Fast uniform random number generators with extremely long periods have been defined and implemented based on linear recurrences modulo 2. The twisted GFSR ...

We review the basic principles of Quasi-Monte Carlo (QMC) methods, the randomizations that turn them into variance-reduction techniques, and the main classe...

This paper deals with the class of continuous-time linear stochastic systems with Markovian jumping parameters and Wiener process. \(H_\infty\) observer...

Column Generation (CG) algorithms are instrumental in many areas of applied optimization, where Linear Programs with an enormous number of columns need to ...

Chemical graphs, as other ones, are <i>regular</i> if all their vertices have the same degree. Otherwise, they are <i>irregular</i> and it is of interest to...

We describe an approach that computes an optimal primal basic solution given an optimal vector of dual multipliers. It consists in restricting the dual prob...

In this paper, we present tools to help understanding the dynamics of cognitive processes involved in handwriting and in text composition. Three computer sy...

This article presents a formulation for the job shop problem based on the Dantzig- Wolfe decomposition with a subproblem for each machine. Each subproblem i...

We study in this paper dynamic equilibrium advertising strategies in a duopoly with asymmetric information structure. The advertising model of Lanchester is...

Two methods of analytical approximations for computing the value of a European option on the conditional variance in a GARCH setting are presented. The firs...

We investigate here the "anatomy" of idempotent semimodules, i.e. we look for the equivalent of the classical decomposition of a module over a principal ide...

We find all connected graphs in which any two distinct vertices have exactly two common neighbors, thus solving a problem by B. Zelinka.

In most vehicle routing and crew scheduling applications solved by column generation, the subproblem corresponds to a shortest path problem with resource con...

We give a didactic introduction to the use of the column generation technique in linear and in particular in integer programming. We touch on both, the relev...

This paper proposes a generalization of the proximal point algorithm using both penalty and trust region concepts. Finite convergence is established while as...

A new class of algorithms for solving nonlinearly constrained mixed variable optimization problems is presented. This class combines and extends the Audet-De...

This paper presents an enumeration algorithm based on dynamic programming for optimally solving the fleet management problem in underground mines. This probl...

This paper deals with the stabilization problem of the class of uncertain stochastic hybrid systems with multiplicative noise. The uncertainties are norm bou...

We consider a differentiated duopoly where &#64257;rms invest in research and development (R&D) to reduce their production cost. We show that if the firms pl...

This is the second part of a four-part survey of optimization models and solution algorithms for winter road maintenance planning. The first part addresses s...