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105 Cahiers pour l'année 2005

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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...

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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&nbsp;[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...

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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...

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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...

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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...

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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...

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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...

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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...

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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...

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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"...

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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...

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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...

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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...

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A survey is made of the AutoGraphiX (AGX) research program for computer as- sisted and, for some functions, automated graph theory.

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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...

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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...

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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...

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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...

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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 ...

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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...

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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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