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Risk averse constrained blackbox optimization under mixed aleatory/epistemic uncertainties
This paper addresses risk averse constrained optimization problems where the objective and constraint functions can only be computed by a blackbox subject to...
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We study the integration of multi-period assignment, routing, and scheduling of care workers for home health care services. In such a context, it is importa...
BibTeX referenceEvolution of high throughput satellite systems: Vision, requirements, and key technologies
High throughput satellites (HTS), with their digital payload technology, are expected to play a key role as enablers of the upcoming 6G networks. HTS are mai...
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Two-stage stochastic programs are a class of stochastic problems where uncertainty is discretized into scenarios, making them amenable to solution approaches...
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We investigate counterparty credit risk and credit valuation adjustments in portfolios including derivatives with early-exercise opportunities, under a net...
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This paper investigates a variant of the traveling salesman problem (TSP) with speed optimization for a plug-in hybrid electric vehicle (PHEV), simultaneousl...
BibTeX referencePLSR1: A limited-memory partitioned quasi-Newton optimizer for partially-separable loss functions
Improving neural network optimizer convergence speed is a long-standing priority. Recently, there has been a focus on quasi-Newton optimization methods, whi...
BibTeX referenceThe primal Benders decomposition
Benders decomposition has been applied significantly to tackle large-scale optimization problems with complicating variables, which, when temporarily fixed, ...
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Historically, the training of deep artificial neural networks has relied on parallel computing to achieve practical effectiveness. However, with the increas...
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We introduce an iterative solver named MINARES for symmetric linear systems \(Ax \approx b\)
, where \(A\)
is possibly singular.
MINARES is based on t...
Operations research specialists at the OCP Group, the Mohammed VI Polytechnic University, and the Polytechnique Montreal operationalized a system optimizing ...
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Decision trees are highly interpretable models for solving classification problems in machine learning (ML). The standard ML algorithms for training decision...
BibTeX referenceThe indefinite proximal gradient method
We introduce a variant of the proximal gradient method in which the quadratic term is diagonal but may be indefinite, and is safeguarded by a trust region. ...
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Tactical wireless networks are used in cases where standard telecommunication networks are unavailable or unusable, e.g. disaster relief operations. We fully...
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Recommender systems provide personalized recommendations to their users for items and services. They do that using a model that is tailored to each user to i...
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Perturbations are universal in supply chains, and their appearance is getting more frequent in the past few years. These perturbations affect industries and ...
BibTeX referenceOptimizing strategies for short-term hydropower scheduling using a blackbox optimization framework
This paper presents a study on the best possible use of optimization models for the short-term hydropower scheduling problem. Different deterministic and sto...
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This paper develops an efficient hybrid algorithm to solve the credit scoring problem. We use statistical mathematical programming to develop new classificat...
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The emerging demand for electric bicycles in recent years has prompted several bike-sharing systems (BSS) around the world to adapt their service to a new wa...
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The popularity of bike-sharing systems has constantly increased throughout the last years. Most of such success can be attributed to their multiple benefits,...
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