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120 Cahiers pour l'année 2013

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In this paper, we introduce a general framework for vector space decompositions that decompose the set partitioning problem into a reduced problem, defined...

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The integral simplex using decomposition (ISUD) algorithm <font size=2>[Zaghrouti, A., Soumis, F., Elhallaoui, I.: Integral simplex using decomposition for t...

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This paper describes three recent tools for dealing with primal degeneracy in linear programming. The first one is the Improved Primal Simplex (IPS) algor...

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This paper provides an investigation into an anomaly called a short squeeze, in the CBOT T-Bonds Futures Market, for the period spanning January 1985 to Se...

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In this paper, we propose a differential game model with a coupled constraint to represent the possible effects of climate agreements between industrialized,...

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This paper focuses on the resolution of the capacitated minimum cost flow problem on a network comprising <i>n</i> nodes and <i>m</i> arcs. We present a met...

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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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Cognitive radio networks (CRNs) benefit from several features, such as decision-making, spectrum-awareness and reconfigurability over heterogeneous channels....

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This work presents a variation of the elastic net penalization method. We propose applying a combined \(l\)<sub>1</sub> and \(l\)<sub>2</sub> norm pena...

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Measurement systems studies are an integral part of most quality improvement processes. A desirable measurement system must produce repeatable and reprodu...

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Since the 1970's, several authors have studied the structure of the set partitioning polytope and proposed adaptations of the simplex algorithm that find an ...

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An unreliable single part type transfer line with fixed inter machine buffer sizes is considered. In general, imperfect machines operating with imperfect raw...

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We propose an efficient heuristic method based on Space Partitioning (SP) and Tabu Search (TS) to solve the buffer sizing problem in unreliable production li...

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The paper proposes a fundamental modeling and optimization framework for the planning of energy-aware wireless networks. The key idea is that, in order to p...

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This paper introduces a joint planning and management optimization approach for cellular networks to limit energy consumption while guaranteeing QoS and mini...

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A dynamic global hedging procedure making use of futures contracts is developed for a retailer of the electricity market facing price, load and basis risk. S...

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In this paper, we present a mixed integer programming model for solving the long-term planning problem of an underground mine. This model establishes the seq...

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We propose a generalization of the limited-memory Cholesky factorization of Lin and Moré (1999) to the symmetric indefinite case with special interest in sym...

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We consider a class of dynamic games played over an event tree, where the players cooperate to optimize their expected joint payoff. Assuming that the pla...

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Aircraft maintenance planning is of critical importance to the safe and efficient operations of an airline. It is common to solve the aircraft routing and ma...

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In this work, we study the goal-achieving probabilities of a multiperiod mean-variance financial strategy under a switch-when-safe stopping time rule. Th...

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In this paper, we establish closed-form formulas for key probabilistic properties of the cone-constrained optimal mean-variance strategy, in a continuous mar...

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Generation Expansion Planning (GEP) with load uncertainty is modeled in this paper using chance constrained programming, and new iterative solution algorit...

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This paper considers inventory models of <i>(Q,s)</i> type with <i>Q</i> the order-quantity and <i>s</i> the order point. In general, an optimal choice of c...

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In this paper, we propose a multivariate random forest method for multiple responses of mixed types with missing responses. Imputation is performed for eac...

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Since its inception, stochastic Data Envelopment Analysis (DEA) has found many applications. The approach commonly taken in stochastic DEA is via chance cons...

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The frontier of the Production Possibility Set (PPS) consists of two types of full dimensional facets; efficient and weak facets. Identification of all facet...

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The analysis of networks and in particular the identification of communities, or clusters, is a topic of active research with application arising in many dom...

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In this paper we present JNetMan, a new Java framework for rapid development of network management solutions based on SNMP (Simple Network Management Protoco...

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Despite the growing concern for the energy consumption of the Internet, green strategies for network and traffic management cannot undermine the quality and ...

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A robust multi-period model is proposed to minimize the energy consumption of IP networks, while guaranteeing the satisfaction of uncertain traffic demands. ...

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Recent data confirms that the power consumption of the ICT and of the Internet itself can no longer be ignored considering the increasing pervasiveness and...

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Regarding the integration of services and applications, a requisite for the widely deployment of cognitive radio networks is the support of service different...

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It is increasingly important to provide the relevant data for strategic decisions related to oil production and the marketing of oil products. We propose the...

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This article deals with the general theory of games played over uncontrolled event trees, i.e., games where the transition from one node to another is natu...

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Many important NP-hard combinatorial problems can be efficiently approximated using semidefinite programming relaxations. We propose a new hierarchy of sem...

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We study the number \({\cal{P}}(G)\) of non-equivalent ways of coloring a given graph \(G\). We show some similarities and differences between this graph...

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A graph \(G = (V,E)\) is \(r\)-equitably \(k\)-colorable if there exists a partition of \(V\) into \(k\) independent sets `(V1, V2, \ldots, V_k...

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Variations and extensions of the basic vertex-colouring and edge-colouring models have been developed to deal with increasingly complex scheduling problems. ...

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In this paper we present a forecasting method for time series using copula-based models for multivariate time series. We study how the performance of the p...

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In 1971, Graham and Pollack established a relationship between the number of negative eigenvalues of the distance matrix and the addressing problem in data c...

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The PROMETHEE method, developed by Brans and Mareschal (Brans, 1982; Brans and Mareschal, 1994) has been extended to be used in the group decision context (a...

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This paper proposes a state-of-the-art branch-cut-and-price algorithm for the vehicle routing problem with stochastic demands (VRPSD). We adapt the model of ...

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La recherche à voisinages variables (RVV), ou <i>Variable Neighborhood Search (VNS)</i> en anglais est une métaheuristique dont l'invention est due à Nenad ...

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L'écriture est une activité humaine complexe qui implique l'utilisation par le scripteur d'outils aujourd'hui variés (papier-crayon, papier-clavier, écran-cl...

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The Euclidean distance between the eigenvalue sequences of graphs \(G\) and \(H\), on the same number of vertices, is called the spectral distance &nb...

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In this article we introduce the Quadratic Capacitated Vehicle Routing Problem (QCVRP), a combinatorial optimization problem that arises in practical applica...

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We study the Capacity Constrained Lot Size Problem with Setup Times (CLST). Based on two strong reformulations of the problem, we present a transformed refor...

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In terms of energy resources, Canada is an important player on the world scene. However, the energy systems of the Canadian provinces and territories are muc...

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<b>Background:</b> Zoonoses are a growing international threat interacting at the human-animal-environment interface and call for transdisciplinary and mul...

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This paper presents an analysis of Canadian energy and climate policies in terms of the coherence between federal and provincial/territorial strategies. Afte...

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Unconditional consensus is the property of a consensus algorithm for multiple agents, to produce consensus irrespective of the particular time or state at wh...

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Preferential sampling of high grade zones is a common practice in the drilling campaigns of ore deposits. This may lead to a bias in the statistics derived f...

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Mining operations can be modelled as a supply chain from the sources of raw material (mines) through various processing streams to the final saleable product...

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Cutoff grade specifies the available supply of metallic ore from an open pit mine for the multiple processing and refining streams of the corresponding minin...

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We design and implement a dynamic program (DP) for valuing corporate securities, seen as derivatives on a firm's assets, and computing the term structure o...

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Traditionally, mining engineers plan an open pit mine considering pre-stablished conditions of operation of the plant(s) derived from a previous plant optimi...

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In the literature, the study of price subsidies of new technologies has focused on the tactical problem of achieving maximum penetration under a budget con...

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Tropical algebra is the study of algebraic structures (tropical maps, idempotent semimodules, etc), constructed over the semifield `(\underline{\mathbb{R}} ...

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This paper proposes a heuristic approach based on network flow techniques to schedule the production in open-pit mines, while accounting for metal uncertaint...

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In the era of big data, data sets have been growing very large, and interest for algorithms and computation framework that handle such large scales is increa...

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The spatial continuity of lithology and ore grade is one of the key factor for proper mine planning. Traditional geostatistical methods are used for spatial ...

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This paper proposes a stochastic integer programming (SIP) formulation to address the optimization of long-term mine production schedules, whereby the supply...

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The characterization of the spatial continuity of categorical variables, such as geological units, is a longstanding subject in geostatistics. Indicator cova...

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This paper attempts to incorporate equipment selection/allocation into the optimization of open pit mine production scheduling. Equipment selection has been ...

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The classical maximum closure problem is of particular importance to the mining industry because it is the underlying formulation related to mine design and ...

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Mine scheduling requires input variables such as geological model and economic values in order to deliver an optimal production schedule. Geological uncertai...

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Subsurface flow and solute transport simulations are performed using different scenarios of permeability fields generated from the sequential Gaussian simula...

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In this paper we propose the use of twin graphs for optical transport network (OTN) physical topology design. Some properties inherent to twin graphs are fa...

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In this paper we present a comparative study of several strategies that can be applied to achieve the so-called elementary lower bound in vehicle routing p...

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Parkinson's disease (PD) is a multifactorial disease known to result from a variety of factors. Although age is the principal risk factor, other etiological ...

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This paper deals with the development of an efficient iterative method to solve the chance-constrained generation expansion planning (GEP) problem. Reliabili...

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In this paper we consider the vehicle routing problem with hard time windows and stochastic service times (VRPTW-ST); in this variant of the classic VRPTW ...

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Onshore oil fields may contain hundreds of wells that use sophisticated and complex equipments. These equipments need maintenance regularly to keep the...

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Cet article présente une caractérisation des graphes pour laquelle le rayon spectral du Laplacien sans signe q<sub>1</sub> est extrémal lorsqu'un invarian...

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We use a newly developed bottom-up model of the entire Canadian energy system (TIMES-Canada) to assess potentials for electrification of the road transport s...

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Optical networks, given their excellent characteristics in terms of high bandwidth and low latency, play a crucial role in enabling today's applications that...

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Avoiding or preventing deadlocks in simulation tools for train scheduling remains a critical issue, especially when combined with the objective of minimizing...

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In this paper, we suggest DE-VNS as a new heuristic that combines two well known metaheuristic approaches: Differential Evolution (DE) and Variable Neighbour...

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We compare the use of price-based policies or taxes, and quantity-based policies or quotas, for controlling emissions in a dynamic setup when the regulator...

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In this paper we evaluate the performance and compare 19 different heuristics for solving continuous global optimization. They are all based on the following...

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First-generation R&D-based endogenous growth models have been criticized because they predict strong scale effects (growth rate proportional to the size of...

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Symmetric quasi-definite systems may be interpreted as regularized linear least-squares problem in appropriate metrics and arise from applications such as re...

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Attractive travelling salesman problem (AtTSP) consists of finding maximal profit tour starting and ending at a given depot after visiting some of the faci...

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Variable neighborhood search (VNS) is a meta-heuristic for solving optimization problems, whose basic idea is a systematic change of neighborhood structure...

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In this paper we present a novel experimental platform for network management able to dynamically optimize the energy consumption of backbone IP networks ope...

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In this paper, we study N -player finite-horizon discrete-time dynamic stochastic games where the uncertainty is described by an event tree. We consider ...

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In this paper we study a class of N -player finite-horizon linear-quadratic difference games with linear constraints. We introduce a specific information...

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This paper proposes models and algorithms for the pickup and delivery vehicle routing problem with time windows and last-in-fi rst-out (LIFO) loading constr...

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Le nombre de Cahiers du GERAD vient de dépasser 2000. C'est un nombre qui en dit long sur l'activité du centre. Nous profiterons de cette occasion pour fa...

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We consider the multicommodity network flow formulation of the Multiple Depot Vehicle Scheduling Problem (MDVSP) and investigate several strategies within a ...

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The paper surveys the literature on cooperative advertising in marketing channels (supply chains) using game theoretic methods. During the last decade in p...

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This paper studies a districting problem which arises in the context of financial product pricing. The challenge lies in partitioning a set of small geogra...

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Projected Krylov methods are full-space formulations of Krylov methods that take place in a nullspace. Provided projections into the nullspace can be compute...

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In the present paper, we are interested in studying mathematical properties of the Balaban index of connected graphs. We present a discussion on and refuta...

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The integer least squares problem is an important problem that arises in numerous applications. We propose a real relaxation-based branch-and-bound (RRBB) ...

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Dantzig-Wolfe reformulation solved by Column Generation is an approach to obtain improved bounds for Mixed Integer Programs. A downside of this approach is t...

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We describe the most recent evolution of our constrained and unconstrained testing environment and its accompanying SIF decoder. Code-named SIFDecode and CU...

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The distance Laplacian of a connected graph G is defined by L = Diag(Tr) - D, where D is the distance matrix of G , and Diag(Tr) is the diagonal m...

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Why private labels (PLs) enjoy a large market in some countries while hardly penetrating others? What makes a market favourable to PL-product development? A...

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We propose a new numerical method for evaluating long-maturity American put options. Most existing numerical approaches are based on the time discretization...

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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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Cloud Computing applications are inherently oriented to send and receive information between multiple virtual machines and geographically distributed users. ...

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Le changement climatique constitue un défi majeur du 21<sup>e</sup> siècle. C'est un phénomène global, transfrontalier s'inscrivant dans un horizon de temps ...

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

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Scheduling often plays an important role in vehicle routing. This paper describes several applications in which the author has been involved in recent years...

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We propose a new dynamic row/column management algorithm for the schedule of freight trains in a single/double track railway system. While many works have al...

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Column generation for solving linear programs with a huge number of variables alternates between solving a master problem and a pricing subproblem to add var...

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Cloud Computing networks include software components, servers, routers, network links, and data center facilities. Thus, they require a meticulous design tha...

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Introduced during the late nineties of the last century, Variable Neighborhood Search (VNS) was first designed for solving specific problems in combinatorial...

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This paper proposes a dynamic game model of the process through which countries join international environmental agreements (IEAs). The model assumes that ...

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The Mesh Adaptive Direct Search algorithm (MADS) algorithm is designed for nonsmooth blackbox optimization problems in which the evaluation of the funct...

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In this paper, we propose an algorithm to solve multi objective optimization problem where the objects under study are graphs. The proposed algorithm is des...

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The ubiquity of cloud applications requires the meticulous design of cloud networks with high quality of service, low costs, and low CO<sub>2</sub> emissions...

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We consider a differential game with a corrupt government and civil society as its players. We characterize open-loop and feedback Nash equilibria and find...

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We propose a stochastic dynamic program for valuing options on stock-index futures. The model accounts for deterministic, seasonally varying dividends gene...

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The unit commitment problem is a fundamental problem in the operation of power systems. The purpose of unit commitment is to minimize the system-wide cost o...

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Consider a scale that accepts three marbles of different weights. The scale only ranks the marbles, by indicating the heaviest, the lightest and the middle ...

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One of the major results announced in the static literature on the coordination of pricing decisions in bilateral monopolies states that vertical integrati...

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This paper analyzes the coalitional Great Fish War model under the assumption that players differ in their time preferences and use different discount rate...

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