Cahiers du GERAD par année

Liste chronologique

Recherche

97 Cahiers pour l'année 2008

, et

We propose a modified primal-dual interior-point method for nonlinear programming that relaxes the requirement of closely following the central path and lend...

référence BibTeX
, et

Tree based methods have not yet been adapted to handle mixed effects. Previous works extending them to accommodate correlated data are based on the multivari...

référence BibTeX
et

It is now accepted that climate change is due to the cumulative and joint effect of multiple atmospheric trace constituents. The importance of adopting a com...

référence BibTeX

This paper deals with the class of continuous-time singular uncertain linear systems with time-varying delay in the state vector. The uncertainties we are co...

référence BibTeX
, et

The <i>Generalized Vehicle Routing Problem</i> (GVRP) is an extension of the classical <i>Vehicle Routing Problem</i> (VRP) in which the vertex set is partit...

référence BibTeX
et

In this article, we introduce a class of multivariate seasonal time series models with periodically varying parameters, abbreviated by the acronym SPVAR. The...

référence BibTeX
et

In this article, we consider nonparametric regression analysis between two variables when data are sampled through a complex survey. While nonparametric regr...

référence BibTeX

A recent paper of Tuy and Hoai-Phuong published in <i>JOGO</i> (2007) 37:557--569 observes that there are errors in the reformulation of a signomial geometr...

référence BibTeX
, et

<p> The complementarity of two renewable energy sources, namely hydro and wind, is investigated. We consider the diversification effect of wind power to re...

référence BibTeX
, et

The Dutch railway network experiences about three large disruptions per day on average. In this paper, we present an algorithm to reschedule the crews when s...

référence BibTeX
, et

This paper studies sustainability from both an economic and environmental perspective. We concentrate in two separate but interlinked environmental issues: t...

référence BibTeX
, et

<p>The class of Mesh Adaptive Direct Search (MADS) algorithms is designed for the optimization of constrained black-box problems. The purpose of this paper i...

référence BibTeX
, et

<p>Lasso, or <img src="/cgi-bin/mimetex.cgi?\ell^1"> regularized least squares has been explored extensively for its remarkable sparsity properties. The firs...

référence BibTeX
, et

This research assesses the impact of the various states of mind of Flow psychological theory (Csíkszentmihályi 1990) in relation to brand recall and recognit...

référence BibTeX
, et

This work proposes a statistical methodology to handle aggregate data. Aggregate data arises in many fields such as medical science, ecology, social science,...

référence BibTeX
et

A magnet is a pair <i>u,v</i> of adjacent vertices such that the proper neighbours of <i>u</i> are completely linked to the proper neighbours of <i>v</i>. It...

référence BibTeX
, et

Should manufacturers of durable products such as automobiles and household appliances offer cash rebates to all consumers at the time of purchase, or offer t...

référence BibTeX

This paper presents an overview of the column generation method developed at the GERAD research center in Montr&#39;eal for solving large scale vehicle routing ...

référence BibTeX
, et

This paper presents a model for identifying general goals of anonymous consumers visiting a retail website. When visiting a transactional website, consumers ...

référence BibTeX
et

We compare the effectiveness and efficiency of alternative operational dispatching policies that are integrated into the design phase of a circular material ...

référence BibTeX
et

This study proposes a game theoretic approach to model and analyze the process of utilizing biomass for power generation considering three players; distribut...

référence BibTeX
, , et

This paper presents an analysis of the optimal oil production quotas of OPEC under a worldwide climate regime imposing a limitation on the radiative forcing....

référence BibTeX
et

This work presents an exact branch-cut-and-price algorithm for the vehicle routing problem with time windows (VRPTW) where the well-known clique inequalities...

référence BibTeX

This paper deals with the design of equilibrium solutions with coupled constraints in dynamic games of greenhouse gas (GHG) emission abatement. Self-enforcin...

référence BibTeX
, , , et

We present a procedure for self calibration of a pinhole camera subject to radial distortion. Radial distortion parameters are estimated using a nonlinear le...

référence BibTeX
, , et

There has been a wide interest to extend univariate and multivariate nonparametric procedures to clustered and hierarchical data. Traditionally, parametric m...

référence BibTeX

In this paper, we propose a Partial Differential Equation formulation for the value of an option when the underlying asset's price is described by a discrete...

référence BibTeX
et

Vector periodic autoregressive time series models (PVAR) form an important class of time series for modeling data derived from climatology, hydrology, econom...

référence BibTeX
, et

The Improved Primal Simplex algorithm IPS [8] is a dynamic constraint reduction method particularly effective on degenerate linear programs. It is able to ac...

référence BibTeX

Based upon a robust optimization technique, Variable Neighborhood Search (VNS), we use simulation to find rules for identifying the correct Minkowski paramet...

référence BibTeX
, , et

Question retrieval systems, unlike question answering systems, exploit the knowledge contained in previously answered questions to answer new ones by returni...

référence BibTeX
, , et

We consider an inequality of the type <img src="/cgi-bin/mimetex.cgi?A\cdot x\le B\cdot x"> over the idempotent semifield <img src="/cgi-bin/mimetex.cgi?R_{...

référence BibTeX
, et

Necessary and sufficient conditions are provided for existence of a simple graph <i>G</i>, and for a simple and connected graph <i>G'</i> with given numbers ...

référence BibTeX

We review the basic principles of Quasi-Monte Carlo (QMC) methods, the randomizations that turn them into variance-reduction techniques, the integration erro...

référence BibTeX
et

The Protected Working Capacity Envelope (PWCE) concept was proposed by Grover (2004) in order to simplify network and operation management in survivable WDM ...

référence BibTeX
, , et

We consider a maritime inventory routing problem in the liquefied natural gas (LNG) business. Here, an actor is responsible for the routing of the fleet of s...

référence BibTeX
, et

Staffing and scheduling optimization in large multiskill call centers is time-consuming, mainly because it requires lengthy simulations to evaluate performan...

référence BibTeX

Frequency hopping is a feature in GSM (Global System for Mobile Communications) cellular systems in which a frequency carrying the communication rapidly chan...

référence BibTeX
et

We consider filter design of a linear system with parameter uncertainty. In contrast to the robust Kalman filter which focuses on a worst case analysis, we p...

référence BibTeX
et

Top-tier customers - that is, those 20% of customers that typically bring in 80% of all profits - are extremely valuable to companies. In the many instances ...

référence BibTeX
et

The minimum weight feedback vertex set problem (FVS) on series-parallel graphs can be solved in <i>O(n)</i> time by dynamic programming. This solution, howev...

référence BibTeX

This paper addresses the split delivery vehicle routing problem with time windows (SDVRPTW) that consists of determining least-cost vehicle routes to service...

référence BibTeX
, , et

This paper proposes a construction heuristic and an adaptive large neighborhood search heuristic for the technician and task scheduling problem arising in a ...

référence BibTeX

We propose a class of projected Krylov methods for the solution of unsymmetric augmented systems of equations such as those arising from the finite-element f...

référence BibTeX
, , , , et

Meaning cannot be based on dictionary definitions all the way down: at some point the circularity of definitions must be broken in some way, by grounding the...

référence BibTeX
, et

The multi-agent resource allocation problem corresponds to the negotiation of <i>m</i> resources among <i>n</i> autonomous agents, in order to maximize a soc...

référence BibTeX
, et

Column generation algorithms are instrumental in many areas of applied optimization, where linear programs with an enormous number of columns need to be so...

référence BibTeX
, et

Location-allocation problems arise in several contexts, including supply chain and data mining. In its most common interpretation, the basic problem consists...

référence BibTeX
, , , et

With the help of the Graffiti system, Fajtlowicz conjectured around 1992 that the average distance between two vertices of a connected graph <i>G</i> is at ...

référence BibTeX
, et

A polygon is said to be <i>simple</i> if the only points of the plane belonging to two of its edges are its vertices. We answer the question of finding, ...

référence BibTeX
, , et

Shared storage policy allows more flexible use of space than that allowed by the dedicated storage policy. This paper addresses duration-of-stay based shared...

référence BibTeX
, et

This paper estimates a structural vector autoregression model to assess the dynamic effects of terrorism on output and prices in Israel over the post-1985 pe...

référence BibTeX

In this paper we use a dynamic model to analyze the composition and stability of international environmental agreements (IEAs) in an asymmetrical framework. ...

référence BibTeX

Minimum sum-of-squares clustering (MSSC) consists in partitioning a given set of <i>n</i> points into <i>k</i> clusters in order to minimize the sum of squar...

référence BibTeX
, et

Variable neighborhood search (VNS) is a metaheuristic, or framework for building heuristics, based upon systematic change of neighborhoods both in a decent ...

référence BibTeX
et

The transmission of a vertex in a connected graph is the sum of all distance from that vertex to the others. It is said to be normalized if divided by <i>n-1...

référence BibTeX
et

Upper bounds on the average distance \(\overline{l}\) between pairs of vertices of a connected graph with given order \(n\) and minimum degree `(\delta...

référence BibTeX
, et

The bidline scheduling problem with equity arises in several North American airlines. It consists of determining anonymous monthly schedules, called bidlines...

référence BibTeX
, , et

The aim of this paper is to propose a model for the design of a robust rapid transit network. In this paper, a network is said to be robust when the effect o...

référence BibTeX
, , et

Let <img src="/cgi-bin/mimetex.cgi?G=(V,E)"> be a simple, undirected graph of order <img src="/cgi-bin/mimetex.cgi?n"> and size <img src="/cgi-bin/mimetex.cg...

référence BibTeX
, et

Horizontal cooperation among franchisees is now a well-known reality in franchising, as exemplified by the growing number of franchisee associations and adve...

référence BibTeX

Le texte qui suit est un chapitre du livre intitulé <i>Fourmis artificielles, des bases algorithmiques aux concepts et réalisations avancés</i>, Nicolas Monm...

référence BibTeX
, , et

A recent proof of NP-hardness of Euclidean sum-of-squares clustering, due to Drineas et al., <i>Machine Learning</i> 56, 9--33, 2004, is not valid. An altern...

référence BibTeX
, et

The partial equilibrium technology rich global 15-region TIMES Integrated Assessment Model (TIAM) is used to assess climate policies in a very uncertain worl...

référence BibTeX

Methods, models, heuristic and exact algorithms for clustering are reviewed from a mathematical programming view point.

référence BibTeX
, et

The main purpose of this paper is to apply the True Notional Bond System (TNBS) proposed by Oviedo (2006) for the theoretical pricing of the Chicago Board ...

référence BibTeX
, et

In this paper we develop a model to analyze, in a dynamic framework, how countries join international environmental agreements (IEAs). In the model, where co...

référence BibTeX

Minimum sum-of-squares clustering consists in partitioning a given set of <i>n</i> points into <i>c</i> clusters in order to minimize the sum of squared dist...

référence BibTeX
, et

The control synthesis problem for a class of linear time-delay systems with actuator saturation is investigated in this paper. The time delay is considered t...

référence BibTeX
, et

The peak load is the maximum daily processing capacity requirement in a warehouse, and is an alternative criterion for the storage location assignment proble...

référence BibTeX
, et

This paper explores the dynamic properties of price-based policies in a model of competition between two jurisdictions. Jurisdictions invest over time in inf...

référence BibTeX
, , , et

The hexagon and heptagon with unit diameter and maximum sum of Euclidean distances between vertices are determined by enumerating diameter configurations, an...

référence BibTeX
et

We consider a duopolistic industry where the current sales of each firm is proportional to its goodwill stock. The evolution of the latter depends positivel...

référence BibTeX

In this paper, we evaluate the impact of the wireless channel and physical layer parameters on the performance of VoIP traffic in IEEE 802.11g networks. The ...

référence BibTeX
, , et

In this note we suggest a simple but efficient modification of the well-known Nelder-Mead (NM) simplex search method for unconstrained optimization. Instead ...

référence BibTeX
, , et

The problem of reducing the bandwidth of a matrix consists of finding a permutation of rows and columns of a given matrix that keeps the non-zero elements in...

référence BibTeX
, , , et

This article addresses the problem of scheduling the replenishment of items to be delivered to multiple buyers from a single provider in order to minimize th...

référence BibTeX
et

We develop an approximate analysis of an arbitrary size homogeneous unreliable transfer line under a CONWIP discipline. Mean total work in process computatio...

référence BibTeX
, , et

While recent algorithms for mining the frequent subgraphs of a database are efficient in the general case, these algorithms tend to do poorly on databases th...

référence BibTeX
, , et

In this paper we present a simple technique that uses background information to improve mining the frequent patterns of structured data. This technique uses ...

référence BibTeX
et

An LP-digraph is a directed graph which consists of the vertices and edges of a polytope <i>P</i> directed by a linear function in general position. It is ...

référence BibTeX

This paper describes a class of large-scale capacity planning problems under uncertainty. The uncertainty can arise in different dimensions of a production...

référence BibTeX
, et

This paper analyzes competition between mutual funds in a multiple funds version of the model of Hugonnier and Kaniel [18]. We characterize the set of equili...

référence BibTeX
, et

We describe LANCELOT_simple, an interface to the LANCELOT B nonlinear optimization package within the GALAHAD library (Gould, Orban and Toint, 2003) which ig...

référence BibTeX
et

Portmanteau test statistics represent useful diagnostic tools for checking the adequacy of multivariate time series models. For stationary and partially non-...

référence BibTeX
, , et

The purpose of this paper is to introduce a new way of choosing directions for the Mesh Adaptive Direct Search (MADS) class of algorithms. The advantages of...

référence BibTeX

We consider one of the most important issues for multinationals, the determination of transfer prices. To do so, we examine the example of a multinational co...

référence BibTeX

This paper deals with the class of continuous-time singular linear systems with Markovian switching. Under full and partial knowledge of the jump rates of th...

référence BibTeX
et

This paper deals with the stabilization of the class of continuous-time systems. A state feedback controller with delayed states is used to stabilize this cl...

référence BibTeX

A stochastic control model is proposed as a paradigm for the design of optimal timing of greenhouse gases (GHG) emissions abatement. The resolution of unce...

référence BibTeX
, et

Real-world routing problems are often represented by large and complex models, and instances of realistic size are very hard to solve. In most cases one ca...

référence BibTeX
, , et

This paper proposes to use local search inside filtering algorithms of combinatorial structures for which achieving a desired level of consistency is too c...

référence BibTeX
, et

<p> Given a graph <i>G=(V,E)</i> with strictly positive integer weights <img src="/cgi-bin/mimetex.cgi?\omega_i"> on the vertices <img src="/cgi-bin/mimete...

référence BibTeX
et

The aim of this paper is to characterize cooperative and noncooperative advertising strategies of a licensor and licensee involved in a licensing contract ...

référence BibTeX
, et

Flexibility in workforce planning is one of the best ways to respond to fluctuations of the demand. This paper proposes a flexible mixed integer linear pro...

référence BibTeX
, , et

Vendor managed inventory (VMI) takes on a new form in our case study. It occurs between a parent company and its several subsidiaries along the Yangtze Riv...

référence BibTeX
et

This paper considers a two-level vendor managed inventory (VMI) system comprising a distribution center (DC) and a retailer. Both the DC's and the retailer...

référence BibTeX