and

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...

BibTeX reference

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

BibTeX reference
and

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 ...

BibTeX reference
and

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...

BibTeX reference
and

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

BibTeX reference

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

BibTeX reference
and

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

BibTeX reference
, , and

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

BibTeX reference
, , and

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

BibTeX reference
, , and

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...

BibTeX reference
, , , and

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 ...

BibTeX reference
and

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...

BibTeX reference
, , and

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

BibTeX reference
, , and

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

BibTeX reference
, , , , and

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 reference
and

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...

BibTeX reference
, , and

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

BibTeX reference
, , and

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

BibTeX reference
, , and

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

BibTeX reference
, , , , , and

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...

BibTeX reference

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

BibTeX reference
and

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

BibTeX reference

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

BibTeX reference
, , and

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

BibTeX reference

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 reference

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

BibTeX reference

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 reference
, , , , , , , , , , and

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

BibTeX reference
, , and

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...

BibTeX reference
, , and

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...

BibTeX reference
, , , and

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

BibTeX reference
, , , and

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

BibTeX reference
and

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...

BibTeX reference
and

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,...

BibTeX reference
and

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 ...

BibTeX reference
and

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...

BibTeX reference
and

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 ...

BibTeX reference
, , and

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

BibTeX reference
, , , and

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

BibTeX reference
and

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

BibTeX reference
, , and

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

BibTeX reference
, , and

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...

BibTeX reference
, , and

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 reference
, , and

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...

BibTeX reference
, , , and

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

BibTeX reference

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 reference
, , and

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...

BibTeX reference
, , and

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

BibTeX reference
, , , and

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

BibTeX reference
and

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...

BibTeX reference

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

BibTeX reference
and

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

BibTeX reference
and

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...

BibTeX reference
, , and

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

BibTeX reference
, , , , and

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...

BibTeX reference
, , and

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

BibTeX reference
and

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

BibTeX reference
and

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 reference
, , and

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

BibTeX reference

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


BibTeX reference
, , and

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...

BibTeX reference
and

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...

BibTeX reference

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...

BibTeX reference
, , and

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

BibTeX reference

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...

BibTeX reference
, , and

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 ...

BibTeX reference
, , and

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...

BibTeX reference
, , and

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...

BibTeX reference
and

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...

BibTeX reference

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 ...

BibTeX reference
, , and

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...

BibTeX reference
, , , and

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 ...

BibTeX reference
, , and

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

BibTeX reference
, , , , and

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 reference
and

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 ...

BibTeX reference
, , and

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 `(...

BibTeX reference
and

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

BibTeX reference
, , , and

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...

BibTeX reference
and

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...

BibTeX reference
and

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

BibTeX reference
and

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

BibTeX reference

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...

BibTeX reference
, , and

For a Neoclassical growth model, exponential discounting is observationally equivalent to quasi-hyperbolic discounting, if the instantaneous discount rate ...

BibTeX reference

The integral simplex using decomposition (ISUD) algorithm <font size=2>[Zaghrouti, A., Soumis, F., Elhallaoui, I.: Integral simplex using decomposition for t...

BibTeX reference
, , , and

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

BibTeX reference
, , , and

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

BibTeX reference