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119 Papers in 2017

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Utility-based shortfall risk measure (SR) effectively captures decision maker’s risk attitude on tail losses by an increasing convex loss function. In this ...

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This article discusses the precedence-constrained class sequencing problem (PCCSP). In scheduling terms, this is a one-machine scheduling problem with preced...

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In this paper, we consider non-stationary response variables and covariates, where the marginal distributions and the associated copula may be time-dependent...

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We address a three-level lot sizing and replenishment problem with a distribution structure (3LSPD), which is an extension of the one-warehouse multi-retaile...

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The paper presents a model for the characterization of M2M traffic and the performance evaluation of LTE access to support M2M communication, embedded into ...

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In this paper, we establish the maximum number of basic shortest paths in Cartesian product graphs and bounds on the maximum number of the vertex-disjoint sh...

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Energy and the environment are closely interconnected. In particular, energy-related carbon dioxide emissions are major contributors to climate change. To an...

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Brand imitation is a common practice that can take different forms, i.e., legal copying, as in the case of clones and knockoffs, or illegal, in the case of...

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Within state-of-the-art optimization solvers such as IBM--CPLEX the ability to solve both convex and nonconvex Mixed-Integer Quadratic Programming (MIQP) pro...

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In this paper we consider a version of the capacitated vehicle routing problem (CVRP) where travel times are assumed to be uncertain and statistically corre...

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The survivorship bias in credit risk modeling is the bias that results in parameter estimates when the survival of a company is ignored. We study the statist...

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For optimization problems involving many nonlinear inequality constraints, we extend the bound-constrained (BCL) and linearly-constrained (LCL) augmented-La...

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Climate change is one of the greatest environmental challenges facing our planet in the foreseeable future, yet, despite international environmental agreemen...

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We analyze the effect of non-constant discounting on economic growth and social welfare in an endogenous growth model with pollution externalities. For ti...

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The mining value chain comprises many inter-related components, from mines to transportation, to customers. When the individual components are optimized sep...

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Despite the lack of theoretical and practical convergence support, the Nelder-Mead (NM) algorithm is widely used to solve unconstrained optimization proble...

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As more and more data about mining complex operations is collected and stored, it becomes increasingly important for computer systems to help human operators...

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Let \(G\) be a graph of order \(n\). The energy \(\mathcal{E}(G)\) of a simple graph \(G\) is the sum of absolute values of the eigenvalues of its ...

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Let \({\mathcal D(G)}\), \({\mathcal D}^L(G)={\mathcal Diag(Tr)} - {\mathcal D(G)}\) and \({\mathcal D}^Q(G)={\mathcal Diag(Tr)} + {\mathcal D(G)}\) b...

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Canada was a proactive participant in developing the Paris Accord (COP 21; December, 2015), and committed to reduce its greenhouse gas (GHG) emissions by 30%...

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Relatively recent techniques for categorical simulations are based on multi-point statistical approaches where a training image is used to derive complex spa...

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The facility layout problem is concerned with finding an arrangement of non-overlapping indivisible departments within a facility so as to minimize the tota...

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In global liner shipping networks a large share of transported cargo is transshipped at least once between container vessels, and the total transportation ti...

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The multiple depot vehicle scheduling problem (MDVSP) has been widely studied in the context of public transit systems. It consists of building vehicle sched...

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Signatories of the Paris Agreement under the United Nations Framework Convention on Climate Change (UNFCCC) are exploring avenues to drastically abate their ...

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Short-term production scheduling in open pit mining consists of defining the extraction sequence and process allocation of mineralized material over time-sca...

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A mining complex is a mineral value chain that consists of multiple activities, starting from material extraction to a set of sellable products delivered t...

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Twin Creeks is a gold mining complex part of Newmont's Nevada Operations. The mining complex is comprised of two open pits, Mega and Vista, external ore sour...

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For over a decade, stochastic optimization has emerged as a framework that is capable of generating a life-of-mine production schedule that increases ne...

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The current trend of deeper and lower-grade deposits makes open pit mining less profitable. Mass mining alternatives have to be developed if mining at a si...

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In the last 20 years, there has been increasing interest in using advanced simulation and optimization techniques to develop and manage mineral resources a...

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In this paper, we describe an algorithm for the personalized nurse scheduling problem. We focus on the deterministic counterpart of the specific problem t...

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In this paper, we focus on the problem that has been described in the second international nurse rostering competition: a personalized nurse scheduling prob...

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Let \(\gamma(G)\) and \(\iota(G)\) be the domination and independent domination numbers of a graph \(G\), respectively. In this paper, we define the ...

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This note revisits the problem of how to select an equilibrium in a differential game in the case of multiplicity of Nash equilibria. Most of the previous ap...

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We consider the solution of derivative-free optimization problems with continuous, integer, discrete and categorical variables in the context of costly black...

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Distance measures play an important role in data analysis, mainly for clustering purpose, but also for data representation (for instance using multidimension...

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This work studies the strategic impact of a region's investment in adaptation measures on the equilibrium outcomes of a transboundary pollution dynamic gam...

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Given an integer solution, the integral simplex using decomposition (ISUD) seeks a descent direction that leads to an improved adjacent integer solution. It ...

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We consider a pricing and advertising dynamic-optimization problem where the goodwill dynamics evolve à la Nerlove-Arrow. The firm maximizes its profit ov...

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In Positron Emission Tomography (PET), deep crystals (>20 mm) must be used to enhance detection efficiency and increase overall scanner sensitivity. Howeve...

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Partially observed major minor LQG mean field game theory is applied to an optimal execution problem in finance; following standard financial models, control...

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This study presents a production scheduling optimization method for a mining complex, which provides a flexible long-term plan for future investments and ope...

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The search neutrality debate is about whether search engines should or should not be allowed to uprank certain results among the organic content matching a...

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We study the lattice structure of random number generators of the MIXMAX family, a class of matrix linear congruential generators that produce a vector of...

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We examine the stability of international environmental agreements when they include both adaptation and mitigation policies. We assume that adaptation req...

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Counterfeiting, which is defined as illegally copying genuine goods with a brand name, is a widespread phenomenon and is imposing a huge cost on owners of tr...

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Stochastic Dynamic Programming (SDP) is a powerful approach applicable to nonconvex and stochastic stagewise problems. We investigate the impact of the form...

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Maintenance activities help prevent costly generator breakdowns but because generators under maintenance are typically unavailable, the impact of maintenance...

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We study X-ray tomograqphic reconstruction using statistical methods. The problem is expressed in cylindrical coordinates, which yield significant computatio...

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We consider a dynamic game model of ride-sourcing, where a large number of private car owners provide rides to randomly appearing customers. Free drivers c...

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Global optimization problems are very hard to solve, especially when the nonlinear constraints are highly nonconvex, which can result in a large number of di...

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We propose a lemma that clarifies the proof of Theorem 4.1 on densities of sums in Rudelson and Vershynin. More precisely, by denoting by \(f_{S+Y}\) the d...

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Nanoparticle-based drug delivery is a promising method to increase the therapeutic index of anti-cancer agents with low median toxic dose. The delivery effic...

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In this paper, we first present a review of statistical tools that can be used in asset management either to track financial indexes or to create synthetic o...

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The calibration of hydrological models is here formulated as a Blackbox optimization problem where the only information available to the optimization algorit...

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In this paper we solve the discrete time mean-variance hedging problem when asset returns follow a multivariate autoregressive hidden Markov model. Time dep...

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We propose an analytical formula for the evaluation of compound options when the underlying asset is described by a two-states Markov regime-switching log-...

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The particularities of the aircraft parts riveting process simulation necessitate the solution of a large amount of contact problems. We propose a primal-dua...

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This paper reviews the literature on vehicle routing problems and location-routing problems with intermediate stops. Besides providing concise paper excerpts...

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Electric commercial vehicles (ECVs) are gaining importance as they are seen to provide a sustainable mean of transportation. However, practitioners still see...

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In this paper, we evaluate the competitiveness of electric commercial vehicle (ECV) in medium-duty mid-haul logistics for a specific case study. This is done...

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A performance-based mechanism as a support for an environmental protection law is proposed to promote product recovery and to subside the pollution caused by...

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This paper deals with R&D investment and technology licensing in a supply chain formed of an original equipment manufacturer (OEM) and a contract manufactu...

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Unlike delta-hedging or similar methods based on Greeks, global hedging is an approach optimizing some terminal criterion that depends on the difference be...

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The job shop scheduling literature has been dominated by a focus on regular objective functions -in particular the makespan- in its half a century long his...

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An exchangeable bond is a debt that is convertible into shares of a firm's equity other than the bond's issuer. We evaluate an exchangeable bond within a two...

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The bid construction problem (BCP) for combinatorial total truckload transportation service procurement auctions consists of determining one or several bids ...

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The integral simplex using decomposition (ISUD) algorithm was recently developed to solve efficiently set partitioning problems containing a number of variab...

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Electric power systems need to ensure that production and demand of electricity are continuously in balance. With fundamental changes taking place in the p...

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Scheduling problems on which constraints are imposed with regard to the temporal distances between successive executions of the same task have numerous appli...

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The airline crew scheduling problem, because of its size and complexity, is usually solved in two phases: the crew pairing problem and the crew assignment pr...

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With the increasing penetration of renewable energy sources in the electrical power grid, demand response via thermostatic appliances such as electric wate...

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Simple, intuitive, and scalable to large problems, \(k\)-means clustering is perhaps the most frequently-used technique for unsupervised learning. However...

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Long-term open pit mine scheduling is generally assessed with a mixed integer programming (MIP) formulation which can be solved with different operations res...

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Management and storage of waste and tailings are critical concerns in open pit mining, especially when the available space is limited but also to reduce the ...

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The purpose of this paper is to develop a fast heuristic called FastCARP for the solution of very large-scale capacitated arc routing problems, with or witho...

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Visualization of high-dimensional data is counter-intuitive using conventional graphs. Parallel coordinates is proposed, as an alternative, to explore multiv...

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Tropical algebra is the algebra constructed over the tropical semifield \(R_{max}= (R\cup \{-\infty\},\max, +)\). We show here that every \(m\)-dimensi...

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This paper proposes a framework to determine day-ahead capacity profiles that account for the stochastic demand generated by user behavior in smart buildings...

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Many biological datasets such as microarrays, metabolomics, and proteomics involve observations (or subjects) in rows, and attributes (or genes, metabolites,...

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The introduction of the environmental and social impact assessment (ESIA) into public environmental protection schemes and corporate performance standards ha...

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Most structural models for valuing corporate securities assume a geometric-Brownian motion to describe the firm's assets value. However, this does not reflec...

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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 problem of output stabilization is studied for a class of linear hybrid systems subject to signal uncertainties: linear impulsive systems under dwell-t...

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Most papers on digital advertising focus on the point of view of Internet companies such as Google and Microsoft, and were written by people working for thos...

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Personnel scheduling consists of determining least-cost employee work schedules to cover the demand of one or several jobs in each period of a time horizon. ...

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We consider a static team problem in which agents observe correlated Gaussian observations and seek to minimize a quadratic cost. It is assumed that the ob...

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Any telecommunication network is subject to a node or link failure at any given time. Such a failure may impact the quality of the services provided by the n...

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In this article we consider a bi-objective vehicle routing problem in which, in addition to the classical minimization of the total routing cost, the operato...

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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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This paper proposes a multi-stage stochastic programming formulation based on affine decision rules for the reservoir management problem. Our approach seeks ...

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Recently, two different copula-based approaches have been proposed to estimate the conditional quantile function of a variable \(Y\) with respect to a vect...

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We consider a dynamic marketing channel comprising of one manufacturer and one retailer, where consumer demand depends on price and on brand reputation. We...

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In this study, the problem environment consists of two fast fashion retailing firms where one can obtain the other's selling data from an outside agent. The ...

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A private bad is a commodity that causes its owner disutility. This article studies the bilateral exchange of a bad for a good that provides utility. Conside...

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This work presents a collaborative scheme for the end-users in a smart building with multiple housing units. This approach determines a day-ahead operational...

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Facility layout is a well-known operations research problem that arises in various applications. The multi-row layout is a challenging optimization problem...

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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 te...

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We consider the problems of determining the metric dimension and the minimum cardinality of doubly resolving sets in \(n\)-cubes. Most heuristics develope...

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The Runge-Kutta class of iterative methods is designed to approximate solutions of a system of ordinary differential equations (ODE). The second-order cla...

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Location-routing problems (LRPs) with intra-route facilities have recently gained the attention of researchers and practitioners. Intra-route facilities are ...

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The vertex cover problem and the dominating set problem are two well-known problems in graph theory. Their goal is to find the minimum size of a vertex subse...

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This paper proposes a hierarchical decision making model for a coupled planning and operation problem of an advanced microgrid. The proposed model, is formul...

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Maritime Guinea is a region that opens onto the Atlantic Ocean on about 300 km of coastline. This is characterized by the almost continuous formation of mang...

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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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We investigate the role of heterogeneous peer effects in encouraging healthy and sustainable lifestyles. Our analysis revolves around one of the largest an...

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In this paper, we survey the literature applying viability theory to the sustainable management of renewable resources. After a refresher on the main conce...

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Necessary and sufficient conditions are provided for the existence of a simple graph, or a simple connected graph with given numbers \(m_{ij}\) of edges ...

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The aim of this paper is to computationally compare several algorithms for the Minimum Cost Perfect Matching Problem on an undirected graph. Our work is moti...

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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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While the joint optimization of production and outbound distribution decisions in a manufacturing context has been intensively studied in the past decade, th...

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This paper deals with a family of dynamic game models that represent schematically the interaction between groups of countries in achieving the necessary lim...

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This article discusses the problem of unloading a sequence of boxes from a single conveyor line with a minimum number of moves. The problem under study is ef...

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The object of study in the recent theory of Mean Field Games has been primarily large populations of agents interacting through a population dependent coupli...

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Partially observed Mean Field Game (PO MFG) theory was introduced and developed in (Caines and Kizilkale, 2013, 2014, Şen and Caines 2014, 2015), where it i...

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We propose an iterative method named LSLQ for solving linear least-squares problems \(A x \approx b\) of any shape. The method is based on the Golub and K...

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