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90 Cahiers pour l'année 2009

Ce document décrit le logiciel NOMAD, une implémentation C++ de l'algorithme de recherche directe sur treillis adaptifs (Mads) pour l'optimisation sous cont...

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Using a heuristic optimization module based upon Variable Neighborhood Search (VNS), the system AutoGraphiX's main feature is to find extremal or near extre...

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We propose an interior-point algorithm based on an elastic formulation of the \(\ell_1\)-penalty merit function for mathematical programs with complementar...

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Umbrella branding is a strategy that consists in using the same name to market different products which may, or may not, be related. The purpose of this pape...

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We present a new column generation algorithm for the determination of a classifier in the two classes LAD (Logical Analysis of Data) model. Unlike existing a...

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Paleoclimate evidence and climate models indicate that certain elements of the climate system may exhibit thresholds, with small changes in greenhouse gas em...

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Although sample size calculations for testing a parameter in the Poisson regression model have been previously done, very little attention has been given to ...

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NOMAD is software that implements the MADS algorithm (Mesh Adaptive Direct Search) for black-box optimization under general nonlinear constraints. Black-box ...

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In this paper we study the situation when a market might be destabilized in the presence of Good Deals. A Good Deal is in general a financial position while ...

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Let <i>G</i> be a connected graph of order <i>n</i>. The algebraic connectivity of <i>G</i> is the second smallest eigenvalue of the Laplacian matrix of <i>G...

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Using the AutoGraphiX system, we obtain conjectures of the form <img src="/cgi-bin/mimetex.cgi?l(n) \leq q_1 \oplus i(G)\leq u(n)"> where <img src="/cgi-bin...

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A new hierarchical divisive algorithm is proposed for identifying communities in complex networks. To that effect, the definition of <i>community in the weak...

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A total dominating set in a digraph <i>G</i> is a subset <i>W</i> of its vertices such that every vertex of <i>G</i> has an immediate successor in <i>W</i>. ...

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The modularity maximization model proposed by Newman and Girvan for the identification of communities in networks works for general graphs possibly with loop...

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In this study, we compare various computational approaches to Bayesian small area estimation of proportions in logistic regression models. The basic idea con...

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In this paper, we study the split delivery vehicle routing problem with time windows SDVRPTW that is a variant of the well-known vehicle routing problem with...

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Cet article propose une nouvelle architecture générique pour l'implantation d'un système intelligent de contrôle en temps réel basé sur la simulation dans de...

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In this paper, we propose a generic model based on linear programming that allows building an optimal production plan for a work shift in an open-pit mine. T...

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We present a new general variable neighborhood search approach for the uncapacitated single allocation <i>p</i>-hub median problem in networks. This NP-hard ...

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Relationships between the diameter of a set of <i>n</i> points in the plane at mutual distance at least one, the diameter of an equilateral <i>n</i>-gon and ...

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In several companies such as large retail stores, the employees perform different activities (e.g., cashier or clerk in a specific department) to respond to ...

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In this paper we propose new matheuristics for solving multidimensional knapsack problem. They are based on the variable neighbourhood decomposition search (...

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A challenge in many applications of non-parametric curve estimation is that the function must satisfy some (lower and/or upper) variable order constraints (f...

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This study analyzes the use of neural network to produce accurate forecasts of total bookings and cancellations before departure, of a major rail operator. ...

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This paper investigates design methods of protection schemes in survivable WDM networks which use pre-configured protection structures (<i>p</i>-structures) ...

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A crew pairing is a sequence of flights, connections and rests that start and end at a crew base and is assigned to a single crew. The crew pairing problem c...

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In this article we find the optimal solution of the hedging problem in discrete time by minimizing the mean square hedging error, when the underlying assets ...

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This study investigated the influence of working memory capacity on the dynamics of text composition from source, notably the strategy used by writers to con...

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The <i>proximity</i> <img src="/cgi-bin/mimetex.cgi?\pi = \pi (G)"> of a connected graph <i>G</i> is the minimum, over all vertices, of the average distance ...

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As of April 2007, the European Union has new regulations concerning driver working hours. These rules force the placement of breaks and rests into the vehicl...

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The Traveling Salesman Problem and the Vehicle Routing Problem are two of the most popular problems in the field of combinatorial optimization. The purpose ...

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The issue of Internet energy consumption and its contribution to global warming has been gaining importance lately. In this paper we present a compilation of...

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<p>With the increasing concern for global warming, the impact of Internet power consumption is gaining interest. In this paper, we explore, for the first ti...

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This paper evaluates the changes in efficiency and productivity of coal-fired electricity generation of 30 Chinese administrative regions from 1999 to 2007. ...

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In this work we develop new methods and algorithms for building networks with high synchronizability of dynamical processes occurring at their nodes. In addi...

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<p>The introduction of new applications that require high bandwidth, high service availability and reliability has generated many researches in the design of...

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The distance energy of a graph <i>G</i> is defined as <img src="/cgi-bin/mimetex.cgi?ED(G) = \sum |\mui |">, where <img src="/cgi-bin/mimetex.cgi?\mu_i"> i...

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This paper considers the application of a Variable Neighborhood Search (VNS) algorithm for finite-horizon (<i>H</i> stages) Markov Decision Processes (MDPs),...

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We consider a two-player asymmetric differential game of pollution control. One player is non-vulnerable to pollution, or unwilling to consider damages when ...

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This intentionally short tutorial is an introduction to the main features of AMPL that are relevant to nonlinear optimization model authoring. Pointers are g...

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In this article, we construct a Malliavin derivative for functionals of a square-integrable Lévy process. The Malliavin derivative is defined via chaos expan...

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In this paper we propose a new hybrid heuristic for solving 0-1 mixed integer programs based on the principle of variable neighbourhood decomposition search....

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Variable neighborhood search (VNS) is a metaheuristic for solving combinatorial and global optimization problems whose basic idea is a systematic change o...

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Harmonic means clustering is a variant of Minimum sum of squares clustering (which is sometimes called <i>K</i>-means clustering), designed to alleviate the ...

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We address the problem of locating in the plane objects such as segments, arcs of circumferences, arbitrary convex sets, their complements or their boundarie...

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This paper aims at developing omnibus procedures for testing for serial correlation using spectral density estimation and wavelet shrinkage. We derive the as...

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A discretization scheme for nonnegative diffusion processes is proposed and the convergence of the corresponding sequence of approximate processes is proved ...

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In this paper we extend some results in Cramér (1955) by considering the expected discounted penalty function as a generalization of the infinite time ruin p...

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We consider a marketing channel with a single manufacturer and a single retailer, where both advertising and quality improvement contribute to the build-up o...

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<p>We propose a new design scheme of resilient Wavelength Division Multiplexing (WDM) networks by extending and reshaping pre-configured protection tree (<i...

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This paper presents a general framework for formulating cutting planes in the context of column generation for integer programs. Valid inequalities can be de...

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A <i>k</i>-edge-coloring of a graph <i>G=(V,E)</i> is a function <i>c</i> that assigns an integer <i>c(e)</i> (called color) in <i>{0,1, ..., k-1}</i> to eve...

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The <i>Vehicle routing Problem</i> (VRP) was introduced 50 years ago by Dantzig and Ramser under the title "The Truck Dispatching Problem". The study of the ...

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Let <i>Q = D + A</i> denote the signless Laplacian matrix of a graph <i>G</i> of order <i>n</i>, where <i>D</i> is the diagonal matrix of the degrees and <i...

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This paper deals with the design and dimensioning of a novel survivable optical network structure, called Petaweb, that can reach a total capacity of severa...

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We consider in this paper a duopoly competing in quantities and where firms can invest in R&D to control their emissions. We distinguish between effort carri...

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Given a graph <i>G=(V,E)</i>, the first Zagreb index <i>M</i><sub>1</sub> is the sum of its vertices squared degrees and the second Zagreb index <i>M</i><sub...

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Many time series encountered in real applications display seasonal behavior. In this paper, we consider multiplicative seasonal vectorial autoregressive movi...

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Given a set of scheduled flights that must be operated by the same aircraft type, the aircraft routing problem (ARP) consists of building anonymous aircraft ...

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The paper provides a survey of the literature which utilizes dynamic state-space games to formulate and analyze intertemporal, many-decision maker problems i...

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<p>In this paper, we present a scalable and agile design for next generation optical backbone networks. We assume each node to be equipped with a MultiServic...

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<p>Today, OCS (Optical Circuit Switching) is still the only mature technology for optical transfer, even if it suffers from its coarse granularity under dyn...

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Khalifeh, Yousefi-Azari, Ashrafi and Wagner [European J. Combin. 30 (2009) 1149-1163] conjectured that for a connected graph <i>G</i> on <i>n</i> vertices...

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This paper presents a new generic architecture for the implementation of an intelligent simulation-based real-time control in large-scale discrete-events sys...

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This paper presents an efficient approach for realistic modelling of internal transport systems. The weakness of the former methods in tracking the traffic w...

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The paper revisits the advertising differential game suggested by G. Leitmann and W. E. Schmitendorf in their paper "Profit Maximization Through Advertising...

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This work analyzes constrained black box optimization in which the functions defining the problem are periodic with respect to some or all the variables. We ...

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Given a set of entities associated with points in Euclidean space, minimum sum-of-squares clustering (MSSC) consist in partitioning this set into clusters su...

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The proximity <img src="/cgi-bin/mimetex.cgi?\pi"> of a graph <i>G</i> is the minimum average distance from a vertex of <i>G</i> to all others. Similarly, th...

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The aim of this paper is to investigate the pricing of the Chicago Board of Trade Treasury-Bond futures. The difficulty to price it arises from its multiple ...

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This chapter deals with an application of stochastic control or stochastic game methods to the design of optimal timing of climate policies. In the first par...

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In this paper, we study the <i>Lebesgue</i> property for convex risk measures for a class of càdlàg processes, extending previous work of Delbaen (2000) and ...

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We propose a deterministic, discrete-time, finite-horizon oligopoly model to investigate investment and production equilibrium strategies, in a setting where...

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Discrete-time survival data with time-varying covariates are often encountered in practice. One such example is bankruptcy studies where the status of each f...

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During the last three decades, the computer has been widely used in spectral graph theory. Many results about graph eigenvalues were first conjectured, and i...

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In the <i>Vehicle Routing Problem with Deliveries, Selective Pickups and Time Windows</i>, the set of customers is the union of <i>delivery customers</i> and...

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Finding maximum likelihood parameter values for Finite Mixture Model (FMM) is often done with the Expectation Maximization (EM) algorithm. However the choice...

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It is observed that mutations in the formulations of test problems over time are not infrequent. Ensuing problems are illustrated with examples from geometri...

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A Public Disclosure Program (PDP) is compared to a traditional environmental regulation (exemplified by a tax/subsidy) in a simple dynamic framework. A PDP a...

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In-house production or outsourcing are important strategic decisions for planning production and capacity in business organizations. Outsourcing to overseas ...

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We study a dynamic Cournot game with capacity accumulation under demand uncertainty, in which the investment is perfectly divisible, irreversible, and produc...

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This work studies multi-objective optimization <i>(MOP)</i> of nonsmooth functions subject to general constraints. We first present definitions and optimalit...

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This paper focuses on the use of different memory strategies to improve multistart methods. A network design problem in which the costs are given by discrete...

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One of the most important aspects of profiling health care providers or services is constructing a model that is flexible enough to allow for random variatio...

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The <i>improved primal simplex</i> (IPS) method has been proposed by Elhallaoui et al. (2008). We rewrite the theory of IPS for a cold start with an initial ...

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A profit and a demand are associated with each arc of a set of profitable arcs of a given graph. A travel time is associated with each arc of the graph. A fl...

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We consider a class of Markov chain models that includes the highly reliable Markovian systems (HRMS) often used to represent the evolution of multicomponent...

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We study the convergence behavior of a randomized quasi-Monte Carlo (RQMC) method for the simulation of discrete-time Markov chains, known as array-RQMC. The...

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We consider an inventory routing problem in discrete time where a supplier has to serve a set of customers over a time horizon. A capacity constraint for th...

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<p>The well-known method stochastic programming in extensive form is used on the large scale, partial equilibrium, technology rich global 15-region TIMES Int...

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