97 Cahiers pour l'année 2008
We propose a modified primal-dual interior-point method for nonlinear programming that relaxes the requirement of closely following the central path and lend...
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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...
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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...
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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...
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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...
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In this article, we introduce a class of multivariate seasonal time series models with periodically varying parameters, abbreviated by the acronym SPVAR. The...
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In this article, we consider nonparametric regression analysis between two variables when data are sampled through a complex survey. While nonparametric regr...
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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...
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<p> The complementarity of two renewable energy sources, namely hydro and wind, is investigated. We consider the diversification effect of wind power to re...
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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...
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This paper studies sustainability from both an economic and environmental perspective. We concentrate in two separate but interlinked environmental issues: t...
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<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 BibTeXRobust Regression and Lasso
<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...
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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 BibTeXEstimation from Aggregate Data
This work proposes a statistical methodology to handle aggregate data. Aggregate data arises in many fields such as medical science, ecology, social science,...
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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...
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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...
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This paper presents an overview of the column generation method developed at the GERAD research center in Montr'eal for solving large scale vehicle routing ...
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This paper presents a model for identifying general goals of anonymous consumers visiting a retail website. When visiting a transactional website, consumers ...
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We compare the effectiveness and efficiency of alternative operational dispatching policies that are integrated into the design phase of a circular material ...
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This study proposes a game theoretic approach to model and analyze the process of utilizing biomass for power generation considering three players; distribut...
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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....
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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...
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This paper deals with the design of equilibrium solutions with coupled constraints in dynamic games of greenhouse gas (GHG) emission abatement. Self-enforcin...
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We present a procedure for self calibration of a pinhole camera subject to radial distortion. Radial distortion parameters are estimated using a nonlinear le...
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There has been a wide interest to extend univariate and multivariate nonparametric procedures to clustered and hierarchical data. Traditionally, parametric m...
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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...
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Vector periodic autoregressive time series models (PVAR) form an important class of time series for modeling data derived from climatology, hydrology, econom...
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The Improved Primal Simplex algorithm IPS [8] is a dynamic constraint reduction method particularly effective on degenerate linear programs. It is able to ac...
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Based upon a robust optimization technique, Variable Neighborhood Search (VNS), we use simulation to find rules for identifying the correct Minkowski paramet...
référence BibTeXPerformance of n-Grams for a Question Retrieval System in the Context of Approximated Spelling
Question retrieval systems, unlike question answering systems, exploit the knowledge contained in previously answered questions to answer new ones by returni...
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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_{...
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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 ...
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We review the basic principles of Quasi-Monte Carlo (QMC) methods, the randomizations that turn them into variance-reduction techniques, the integration erro...
référence BibTeXA Column Generation Approach for the Design of Survivable WDM Network Based on p-Cycle PWCE
The Protected Working Capacity Envelope (PWCE) concept was proposed by Grover (2004) in order to simplify network and operation management in survivable WDM ...
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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...
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Staffing and scheduling optimization in large multiskill call centers is time-consuming, mainly because it requires lengthy simulations to evaluate performan...
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Frequency hopping is a feature in GSM (Global System for Mobile Communications) cellular systems in which a frequency carrying the communication rapidly chan...
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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...
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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 ...
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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...
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This paper addresses the split delivery vehicle routing problem with time windows (SDVRPTW) that consists of determining least-cost vehicle routes to service...
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This paper proposes a construction heuristic and an adaptive large neighborhood search heuristic for the technician and task scheduling problem arising in a ...
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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...
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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...
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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...
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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 BibTeXA Continuous Analysis Framework for the Solution of Location-Allocation Problems with Dense Demand
Location-allocation problems arise in several contexts, including supply chain and data mining. In its most common interpretation, the basic problem consists...
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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 ...
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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, ...
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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...
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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 BibTeXStability of International Environmental Agreements: An Illustration with Asymmetrical Countries
In this paper we use a dynamic model to analyze the composition and stability of international environmental agreements (IEAs) in an asymmetrical framework. ...
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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...
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Variable neighborhood search (VNS) is a metaheuristic, or framework for building heuristics, based upon systematic change of neighborhoods both in a decent ...
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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...
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Upper bounds on the average distance \(\overline{l}\)
between pairs of vertices of a connected graph with given order \(n\)
and minimum degree `(\delta...
The bidline scheduling problem with equity arises in several North American airlines. It consists of determining anonymous monthly schedules, called bidlines...
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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...
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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...
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Horizontal cooperation among franchisees is now a well-known reality in franchising, as exemplified by the growing number of franchisee associations and adve...
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Le texte qui suit est un chapitre du livre intitulé <i>Fourmis artificielles, des bases algorithmiques aux concepts et réalisations avancés</i>, Nicolas Monm...
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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...
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The partial equilibrium technology rich global 15-region TIMES Integrated Assessment Model (TIAM) is used to assess climate policies in a very uncertain worl...
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Methods, models, heuristic and exact algorithms for clustering are reviewed from a mathematical programming view point.
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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 ...
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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...
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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...
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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 BibTeXMinimizing the Peak Load in a Shared Storage System Based on the Duration-of-Stay of Unit Loads
The peak load is the maximum daily processing capacity requirement in a warehouse, and is an alternative criterion for the storage location assignment proble...
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This paper explores the dynamic properties of price-based policies in a model of competition between two jurisdictions. Jurisdictions invest over time in inf...
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The hexagon and heptagon with unit diameter and maximum sum of Euclidean distances between vertices are determined by enumerating diameter configurations, an...
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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...
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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 ...
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In this note we suggest a simple but efficient modification of the well-known Nelder-Mead (NM) simplex search method for unconstrained optimization. Instead ...
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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...
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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...
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We develop an approximate analysis of an arbitrary size homogeneous unreliable transfer line under a CONWIP discipline. Mean total work in process computatio...
référence BibTeXSyGMA: Reducing Symmetry in Graph Mining
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...
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In this paper we present a simple technique that uses background information to improve mining the frequent patterns of structured data. This technique uses ...
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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 ...
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This paper describes a class of large-scale capacity planning problems under uncertainty. The uncertainty can arise in different dimensions of a production...
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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...
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We describe LANCELOT_simple, an interface to the LANCELOT B nonlinear optimization package within the GALAHAD library (Gould, Orban and Toint, 2003) which ig...
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Portmanteau test statistics represent useful diagnostic tools for checking the adequacy of multivariate time series models. For stationary and partially non-...
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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...
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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...
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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...
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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...
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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...
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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...
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This paper proposes to use local search inside filtering algorithms of combinatorial structures for which achieving a desired level of consistency is too c...
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<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...
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The aim of this paper is to characterize cooperative and noncooperative advertising strategies of a licensor and licensee involved in a licensing contract ...
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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...
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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...
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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...
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