105 Cahiers pour l'année 2005
We study here a flow-line which covers a wide range of real-world situations, from plastic molding to steel milling and the service industries, where the dur...
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Clusterwise regression is a technique for clustering data. Instead of using the classical homogeneity or separation criterion, clusterwise regression is ba...
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The AutoGraphiX 2 system is used to compare the index of a graph <i>G</i> with a number of other graph theoretical invariants, i.e., chromatic number, maxim...
référence BibTeXVariable Neighborhood Search for Extremal Graphs. 20. Automated Comparison of Graph Invariants
A graph invariant is a function of a graph <i>G</i> which does not depend on labeling of <i>G</i>’s vertices or edges. An algebraic expression of one or sev...
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In this paper, the general problem of chemical process optimization defined by a computer simulation is formulated. It is generally a nonlinear, non-convex,...
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We consider four conjectures related to the largest eigenvalue of (the adjacency matrix of) a graph (i.e., to the index of the graph). Three of them have be...
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From the pentagon onwards, the area of the regular convex polygon with <i>n</i> sides and unit diameter is greater for each odd number <i>n</i> than for the...
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Given a simple connected graph <i>G = (V,E)</i> the geodetic closure <i>I [S]</i> <img src="/cgi-bin/mimetex.cgi?\subset"> <i>V</i> of a subset <i>S</i...
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In this paper, we develop an efficient algorithm to price options under discrete time GARCH processes. We propose a procedure based on dynamic programming c...
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This paper considers the swapping problem on a tree. In this problem at most one object of some type is available at each vertex, and each vertex also reque...
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The multidimensional scaling (MDS) aims at finding coordinates for a set of <i>n</i> objects in a (low) <i>q</i> dimensional space that best fits dissimilar...
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In the integrated aircraft routing, crew scheduling and flight retiming problem, a minimum-cost set of aircraft routes and crew pairings must be constructed...
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We consider the problem of separating two sets of points in an Euclidean space with a hyperplane that minimizes the sum of <i>L<sub>p</sub></i>-norm distanc...
référence BibTeXQuatre Petits Octogones
Quel octogone de diamère unité (ou petit octogone) possède la plus grande surface ou le plus grand périmètre? Serait-ce l'octogone régulier? Eh! non, il n'en...
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This paper deals with the class of linear discrete-time systems with varying time-delay. The problems of stability and stabilizability for this class of syst...
référence BibTeXExtremal Problems for Convex Polygons
Consider a convex polygon <i>V<sub>n</sub></i> with <i>n</i> sides, perimeter <i>P<sub>n</sub></i>, diameter <i>D<sub>n</sub></i>, area <i>A<sub>n</sub></i>,...
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In this article we consider the problem of assigning parking slots to buses of different types so that the required buses can be dispatched easily in the mo...
référence BibTeXQuasi-Likelihood Estimation for Ornstein-Uhlenbeck Diffusion Observed at Random Time Points
In this paper, we study the quasi-likelihood estimator of the drift parameter <img src="/cgi-bin/mimetex.cgi?\theta"> in the Ornstein-Uhlenbeck diffusion pr...
référence BibTeXOn a Conjecture About the Randic Index
A conjecture of Delorme, Favaron and Rautenbach [DM 257 (2002) 29-38] about the Randic index of a graph, in relation to its order and minimum degree, is ref...
référence BibTeXDynamic Scheduling for Two Service Activities: Vehicle Repair and Maintenance and Dental Services
The objective of the project is to provide dynamic scheduling solutions to two different services, automobile dealerships and dental clinics, in order to hel...
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We analyze a territorial approach to deliver nursing home care services to a territory public health. We present the case of the CSSS assigned to Côte-des-N...
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<p>Using the <i>AutoGraphiX 2</i> system, a systematic study is made on generation and proof of relations of the form</p> <center> $\underline{b}_n \leq ...
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<p>Le système <i>AutoGraphiX (AGX1 et AGX2)</i> permet, parmi d’autres fonctions, la génération automatique de conjectures en théorie des graphes. Nous étud...
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The use of RFID technology has received a lot of attention due to the possible infringements on information privacy rights. This paper evaluates links betwe...
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We propose a unified framework for the update of the barrier parameter in interiorpoint methods for nonlinear programming. The original primal-dual system i...
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An alternative definition of the linear bilevel programming problem <i>BLP</i> has recently been proposed by Lu, Shi, and Zhang. This note shows that the pr...
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Multivariate one-sample location problem for clustered data is considered from a nonparametric viewpoint. We develop the spatial median and its affine equiv...
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While convergence properties of many sampling selection methods can be proven to hold in a context of approximation of Feynman-Kac solutions using sequentia...
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This paper deals with the class of Markovian singularly perturbed linear continuous-time systems with time varying and mode-dependent time-delay. The stochas...
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The aim of this paper is to present efficient algorithms for the detection of multiple targets in noisy images of a finite region. The algorithms are based ...
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This paper is intended not as a survey, but as an introduction to some ideas behind the class of mesh adaptive direct search (MADS) methods. Space limitatio...
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This paper presents a new heuristic for the container loading problem. This problem arrives when one wants to load a subset of rectangular boxes into a recta...
référence BibTeXStochastic Optimization of Multi-Reservoir Operation: The Optimal Reservoir Trajectory Approach
The paper presents a new method for determining the optimal operating policy of a power system with several reservoirs in series. The method, called Optimal...
référence BibTeXSet covering and packing formulations of graph coloring: algorithms and first polyhedral results
We consider two (0,1)-linear programming formulations of the graph (vertex-) coloring problem, in which variables are associated to stable sets of the input...
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In this paper, we study optimal economic growth programs coupled with climate change dynamics. The study is based on models derived from MERGE, a well estab...
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A new one-sided test for serial correlation in multivariate time series models is proposed. The test is based on a comparison between a multivariate spectra...
référence BibTeXThe Metric Bridge Partition Problem
Let <i>G = (V,E,w)</i> be a graph with vertex and edge sets <i>V</i> and <i>E</i>, respectively, and <i>w : E</i> <img src="/cgi-bin/mimetex.cgi?\rightarrow"...
référence BibTeXImproving the Probability of Success of Repeated Genetic Algorithm on Affine Object Location Problem
Affine object location is a difficult problem in computer vision. Genetic algorithm (GA) provides an efficient solution to the problem when there is little ...
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In a transit authority bus depot, buses of different types arrive in the evening to be parked in the depot for the night, and then dispatched in the morning...
référence BibTeXCas industriels de la logistique inverse
Ce document valide le cadre conceptuel de logistique inverse de Lambert et Riopel (2004) à l'aide de trois cas industriels d'entreprises oeuvrant dans diffé...
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We give complete descriptions of the Steiner equivalent subgraph polytope and its dominant when the underlying digraph is strongly connected and series-para...
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This paper deals with the class of continuous-time singular linear systems with time delay in the state vector. Delay-dependent sufficient conditions on sta...
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We consider the multivariate location problem with cluster correlated data. A family of multivariate weighted sign tests are introduced for which observatio...
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We give some properties of the equivalent subgraph polytope and its dominant. We characterize those digraphs whose corresponding polyhedra are completely de...
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Dans cet article, nous résolvons un problème intégré d'ordonnancement et de routage sans conflits d'une flotte de chariots dans une mine souterraine. Nous pr...
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<i>L</i><sub>1</sub> norm discrimination consists in finding the hyperplane that minimizes the sum of <i>L</i><sub>1</sub> norm distances between the hyperp...
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A previous analysis of second-order behavior of pattern search algorithms for unconstrained and linearly constrained minimization is extended to the more gen...
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We propose a simple modification of lattice schemes reducing the bias of lattice option prices with respect to continuous time and state option prices. The m...
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In testing that a particular distribution <img src="/cgi-bin/mimetex.cgi?P"> belongs to a parameterized family <img src="/cgi-bin/mimetex.cgi?\cal{P}">, one ...
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As ISP’s and Telco’s converge towards all-IP network infrastructures, the problem of QoS becomes more acute. To address it, operators are deploying differen...
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In this article we extend previous work showing that DiffServ can provide some QoS guarantees to both real-time and non real-time traffic in the event of th...
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We consider a widespread solution method that consists of a column generation approach embedded in a branch-and-bound scheme to solve the multiple depot veh...
référence BibTeXExtension of the Weiszfeld Procedure to a Single Facility Minisum Location Model with Mixed Norms
This paper presents a general mixed-norm minisum problem for locating a single facility in continuous space. It is assumed that several transportation modes...
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The authors study the application of the bootstrap to a class of estimators which converge at a nonstandard rate to a nonstandard asymptotic distribution. T...
référence BibTeXAutoGraphiX: A Survey
A survey is made of the AutoGraphiX (AGX) research program for computer as- sisted and, for some functions, automated graph theory.
référence BibTeXThe Small Octagon with Longest Perimeter
The convex octagon with unit diameter and maximum perimeter is determined. This answers an open question dating from 1922. The proof uses geometric reasonin...
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We propose a game-theoretic model in which one national-brand manufacturer, acting as a leader, maximizes her own profit and one retailer, selling the natio...
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Given the sets of flights and aircraft of an airline carrier, the fleet assignment problem consists of assigning the most profitable aircraft type to each f...
référence BibTeXOn the Asymptotic Distribution of Residual Autocovariances in VARX Models with Applications
In this paper, we derive the asymptotic distribution of residual autocovariance matrices in the class of vector autoregressive models with explanatory varia...
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Installment options are a generalization of compound options, where the holder periodically decides whether to keep an option alive or not by paying the ins...
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This paper proposes a two-player, finite-horizon differential game model to analyze joint implementation in environmental projects, one of the flexible mech...
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Usual graph classes, such as complete graphs, paths, cycles and stars, frequently appear as extremal graphs in graph theory problems. Here we want to turn t...
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Earth observation satellites are platforms equipped with optical instruments that orbit the Earth in order to take photographs of specific areas at the requ...
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We modify an existing model of climate and economy to address the effect of uncer- tain, threshold events on the choice of optimal emissions control policy....
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The Team Orienteering Problem (TOP) is the generalization to the case of mul- tiple tours of the Orienteering Problem, known also as Selective Traveling Sal...
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The increase of bandwidth demand for new Internet applications suggests mapping directly IP over the WDM layer. Since reliability is such a critical issue i...
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The variable neighborhood search metaheuristic is applied to the primal simple plant location problem and to a reduced dual obtained by exploiting the compl...
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Given the flight schedule of an airline, the fleet assignment problem consists of determining the aircraft type to assign to each flight leg in order to max...
référence BibTeXStabilized Column Generation for Highly Degenerate Multiple-Depot Vehicle Scheduling Problems
Column generation has proven to be efficient in solving the linear programming relaxation of large scale instances of the Multiple-Depot Vehicle Scheduling ...
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We consider a crew scheduling problem with preferential bidding in the airline industry. We propose a new methodology based on a graph coloring model and a ...
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We consider the problem of traffic grooming of low-rate traffic circuits in WDM rings where circuits are associated with a set of heterogeneous granularitie...
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In the last two decades, various studies developed static and dynamic game theory models to demonstrate that the efficiency of marketing channels can be rai...
référence BibTeXThe Impact of Manufacturers' Wholesale Prices on Retailer's Shelf-Space and Pricing Strategies
The paper examines shelf-space allocation and pricing decisions in the marketing channel as the results of a static game played à la Stackelberg between two...
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We investigate the effects of a price cap regulation on the consumer’s surplus within the framework of two gas ownership structures. In the case of a firm o...
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The <i>p</i>-median problem is one of the basic models in discrete location theory. As with most location problems, it is classified as NP-hard, and so, heu...
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Most examples of cycling in the simplex method are given without explanation of how they were constructed. An exception is Beale’s 1955 example built around...
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Column generation is one of the most successful approaches for solving large scale linear programming problems. However, degeneracy difficulties and long-ta...
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This paper examines the plant location problem under the objective of maximizing return-on-investment. However, in place of the standard assumption that all...
référence BibTeXComputing Disjoint Paths on Polytopes
The Holt-Klee Condition states that there exist at least <i>d</i> vertex-disjoint strictly monotone paths from the source to the sink of a polytopal digraph ...
référence BibTeXA Note on Tree Realizations of Matrices
It is well known that each tree metric <i>M</i> has a unique realization as a tree, and that this realization minimizes the total length of the edges among ...
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We consider vehicle routing and crew scheduling problems that involve a lexico- graphic bi-level objective function (for instance, minimizing first the numb...
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Estimation of the Pareto tail index from extreme order statistics is an important problem in many settings such as income distributions (for inequality meas...
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In this paper, a solution approach based on the column generation technique is pre- sented for solving a time-indexed formulation of the total weighted tard...
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An infinite-horizon differential game between a manufacturer and a retailer is con- sidered. The players control their marketing efforts and the sales share...
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Column generation has become a powerful tool in solving large scale integer programs. It is well known that most of the often reported compatibility issues ...
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La localisation d'un site d'approvisionnement pour minimiser les coûts d'opérations est une problématique industrielle courante. Les variables classiques co...
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Une étude du transport de roses coupées, en collaboration avec la plantation Mira- flores évalue l’exportation de Bogotá (Colombie) vers Miami (USA), port d...
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This paper deals with the control of stochastic nonlinear hybrid systems. Under some appropriate assumptions results on stochastic stability and stochastic...
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This paper presents and assesses a procedure to estimate conventional parameters characterizing fluctuations at the business cycle frequency, when the econ...
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This paper considers a shift scheduling problem that includes different forms of flexibility in terms of shift starting times, break lengths and break plac...
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Winter road maintenance planning involves a variety of decision-making problems related to the routing of vehicles for spreading chemicals and abrasives, fo...
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This is the last part of a four-part survey of optimization models and solution algorithms for winter road maintenance planning. The two first parts of the ...
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The AutoGraphiX (AGX) system for computer assisted or, for some of its functions, fully automated graph theory was developed at GERAD, Montreal since 1997. ...
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Several upper bounds on the largest Laplacian eigenvalue of a graph <i>G</i>, in terms of degree and average degree of neighbors of its vertices, have been ...
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Rank-based estimators were proposed by Clayton (1978) and Oakes (1982) for the association parameter in the bivariate gamma frailty model. The joint asympto...
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Deheuvels proposed a rank test of independence based on a Cramér–von Mises functional of the empirical copula process. Using a general result on the asympto...
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The multivariate modelling of default risk is a crucial aspect of the pricing of credit derivative products referencing a portfolio of underlying assets, an...
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Deheuvels (1981a,b,c) and Genest and Rémillard (2004) have shown that powerful rank tests of multivariate independence can be based on combinations of asymp...
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<p>This paper presents a recent version of the advanced multi-region World MARKAL model used to explore CO2 abatement options.</p> <p>The report describes ...
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Several variants and generalizations of the Or-opt heuristic for the <i>Symmetric Traveling Salesman Problem</i> are developed and compared on random and pla...
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Nous décrivons les méta-heuristiques couramment utilisées en optimisation, avec pour objectif de guider toute personne désirant adapter une méta-heuristique...
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<p>Le problème de plus court chemin avec contraintes de ressources consiste à trouver un chemin d'un point origine à un point destination de coût minimum e...
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We propose a hybrid method designed to solve a problem of dispatching and conflict-free routing of Automated Guided Vehicles (AGVs) in a Flexible Manufac...
référence BibTeXOn the Equivalence of the KMV and Maximum Likelihood Methods for Structural Credit Risk Models
Moody's KMV method is a popular commercial implementation of the structural credit risk model pioneered by Merton (1974). It is an algorithm for estimating...
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In order to study the conditions for a world self-enforcing agreement on climate change, we model cooperative and non-cooperative world climate strategies w...
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