Cahiers du GERAD par année

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109 Cahiers pour l'année 2011

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Transmission and betweenness centrality are key concepts in communication networks theory. In this paper, a series of network descriptors based on betweenne...

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Given a graph <i>G</i>, an integer <i>k</i>, and a cost <i>c<sub>uv</sub></i> associated with all pairs <i>uv</i> of non-adjacent vertices in <i>G</i>, the ...

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This work introduces the use of the treed Gaussian process (TGP) as a surrogate model within the mesh adaptive direct search (MADS) framework for constrain...

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Dynamic constraint aggregation (DCA) and dual variable stabilization (DVS) are two methods that can reduce the negative impact of degeneracy when solvi...

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In this article we study a network design problem that arises in the exploitation of wind energy. We formulate this problem as a mixed integer programming ...

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Our main interest is the prediction of future events for recurrent event processes. We intend to build a Bayesian model, based on sound philosophical princip...

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We investigate the dynamic effect that the Tandroy's unsustainable practices have on the forest. The Tandroy people lives in Androy, a region located in th...

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We consider a duopoly competing in quantity, where firms can invest in both innovative and absorptive R&D to reduce their unit production cost, and where t...

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Clusterwise regression is a clustering technique where multiple lines or hyperplanes are fit to mutually exclusive subsets of a dataset such that the sum of ...

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Finding communities, or clusters, or modules, in networks can be done by optimizing an objective function defined globally and/or by specifying conditions wh...

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In this paper, we present the PolyMAX module which enhances ns-2 (network simulator 2), the most popular network simulator used in academia, to provide one o...

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We introduce a Laplacian for the distance matrix of a connected graph, called the <i>distance Laplacian</i> and we study its spectrum. We show the equivalenc...

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We introduce a signless Laplacian for the distance matrix of a connected graph, called the <i>distance signless Laplacian</i>. We study the <i>distance signl...

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In an onshore oil field, the productivity of oil wells decreases when they require maintenance. To restore full productivity at a well, it must be visi...

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The complex epidemiology of vector-borne diseases creates significant challenges in the design and delivery of prevention and control strategies, especially ...

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A significant game-theoretic literature on the coordination of distribution channels has developed over the past three decades. We provide an extensive analy...

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We study call routing policies commonly used in call centers with multiple call types and multiple agent groups. We propose a new weight-based routing polic...

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Under some standard market assumptions, evaluating a derivative implies computing the discounted expected value of its future cash flows. In that context, th...

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We consider a Closed-loop supply chain (CLSC) with a single manufacturer and a single retailer. We characterize and compare the feedback equilibrium resul...

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This paper presents an analysis of a compiled database of power consumption and networking functionalities found in datasheets of routers and switches of so...

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With the growing popularity of bandwidth demanding services such as HDTV, VoD, and video conferencing applications, there is an increasing demand on broadb...

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We propose a new generic flow formulation for Failure-Independent Path-Protecting (FIPP) <i>p</i>-cycles subject to multiple failures. While our new model re...

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Although the main objectives of dynamic spectrum access and cognitive radios are to solve the problem of spectrum scarcity and usage inefficiency, we show in...

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To ensure widespread deployment and popularity, next generation wireless services will require a Quality of Service (QoS), and particularly a reliability, th...

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Cognitive radios (CR) are an efficient approach to deploy a secondary network in the vacant portions of the spectrum licensed to primary networks. However, w...

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Cognitive radios (CR) are an efficient approach to deploy a secondary network in the vacant portions of the spectrum licensed to primary networks. However, w...

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Cognitive radio-based Long Term Evolution (LTE) networks enjoy the interesting features of cognitive Radios (CR), such as learning and reconfigurability, wh...

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In this paper, we introduce a queueing approach with server interruptions to analyze the performance of a cognitive radio (CR) link subject to recurrent fail...

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In this paper we analyze the promising, but yet mostly unexplored, ability of opportunistic spectrum access (OSA) based on cognitive radios (CR) to provide a...

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Cognitive radio networks (CRNs) benefit from several features, such as decision-making, spectrum-awareness and reconfigurability, which enable them to perfor...

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This paper deals with the joint planning and energy management operation of Wireless Mesh Networks. We claim that energy management should be incorporated a...

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The focus of the paper is on adequate service and content distribution with Dedicated Channels having a Small number of Viewers (DCSV for short) in a multi-c...

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In 1956, Nordhaus and Gaddum gave lower and upper bounds on the sum and the product of the chromatic number of a graph and its complement, in terms of the or...

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Organizational behavior and stakeholder processes continually influence energy strategy choices and decisions. Although theoretical optimizations can provide...

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In a recent paper, Zhan, Zhang, Guan, and Zhou [Phys. Rev. E <b>83</b>, 066120 (2011)] presented a modified adaptive genetic algorithm (MAGA) tailored to the...

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We study the problem of packing equal circles in a square from the mathematical programming point of view. We discuss different formulations, we analyse fo...

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Modularity maximization is extensively used to detect communities in complex networks. It has been shown however that this method suffers from a resolution l...

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The min-max <i>k</i>-vehicles windy rural postman problem consists of minimizing the maximal distance traveled by a vehicle in order to find a set of b...

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Column generation for solving linear programs with a huge number of variables alternately solves a (restricted) master problem and a pricing subproblem to ad...

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The Job Grouping Problem consists of assigning a set of jobs, each with a specific set of tool requirements, to machines with a limited tool capacity in orde...

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This paper presents a system architecture for demand side load management in the Smart Grid, which is composed of three main modules for admission control, l...

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It is shown that parametric bootstrap can be used for computing P-values of goodness-of-fit tests of multivariate time series parametric models. These mo...

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The maximum-stable-set and maximum-clique problems are operations research problems that arise in numerous areas such as social networking, electrical engin...

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Classical control charts detect when a process loses its stability, but they do not give indications on the gravity of the instability and on the risk incu...

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We present a branch-price-and-cut method to solve a maritime pickup and delivery problem with time windows and split loads. The fleet of ships is heterogen...

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The sophisticated and automated means of data collection used by an increasing number of institutions and companies leads to extremely large datasets. Sub...

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Climate change is one of the greatest challenges facing our planet in the foreseeable future and despite the urgency of the situation global GHG emissions ...

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Finding communities, or clusters, in networks, or graphs, has been the subject of intense studies in the last ten years. The most used criterion for that pu...

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In the last ten years, finding communities in networks, has been the subject of intense studies. If modularity maximization is still one of the mostly studi...

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In this article we address the model order reduction problem for resistor networks by using methods from graph theory. We formulate this problem through gr...

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A travelling deliveryman needs to find a tour, such that the total waiting time of all his customers is minimum. The Deliveryman starts his tour at a depot...

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We consider a class of infeasible, path-following methods for convex quadratric programming. Our methods are designed to be effective for solving both nonde...

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Operational problems arising in the planning of integrated supply chains have been increasingly studied in the past decade. Among these, the production rout...

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In chemical graph theory, many graph parameters, or topological indices, were proposed as estimators of molecular structural properties. Often several varian...

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Monte Carlo method for estimating multidimensional integrals, with applications to rare-event probability estimation. The method fuses two distinct and po...

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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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Soit \(G\) un graphe connexe, \(n\) l'ordre de \(G\), et \(f\) (resp. \(t\)) l'ordre maximum d'une forêt induite (resp. d'un arbre induit) dans `...

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It is now well known that in order to solve global environmental problems, such as global warming, a volunteer participation of sovereign countries to inte...

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Randomized quasi-Monte Carlo (RQMC) can be seen as a variance reduction method that provides an unbiased estimator of the integral of a function <i>f</i> ov...

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An <i>r</i>-equitable <i>k</i>-coloring <i>c</i> of a graph <i>G=(V,E)</i> is a partition of <i>V</i> into <i>k</i> stable sets <img src="/cgi-bin/mimetex.cg...

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There are currently several systems to collect online writing data in keystroke logging. Each of these systems provides reliable and very precise data. Unf...

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In this paper, we present an edge and vertex decomposition of the Wiener index (<i>W</i>) that is related to the concept of betweenness centrality used in so...

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The decomposition of the movement of the eye into different categories is critical to their study. According to the algorithm used, some movements may signi...

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This paper presents a non--technical account of the developments in tree--based methods for the analysis of survival data with censoring. This review desc...

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Carbon leakage and competitiveness concerns are some of the main reasons why an international environmental agreement is lacking to fight climate change. M...

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We present a new primal-dual interior-point algorithm for linear programming problems with equality and inequality constraints. The inequality constraints ar...

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We study the welfare effects of Price Cap Regulation (PCR) and the strategic behaviour it may induce in gas transportation networks by analyzing a stylized g...

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Interior-point methods in augmented form for linear and convex quadratic programming require the solution of a sequence of symmetric indefinite linear ...

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It is well known that some local search algorithms for <i>K</i>-clustering problems could stop at a solution with fewer clusters than the desired <i>K</i>....

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This paper presents an hybrid Variable Neighborhood-Tabu Search algorithm to solve the Site Dependent Vehicle Routing Problem (SDVRPTW). Our implementation o...

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Parameterizing source code for architecture-bound optimization is a common approach to high-performance programming but one that makes the programmer's task ...

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This chapter provides an overview of cone optimization models for facility layout and VLSI floorplanning problems. We focus on two classes of problems to w...

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This paper explores new connections between the satisfiability problem and semidefinite programming. We show how the process of resolution in satisfiability...

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Variable Neighborhood Search (VNS) has shown to be a powerful tool for solving both discrete and box-constrained continuous optimization problems. In this ...

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In this paper we consider two similar NP-hard optimization problems on graphs: the metric dimension problem and the problem of determining minimal doubly r...

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In this paper an effective modification to the original Nelder-Mead simplex method is suggested. It is shown that the new heuristic outperforms on average ...

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Censored quantile regression models are very useful for the analysis of censored data when standard linear models are felt to be appropriate. However, fitt...

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Given a graph <i>G</i> and a bipartition of its vertices, the edge-ratio is the minimum for both classes so defined of their number of internal edges divid...

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We present a Variable Neighborhood Search approach to solving the one-commodity pickup-and-delivery travelling salesman problem. It is characterized by a s...

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The asymmetric distance--constrained vehicle routing problem, consists of finding vehicle tours to connect all customers with a depot, such that the to...

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Cont et al. 2007 recently showed that coherent risk measures are not robust with respect to changes in large data. In this paper we show that robust risk ...

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In the service industry, the employees perform work shifts and are assigned to interruptible activities and uninterruptible tasks during their shifts. The ...

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We investigate the optimum control of a stochastic system, in the presence of both exogenous (control-independent) stochastic state variables and endogenous...

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We extend the contingent claims framework for the levered firm in explicitly modeling the resolution of financial distress under formal bankruptcy as a non-c...

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The objective in the continuous facility location problem with limited distances is to minimize the sum of distance functions from the facility to the cust...

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We consider a cement delivery problem with an heterogeneous fleet of vehicles and several depots. The demands of the customers are typically larger than the ...

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The topic of this paper is the evaluation of QoS parameters in live Pre-Wimax environments. The main contribution is the validation of an analytical delay-ji...

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The GRIEG model is a hybrid model of demo-economic projections that combines two approaches: the econometric approach - based on the micro-economy - of the N...

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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 consider derivative-free optimization, and in particular black box optimization, where the functions to minimize and the functions representing the con...

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We develop a contingent claims model of a firm in financial distress with a formal account for renegotiations under the Chapter 11 bankruptcy procedure. Sh...

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We present a new class of dynamic bargaining problems, called "bargaining problems with intertemporal maximin payoffs," that may reflect sustainability probl...

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Heuristics are widely applied to modularity maximization models for the identification of communities in complex networks. We present an approach to be appli...

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Community detection in networks based on modularity maximization is currently done with hierarchical divisive or agglomerative as well as with partitioning h...

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Les outils informatiques de capture en temps réel (Scriptlog, inputlog ou Eye and Pen) procurent des données d'une qualité inégalée (par les autres méthodes)...

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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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The risk-adjusted selection and timing performance (alphas and gammas) of a comprehensive and survivorship-free sample of Canadian equity SRI funds after (be...

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Le but de cet article est de décrire et de résoudre un nouveau et important problème auquel font face les compagnies maritimes spécialisées dans le transport...

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This paper provides a general procedure for pricing American- and European-style interest rate derivatives within multifactor affine term structure models....

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We present a three-stage method using mathematical-programming techniques for finding high-quality solutions to the multi-floor facility layout problem. The...

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We explore the role of the discount on closed-end funds (CEFD) in asset pricing and weakly tests its validity as a proxy for sentiment in the Canadian stock ...

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Accurate measurements of snow water equivalent (SWE) is an important factor in managing water resources for hydroelectric power generation. SWE over a catchm...

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A branch and bound strategy is proposed for solving the clusterwise regression problem, extending Brusco's repetitive branch and bound algorithm (RBBA). The ...

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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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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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In this paper we study a variant of the Capacitated Team Orienteering Problem (CTOP), that is the problem where a fleet of vehicles, each with a constraint...

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We prove here a tropical version of the well-known Whitney embedding theorem (1944) stating that a smooth <i>m</i>-dimensional compact manifold can be e...

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We propose a conceptually simple, finite simplicial branch-and-bound algorithm for minimizing a concave function over a polytope. The proposed algorithm req...

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In the context of algorithmic parameter optimization, there is much room for efficient usage of computational resources. We consider the OPAL framework in wh...

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