This work introduces the StoMADS-PB algorithm for constrained stochastic blackbox optimization, which is an extension of the mesh adaptive direct-search (MAD...

This paper proposes a way to combine the Mesh Adaptive Direct Search (MADS) algorithm with the Cross-Entropy (CE) method for non smooth constrained optimizat...

In this paper, we propose an exact branch-price-and-cut (BPC) algorithm for the two-echelon vehicle routing problem with time windows. This problem arises i...

Demand response (DR) has been increasingly growing in significance among the solutions to tackle climate change, along with the development of intermittent r...

The Ninth Montreal IPSW took place on August 19-23, 2019, and was jointly organized by the CRM and IVADO (Institute for Data Valorization). The workshop welc...

We propose a new stochastic variance-reduced damped L-BFGS algorithm, where we leverage estimates of bounds on the largest and smallest eigenvalues of the He...

This paper studies disjunctive cutting planes in Mixed-Integer Conic Programming. Building on conic duality, we formulate a cut-generating conic program for...

Data acquisition and recording in the form of databases are routine operations. The process of collecting data, however, may experience irregularities, res...

This work reviews blackbox optimization applications over the last twenty years, addressed using direct search optimization methods. Emphasis is placed on...

Conditional estimation given specific covariate values (i.e., local conditional estimation or functional estimation) is ubiquitously useful with applications...

We consider a deterministic two-player linear-state differential game, where Player 1 uses piecewise continuous controls, while Player 2 implements impulse...

We study a distributionally robust version of the classical capacitated facility location problem with a distributional ambiguity set defined as a Wasserst...

In this paper, we propose a simple oligopoly game model to represent the interactions between coalitions of countries in deploying Carbon Dioxide Removal ...

In this paper, we consider the problem of equal risk pricing and hedging in which the fair price of an option is the price that exposes both sides of the con...

We present a modeling of bundle adjustment problems in Julia, as well as a solver for non-linear least square problems (including bundle adjustment problems)...

The design of key nonlinear systems often requires the use of expensive blackbox simulations presenting inherent discontinuities whose positions in the varia...

Aggregator is an open-source python package which aims to facilitate the exploitation of relational datasets by automating feature aggregation.

We study a new variant of the vehicle routing problem, which arises in hospital-wide scheduling of physical therapists. Multiple service locations exist for...

In several countries, electricity systems are under strong decarbonization pressure. In particular, the Canadian provinces of Quebec and Ontario as well as t...

Let \(G=(V,E)\) be a graph and let \(S\subseteq V\) be a subset of its vertices. If the subgraph of \(G\) induced by \(V\setminus S\) is acyclic, the...