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For the last decades, community detection is a well-studied problem because it has applications in various fields. Variable Neighborhood Search (VNS) is an e...
BibTeX referenceNORTA for portfolio credit risk
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 investigate surrogate-assisted strategies for global derivative-free optimization using the mesh adaptive direct search MADS blackbox optimization algorit...
BibTeX referenceThe contribution of mathematical models to climate policy design: A researcher's perspective
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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The classical p-median problem assumes that service to customers is always provided by the closest facility, while in practice, customers often interact for...
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The classical alternating current optimal power flow problem is highly nonconvex and generally hard to solve. Convex relaxations, in particular semidefinite,...
BibTeX referenceThe role of bioenergy in low-carbon energy transition scenarios: A case study for Quebec (Canada)
The Canadian province of Quebec has set for 2030 a greenhouse gas (GHG) emission reduction target of 37.5% below 1990 levels. Meeting such a reduction targ...
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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. ...
BibTeX referenceStabilized optimization via an NCL algorithm
For optimization problems involving many nonlinear inequality constraints, we extend the bound-constrained (BCL) and linearly-constrained (LCL) augmented-La...
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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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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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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...
BibTeX referenceBrand imitation: A dynamic-game approach
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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In the last 20 years, there has been increasing interest in using advanced simulation and optimization techniques to develop and manage mineral resources a...
BibTeX referenceStochastic optimization of long-term block cave scheduling with hang-up and grade uncertainty
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...
BibTeX referenceStochastic orebody modelling and stochastic long-term production scheduling for an iron ore deposit
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...
BibTeX referenceSimultaneous stochastic optimization of production scheduling at Twin Creeks mining complex, Nevada
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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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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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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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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