115 Cahiers pour l'année 2014
The design of rapid transit networks
Metros and other rapid transit systems increase the mobility of urban populations while decreasing congestion and pollution. There are now 187 cities with a ...
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For a Neoclassical growth model, exponential discounting is observationally equivalent to quasi-hyperbolic discounting, if the instantaneous discount rate ...
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Dans cet article, nous proposons un nouveau modèle de diffusion dans le contexte de services d'abonnement. L'évolution dans le temps du nombre d'abonnés est ...
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Starting from the improved primal simplex (IPS) decomposition, introduced by Elhallaoui et al. (2011) to tackle degeneracy in general linear programs, we int...
référence BibTeXUse of a biobjective direct search algorithm in the process design of material science applications
This work describes the application of a direct search method to the optimization of problems of real industrial interest, namely three new material scien...
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Dans cet article, nous étudions des stratégies pour résoudre le problème de partitionnement d'ensemble (PPE), en particulier les gains en efficacité qui pe...
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Clustering and classification of replicated biological data is often performed using classical techniques that inappropriately treat the data as unreplicated...
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The problem of optimal real-time transmission of a Markov source under constraints on the expected number of transmissions is considered, both for the discou...
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In this article, we develop the two-dimensional positive edge criterion for the dual simplex. This work extends a similar pricing rule implemented by Towhidi...
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We investigate the optimal power allocation in an OFDM-SDMA system when some users have minimum requirements for their downlink transmission rate. We first ...
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On considère dans cet article la classe de jeux non-coopératifs dynamiques linéaire-quadratiques avec des contraintes linéaires. On introduit la structure d...
référence BibTeXEstimation of correlations in portfolio credit risk models based on noisy security prices
Portfolio credit risk models are very often constructed with correlation matrices serving as proxies for interrelations in the creditworthiness of each compa...
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Effective route planning for battery electric commercial vehicle (ECV) fleets has to take into account their limited autonomy and the possibility of visiting...
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The airline crew scheduling problem involves assigning a group of crew members to scheduled flights over a planning horizon (usually a month) while respectin...
référence BibTeXCredit risk in corporate spreads during the financial crisis of 2008: A regime-switching approach
Credit spreads and CDS premiums are investigated before, during and after the financial crisis with a flexible credit risk model. The latter is designed to c...
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On considère un jeu coopératif à \(n\)
joueurs et on utilise la fonction caractéristique \(\delta\)
pour évaluer la force stratégique de chacune des coal...
Until recently, graph coloring being a computationally difficult problem, completely dynamic channel allocation was not considered in large scale networks. T...
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Facility location decisions play a critical role in transportation planning. In fact, it has recently become essential to study how such commitment integrate...
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Virtual metrology in quality control deals with drifts in product quality that occur during non-sampling periods. This approach enables a hundred percent con...
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A reliable and scalable mechanism to provide protection against a link or node failure has additional requirements in the context of SDN and OpenFlow. Not on...
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In decentralized control systems with linear dynamics, quadratic cost, and Gaussian disturbance (also called decentralized LQG systems) linear control strate...
référence BibTeXDecentralized stochastic control
Decentralized stochastic control refers to the multi-stage optimization of a dynamical system by multiple controllers that have access to different informati...
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Modern power systems are undergoing a transitional phase, increasingly incorporating variable generation (VG) to harness the economic and environmental benef...
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There are few systematic methodologies capable of predicting and leveraging the reserve capacity potential of large populations of Thermostatically-Controlle...
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An analytical approach and a control strategy are proposed in Part I of this two-part paper for leveraging the aggregate demand of a population of Thermostat...
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Jitter buffering is a key component in multimedia and real-time services. A jitter buffer is used at the receiver side to control packet rate and to compensa...
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The packet delay variation, commonly called delay jitter, is an important quality of service parameter in IP networks especially for real-time applications. ...
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In this paper we introduce a joint planning and energy management framework for Wireless Mesh Networks. In order to show that power management should be inte...
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In this paper, we present a new queueing model providing the accurate average system time for packets transmitted over a cognitive radio (CR) link for multip...
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Dynamic spectrum access (DSA) for secondary networks improves the spectrum utilization by finding spectrum opportunities and exploiting them efficiently. A k...
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Notables features of cognitive radios have made them a technology of choice for wireless communications and motivated the notion of cognitive radio cellular ...
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We provide a comprehensive delay and queueing analysis for two baseline medium access control protocols for multi-user cognitive radio networks with homogene...
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In this paper, we propose a queueing model to analyze the performance of an opportunistic spectrum access (OSA) system with service interruptions operating o...
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Since its introduction in 1969, the set partitioning problem has received much attention, and the structure of its feasible domain has been studied in detail...
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We consider a firm buying a commodity from the spot market as raw material and selling a final product by submitting bids. Bidding opportunities (i.e., deman...
référence BibTeXUnited we stand or divided we stand? Strategic supplier alliances under order default risk
We study the alliance formation strategy among suppliers in a one downstream firm-n upstream suppliers framework. Each supplier faces an exogenous random sho...
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We investigate the impact of store capacity and extent of inter-product substitution in a retailer's assortment on the optimal timing and depth of price pro...
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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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Le partage de gâteau est une métaphore très utilisée pour décrire les problèmes où un agent principal doit allouer des ressources de manière juste. De tels p...
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Including employee preferences in a shift-scheduling scheme raises the question of how to aggregate employee satisfactions in a sensible manner. To do so, we...
référence BibTeXThe randomized Condorcet voting system
Dans cet article, nous introduisons le scrutin de Condorcet randomisé. Notre principale contribution est de le présenter en tant qu'extension naturelle des i...
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Oil industry plays currently a major role in the Canadian economy. In the future, further developments of the oil sector will be affected by the ability to t...
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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,...
référence BibTeXUmbrella-branding spillovers
Dans cet article, nous proposons une extension du modèle d'attraction de parts de marché dans un cadre multi-catégories dans le but de considérer l'effet de ...
référence BibTeXThe Tube Challenge
The Tube Challenge consists of visiting all stations of the London Underground in the least possible time. The competition started in 1959 and the current r...
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The airline crew scheduling problem has received extensive attention, particularly in the last sixty years. This problem is frequently divided into crew pair...
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In this article, we solve the pickup and delivery problem with time windows and last-in-first-out (LIFO) loading. LIFO loading minimizes handling while unloa...
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Given a linear program (LP ) with m constraints and n lower and upper bounded variables, any solution \(x^0\)
to LP can be represented as a nonne...
La proximité \(\pi\)
et l'éloignement \(\rho\)
sont respectivement le minimum et le maximum, pour les sommets d'un graphe connexe, de la distance moyenne...
Le laplacien sans signe des distances d'un graphe connexe \(G\)
est défini par \(\mathcal{D}^\mathcal{Q} = Diag(Tr) + \mathcal{D}\)
, où \(\mathcal{D}\)
...
Dans cet article, nous introduisons une nouvelle mesure d'équité dans un problème d'allocations, e.g., un problème de partage de gâteaux ou de construction d...
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Dans de nombreuses applications réelles d'ingénierie, il est impossible de stocker les Jacobiens ou les Hessiens de manière explicite. L'implémentation de mé...
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Various constrained problem formulations for the optimization of an electro-thermal wing anti-icing system in both running-wet and evaporative regimes are pr...
référence BibTeXTime-ahead pricing of energy supply
Ce rapport propose deux stratégies de fixation des prix de l'électricité pour un maire d'une petite ville américaine de 16 000 habitants. Une implémentation ...
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We investigate geoengineering as a possible substitute for mitigation and adaptation measures to reduce damages from climate change. With the help of an inte...
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While there has been a surge of articles on convergence diagnostic tools for MCMC on continuous stationary distributions and ordinal state spaces, Bayesian c...
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The buffer sizing problem in unreliable production lines is a complex combinatorial optimization problem. In the formulation of the problem, the system consi...
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We propose a new large scale optimization model, named TS_LAP, for the locomotive assignment problem (LAP), which relies on train strings or consist travel p...
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Mining complexes contain multiple sequential activities that are strongly interrelated. Extracting the material from different sources may be seen as the fir...
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The production scheduling of an open pit mine determines the optimal extraction sequencing that significantly impacts a mine's life as well as net present va...
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The use of spatial high-order statistics has been previously proposed as an alternative to introduce richer information about complex spatial patterns in the...
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This paper presents a metaheuristic solution to the optimization of open pit long-term production scheduling with a stockpile and geological uncertainty. The...
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This paper presents a distributed and dynamic programming framework to the mining rate target tracking of multiple mines under financial uncertainty. A singl...
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The optimization of open-pit mine production scheduling (OPMPS) is an intricate process due to its size and uncertainty of key input parameters. Over the las...
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Mining operations are highly affected by risk, commodity price and geology being acknowledged as the most relevant risk factors. Considering these uncertaint...
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Traditional short-term production planning is carried out in two separate sequential optimizations, typically based on mixed integer programming formulations...
référence BibTeXTwo-stage stochastic surface constrained mine production scheduling with pit discretization
This paper addresses the optimization of long-term mine production schedules, building upon a previous stochastic integer programming (SIP) formulation based...
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Global asset optimization aims to simultaneously optimize mine production schedules, destination policies and the various processing streams in order to maxi...
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On considère un jeu dynamique de contrôle de pollution en présence d'incertitude écologique. On caractérise et on compare les stratégies d'équilibres en rétr...
référence BibTeXA semidefinite optimization-based approach for global optimization of multi-row facility layout
This paper is concerned with the Multi-Row Facility Layout Problem. Given a set of rectangular facilities, a fixed number of rows, and weights for each pair ...
référence BibTeXShift scheduling under stochastic demand
Shift scheduling when the demand for employees is stochastic is usually done in two steps. Since employees need to know their shifts before the demand is kno...
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On reconsidère la relation entre le pouvoir de marché et les incitatifs à l'investissement par des firmes. On fait appel à un jeu différentiel avec des firm...
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Nous considérons une chaîne d'approvisionnement fermée composée d'un fabricant et d'un détaillant dans un contexte dynamique. Les joueurs investissent dans ...
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The improved primal simplex (IPS) was recently developed by Elhalaloui et al. to take advantage of degeneracy when solving linear programs with the primal si...
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Air traffic in Europe is predicted to increase considerably over the next decades. In this context, we present a study of the interactions between the costs...
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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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In this paper, we propose a model for an energy broker who acts as a third party between the grid and its clients, through the maintenance of a two-sided po...
référence BibTeXCharacterizing and controlling the statistics of aggregated demand-based reserve resources
Il existe présentement peu de méthodes systématiques capables de prédire et de gérer le potentiel de réglage offert par de grandes populations d'appareils él...
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Les problèmes d'écoulement de puissance optimaux sous contraintes de sécurité (EPOCS) et les problèmes d'ordonnancement des groupes de production sous contra...
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Scheduling production in open-pit mines is characterized by uncertainty about the metal content of the orebody (the reserve) and leads to a complex large-sca...
référence BibTeXComparison of mixed integer linear models for fuel-optimal air conflict resolution with recovery
Any significant increase in current levels of air traffic will need the support of efficient decision-aid tools. One of the tasks of air traffic management i...
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Les algorithmes de simulation et régression sont désormais un outil de base dans plusieurs domaines d'application de la programmation dynamique, notamment en...
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Les communautés éloignées sont typiquement isolées des réseaux de production, transport et distribution d'électricité. C'est ainsi qu'elles doivent compter s...
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We present a matheuristic, an integer programming based heuristic, for the liner shipping network design problem. This problem consists of finding a set of...
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Increase of bandwidth demand in data networks, driven by the continuous growth of the Internet and the increase of bandwidth greedy applications, raise the i...
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In this paper, we propose an empirical study of the centrality of actors in network. The data was collected among publicly available information of the boa...
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Nous présentons une approche efficace pour l'évaluation du risque de contrepartie et le calcul de l'ajustement CVA pour le risque de crédit dans le cas de dé...
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We consider the multivariate linear model for multilevel data where units are nested within a hierarchy of clusters. We propose permutation procedures to tes...
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This paper discusses a unique formulation of en-route flight planning problem in a constrained airspace with the objective of minimizing the total cost while...
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This paper provides new results on the application of semidefinite optimization to satisfiability by studying the connection between semidefinite optimizatio...
référence BibTeXSystem-of-systems approach to air transportation design using nested optimization and direct search
Aircraft sizing, route network design, demand estimation and allocation of aircraft to routes are different facets of the air transportation optimization pro...
référence BibTeXWhich Business Model for ebook Pricing?
Nous caractérisons les prix d'équilibre dans un circuit de distribution sous deux scénarios. Dans le premier scénario, le producteur choisit le prix de trans...
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The Mesh Adaptive Direct Search (MADS) algorithm is designed for blackbox optimization problems subject to general inequality constraints. Currently, MADS do...
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In grid or cloud computing, the optimal location and capacity of data centers (hosting the servers executing the remote users' tasks) depends on the availabl...
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The inventory-routing problem (IRP) integrates two well-studied problems, namely, inventory management and vehicle routing. Given a set of customers to servi...
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Air-conflict resolution is a bottleneck of air traffic management that will soon require powerful decision-aid systems to avoid the proliferation of delays....
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This paper presents a new method for solving the short-term unit commitment and loading problem of a hydropower system. Dynamic programming is used to comput...
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On montre ici que tout semimodule \(M\)
de dimension \(m\)
sur un anneau idempotent \(S\)
ayant une base fortement indépendante peut être plongé dans `...
L'algorithme RLF (Recursive Largest First) est l'un des plus populaires parmi les heuristiques gloutonnes pour le problème de la coloration des sommets d'un ...
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Une coloration des arêtes d'un graphe \(G\)
est une fonction qui attribue un entier (appelé couleur) à chaque arête de \(G\)
de telle sorte que les arête...
Nous étudions des politiques de routage des appels couramment utilisées dans les centres d'appels recevant plusieurs types d'appels et disposant de plusieurs...
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Finding communities in complex networks is a topic of much current research and has applications in many domains. On the one hand, criteria for doing so hav...
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The dust suppression of hauling roads in open-pit mines is done by periodically spraying water from a water truck. The objective of this article is to presen...
référence BibTeXImproved primal simplex: A more general theoretical framework and an extended experimental analysis
In this article, we propose a general framework for an algorithm derived from the primal simplex that guarantees a strict improvement in the objective after ...
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A preconditioned variant of the Golub and Kahan (1965) bidiagonalization process recently proposed by Arioli (2013) and Arioli and Orban (2013) allows us to ...
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Blackbox optimization deals with situations in which the objective function and constraints are typically computed by launching a time-consuming computer ...
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Constrained blackbox optimization is a difficult problem, with most approaches coming from the mathematical programming literature. The statistical literatur...
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In many applications, such as metabolomics, data are composed of several continuous measurements of subjects (tissues) over multiple variables (metabolites)....
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This paper presents the first direct implementation of the positive edge criterion using COIN-OR's CLP, where it has been combined with the Devex pivot rule....
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Typical challenges of simulation-based design optimization include unavailable gradients and unreliable approximations thereof, expensive function evaluation...
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The <b>VRPTW-ST</b> introduced by Errico et al. (2013) in the form of a chance-constrained model mainly differs from other vehicle routing problems with st...
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Commercial piracy and counterfeiting are widespread phenomena in different businesses, ranging from software and video games to luxury fashion products. Th...
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In this paper, we suggest a new approach called the <i>return function</i> to deal with the determination of Bayesian-Nash equilibria in games of incomplet...
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This article describes the problem in which the edges of a network represent customers, and a quantity of material is delivered to them so that each one achi...
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Hybrid power systems for off-grid sites are commonly designed using simulation. Operating rules for the controller dispatch strategy are defined, and a sim...
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