90 Cahiers pour l'année 2009
NOMAD User Guide. Version 3.7.2
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...
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...
référence BibTeXPower and Sample Size Calculations for Poisson and Zero-Inflated Poisson Regression Models
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...
référence BibTeXEnhanced Branch-and-Price-and-Cut for Vehicle Routing with Split Deliveries and Time Windows
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 ...
référence BibTeXA Note on Diameters of Point Sets
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 ...
référence BibTeXVariable Neighbourhood Decomposition Search with Pseudo-Cuts for Multidimensional Knapsack Problem
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...
référence BibTeXA Unified Modeling and Solution Framework for Pre-Planned Protection in Survivable WDM Networks
<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...
référence BibTeXA Variable Neighborhood Search Based Algorithm for Finite-Horizon Markov Decision Processes
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...
référence BibTeXMalliavin Calculus and Clark-Ocone Formula for Functionals of a Square-Integrable Lévy Process
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....
référence BibTeXVariable Neighborhood Search
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...
référence BibTeXFifty Years of Vehicle Routing
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...
référence BibTeXSurvivability and Reliability of a Composite-Star Transport Network with Disconnected Core Switches
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...
référence BibTeXCore OBS Traffic Properties and Behavior
<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...
référence BibTeXOn a Conjecture About the Szeged Index
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...
référence BibTeXEfficient Simulation Model for Real-Time Fleet Management Problems in Internal Transport Systems
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...
référence BibTeXPricing the CBOT T-Bonds Futures
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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