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Revisiting Boehmer et al. (2021): Recent period, alternative method, different conclusions
We reassess Boehmer et al. (2021, BJZZ)'s seminal work on the predictive power of retail order imbalance (ROI) for future stock returns. First, we replicate ...
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Vehicle routing problems (VRPs) with deadlines have received significant attention around the world. Motivated by a real-world food delivery problem, we assu...
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This paper describes a planning problem faced by a fast-growing petroleum company in West Africa. The problem is a complex variant of the petrol station repl...
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Efficiently solving a vehicle routing problem (VRP
) in a practical runtime is a critical challenge for delivery management companies. This pa...
This poster conceptually lays out recent advances in trustworthy machine learning (ML) that are of great interest for power systems applications like virtu...
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The truck loading and inventory routing problems are the two most important decisions made by companies replenishing petrol stations. This paper investigates...
BibTeX referenceCorrigendum: A proximal quasi-Newton trust-region method for nonsmooth regularized optimization
The purpose of the present note is to bring clarifications to certain concepts and surrounding notation of Aravkin et al. (2022). All results therein contin...
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We develop a trust-region method for minimizing the sum of a smooth term f
and a nonsmooth term h
, both of which can be nonconvex.
Each iteratio...
An interior-point trust-region method for nonsmooth regularized bound-constrained optimization
We develop an interior-point method for nonsmooth regularized bound-constrained optimization problems. Our method consists of iteratively solving a sequence...
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In this work, we study a class of two-player deterministic finite-horizon difference games with coupled inequality constraints, where both players have two t...
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The fine-tuning of Large Language Models (LLMs) has enabled them to recently achieve milestones in natural language processing applications. The emergenc...
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We extend the α
and β
characteristic functions (CFs) to
cooperative interval games, which constitute an interesting class of games
t...
Bus scheduling in public transit consists in determining a set of bus schedules to cover a set of timetabled trips at minimum cost. This planning process has...
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Yield uncertainty is an important issue in various industries such as agriculture, food, and textile where the production output is reliant on uncontrollable...
BibTeX referenceAlgorithme primal ajoutant des variables pour le problème du partitionnement d'ensemble généralisé
Le problème du partitionnement d'ensemble est un problème de programmation en nombres entiers très étudié. Le problème consiste à trouver une partition de tâ...
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The cosine measure was introduced in 2003 to quantify the richness of a finite positive spanning sets of directions in the context of derivative-free direc...
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Inventory management for slow-moving items is challenging due to their high intermittence and lumpiness. Recent developments in machine learning and computat...
BibTeX referenceThe heterogeneous-fleet electric vehicle routing problem with nonlinear charging functions
This paper introduces the Heterogeneous-Fleet Electric Vehicle Routing Problem with Nonlinear Charging Functions (HEVRP-NL). This problem involves routing a ...
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A challenge in aircraft design optimization is the presence of non-computable, so-called hidden, constraints that do not return a value in certain regions of...
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In this work, we improve the efficiency of Unit Commitment (UC) optimization solvers using a Graph Convolutional Neural Network (GCNN). In power systems, UC ...
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