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79 Cahiers pour l'année 1990

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Estimation of the mean of a multivariate normal distribution is considered. The components of the mean vector are assumed to be intra-block exchangeable; t...

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In this paper, we give necessary optimality conditions for the nonlinear bilevel programming problem. Furthermore, at each feasible point, we show that the ...

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We present a new two-commodity flow formulation for the traveling salesman problem. Each commodity corresponds to a resource that is either distributed or p...

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There has been much recent statistical research in the area of inference under constraints. Here we consider the problem of bounded parameter estimation, in...

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We investigate the complexity status of the preemptive openshop scheduling problem. After reviewing recent studies of the shop with various objective functi...

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We present a new class of change in risk, which includes several previous ones (price squeeze, strong increase in risk of Meyer and Ormiston) and leads to u...

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We present in this paper a linear time algorithm for the computation of some distance functions between convex polygons in R<sup>2</sup> in the general case...

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We present algorithms for computing some distance functions between two (possibly intersecting) polygons, both in the convex and nonconvex cases. The inter...

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A bounded vertex coloring of a graph <i>G</i> is a usual vertex coloring in which each color is used at most <i>k</i> times (where <i>k</i> is a given numbe...

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In this paper, we report on an updated, improved version of the MARKAL energy model, developed in the late 1970's under the aegis of member countries of the...

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We propose in this paper new approximate algorithms for the Minimum Rectilinear Steiner Tree problem, based on a two-point-connection strategy. We also pres...

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Layout planning is an appropriate area in which to apply optimization models. A method is proposed here for evaluating general layouts (block layouts) when ...

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La génération d'implantation est un domaine privilégié pour l'application des modèles d'optimisation. Il est proposé, ici, une méthode d'évaluation d'implan...

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In this paper, we propose three combined Tausworthe random number generators with period length about 10<sup>18</sup>, whose <i>k</i>-distribution propertie...

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We describe different derivative estimators for the case of steady-state performances measures and obtain the order of their convergence rates. These estima...

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We analyze a class of combined random number generators proposed by L'Ecuyer (1988), which combines a set of linear congruential generators (LCGs) with dist...

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We propose an algorithm to compute the optimum departure time and path for a commuter in a congested network. Constant costs for use of arc, cost functions ...

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The purpose of this paper is twofold. First, we revisit the cent-dian location problem developed by Halpern, considering both the average and maximum distan...

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A graph is said to be slightly hard to color for a given vertex-coloring heuristic if some implementation of the algorithm uses more colors than are necessa...

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We show that in most interesting cases where infinitesimal perturbation analysis (IPA) applies for derivative estimation, a finite-difference scheme with co...

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L'objectif de cet article est d'analyser les facteurs de succès et d'échec de nouveaux produits de consommation et industriels. Les résultats des analyses d...

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Nilsson recently introduced a rigorous semantic generalization of logic in which the truth values of sentences are probability values. This led to state pre...

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The computation of penalties associated with the continuous relaxation of integer programming problems can be useful to derive conditional and relational te...

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We describe a new class of graphs for which the stability number can be obtained in polynomial time. The algorithm is based on an iterative procedure which...

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In this paper, the problem of optimally locating the numbers around a dart board is investigated. The objective considered is risk maximization. Under diffe...

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The vehicle routing problem with time windows (VRPTW) is a generalization of the vehicle routing problem where the service of a customer can begin within th...

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The problem of optimal location and sizing of off-shore platforms for oil exploration can be formulated as follows: given a set of oil wells to be drilled a...

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We consider a generalization of PERT where task durations are variable and the cost of each task is a convex function of its duration. Moreover, each preced...

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This paper presents a stochastic dynamic cooperative game model of power exchange between interconnected utilities. The model is used for the qualitative a...

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This paper considers a flexible manufacturing system for several products, each requiring a number of sequential non-preemptive tasks, some of which may be...

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Timonov proposes an algorithm for global maximization of univariate Lipschitz functions in which successive evaluation points are chosen in order to ensure ...

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CREW-OPT is a new software module in the HASTUS family of scheduling software. CREW-OPT produces optimal or near-optimal crew schedules for small problems (...

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Because of the transmission of disease producing parasites to man and animals and the nuisance caused by bites from adult black flies, they are the object o...

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In this paper we develop a stochastic, dynamic network equilibrium model of airline passenger transportation. The model explicitly incorporates the behavior...

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In this paper we propose a path-following, or short-step, version of Karmarkar's algorithm for the primal and for the dual problems. We show it to converge ...

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The development of truck dispatching systems has during recent years taken two directions. One has been systems using mathematical optimization and powerfu...

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We study in this paper the application of simulated annealing and tabu search in the solution of the clique partitioning problem. We illustrate the effectiv...

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The concept of lexicographic sum of ordered sets and relational structures admits an algebraic analogue. In the case of hypergroups, this is used to general...

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Divisive hierarchical clustering algorithms with the diametercriterion proceed by recursively selecting the cluster with largest diameter and partitioning i...

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Le problème classique de dimensionnement d'un réseau de télécommunications se formule en général comme suit: étant donné un réseau, une matrice de trafic et...

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We study the complexity and propose an algorithm for the problem of determining, given <i>p</i> vectors of {-1, 1}<i><sup>n</sup></i>, all linear combinatio...

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Consider a flow-shop with m processors and <i>n</i> jobs, whose processing times are state dependent. Since the state often also depend on the sequence, a h...

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Ce rapport présente deux modèles illustrant l'évolution à long terme, des systèmes de production d'électricité des régions de l'Ontario et de la Nouvelle-An...

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New tour improvement heuristics are described and studied from the point of view of their performance on random and real instances. They are compared to the...

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Consider <i>N</i> entities to be classified, with given weights, and a matrix of dissimilarities between pairs of them. The split of a cluster is the small...

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We show in this paper how set partitioning formulation and column generation techniques can be used to model and solve to optimality large scale vehicle rou...

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In this paper, we suggest an approximation procedure for the solution of two-player zero-sum stochastic games with continuous state and action spaces simila...

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In this paper we study the infinite-horizon optimal control of linear stochastic systems with quadratic cost integrand.

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This paper deals with a decomposition technique for linear programs which proposes a new treatment of the master program in the classical Dantzig-Wolfe algo...

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The problem of two processors in series and <i>n</i> parts is considered, when processing times depend on some state variable. It is first shown that the mi...

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In this paper we address the problem of simultaneously selecting the composition and routing of a fleet of vehicles in order to efficiently service customer...

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The concept of moduloïd over a dioïd has been introduced in M. Gondran and M. Minoux [8] for the algebraic structure left invariant under the action of a ma...

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Unconstrained hyperbolic 0-1 programming can be solved in linear time when the numerator and the denominator are linear and the latter is always positive. I...

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This paper presents a model for the optimization of productivity in a steel plant comprised of four arc furnaces and three continuous casting machines and su...

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Ordered sets are used as a computational model for motion planning in which figures on the plane may be moved along a ray emanating from a light source. The...

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The purpose of this paper is to describe the correspondence between certain natural substructures of Boolean rings, of Boolean lattices, and of hypercubes d...

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The problem we consider is that of preparing a minimum cost transportation plan by simultaneously solving the following two sub-problems: first the assignm...

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L'évaluation des émissions et le transport à grandes distances des polluants atmosphériques (TGDPA) sont des composantes essentielles de la problématique de...

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We propose a new algorithm to solve the on-line vertex enumeration problem for polytopes, doing all computations in <i>n</i>-space, where <i>n</i> is the di...

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Nous établissons un état de l'art exhaustif, conçernant les problèmes de tournées multivéhicules et nomo-dépots, avec contraintes de capacité et de fenêtres...

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We show that the satisfiability and maximum satisfiability problems can be transformed into set covering problems at the expense of acceptable increase of s...

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An "intelligent front-end" or "logic assistant" is an interactive program devised to assist the users of an information retrieval system in the formulation ...

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Several authors have proposed to estimate Lipschitz constants in global optimization by a multiple of the largest slope (in absolute value) between successi...

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We propose a method for producing a feasible schedule for an assembly line of the Generalized Flow Shop type, i.e., jobs must be processed on a set of machi...

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We consider the following global optimization problems for a univariate Lipschitz function <i>f</i> defined on an interval [<i>a,b</i>]: Problem <i>P</i>: f...

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We consider the following global optimization problems for a Lipschitz function <i>f</i> implicitly defined on an interval [<i>a,b</i>]. Problem <i>P'</i>:...

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We determine here sufficient conditions for finite dimensional moduloïds and pseudomodules to be lattices. As could be expected, completeness of the scalar ...

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The two-dimensional cutting-stock problem consists of laying out a specified list of rectangular pieces on rectangular sheets, in such a way as to minimize t...

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We report on the development of a linear process model of energy supplies and uses in the province of Ontario (Canada). The minerals industries producing ...

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FORTRAN code of an efficient implementation of a <img src="Theta.gif" align=bottom> (<i>N</i><sub>2</sub>) algorithm for the maximum sum-of-splits clusterin...

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Consider a flow-shop with <i>n</i> parts, whose processing times are state dependent. Since the state often depends on the sequence, a hierarchical approach...

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The vehicle routing problem (VRP) involves the design of a set of minimum cost routes, originating and terminating at a central depot, for a fleet of vehicl...

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In this note it is shown that no general hypothesis on the cost functions can guarantee that a Pareto optimal solution to a linear bilevel programming probl...

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This paper deals with a continuous-time stochastic control model designed for planning production and preventive maintenance in a flexible manufacturing syst...

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The vehicle routing problem (VRP) involves the design of a set of minimum cost routes for a fleet of vehicles which services exactly once a set of customers...

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This paper deals with a class of stochastic differential games where the mode of play changes according to a stochastic jumpprocess. Between two successive...

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This paper proposes a numerical technique, called Turnpike Improvement, for the approximation of the solution of a class of piecewise deterministic control...

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This paper addresses the question of determining an optimal mix of gas contracts for a producer supplying the North American gas market. We first propose a ...

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The MARKAL-Québec dynamic process model is used to simulate the reaction of the Québec energy and industrial sectors to the imposition of upper limits on th...

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