Le paradoxe de Parrondo est étendu à des marches aléatoires en environnements aléatoires avec changement de régimes. Le comportement paradoxal de la march...

Climate change is one of the greatest environmental challenges facing our planet in the foreseeable future, yet, despite international environmental agreemen...

This paper describes a vector space decomposition algorithmic framework for linear programming guided by dual feasibility considerations. The resolution pro...

Dans cet article nous étudions le problème de concevoir un réseau de collecte pour un parc éolien, dans le cas où la localisation des turbines et des câble...

This paper presents an optimization method to solve the short-term unit commitment and loading problem with uncertain inflows. A scenario tree is built base...

Inspired by successful biological collective decision mechanisms such as honey bees searching for a new colony or the collective navigation of fish schoo...

We use a newly developed model of the entire Canadian energy system (TIMES-Canada) to assess the climate change mitigation potential of different agri-food c...

Écrire un texte de qualité est un processus complexe. Plusieurs domaines d'études se penchent sur les possibilités d'analyse des pratiques d'écriture des bon...

The tail assignment problem is a critical part of the airline planning process that assigns specific aircraft to sequences of flights, called lines-of-flight...

Dans cet exposé, on rappelle les éléments importants de la théorie des jeux dynamiques définis sur des arbres d'évènements. Ensuite, on montre comment bâtir...

Reforming energy consumption subsidies, in particular for fossil fuels, has been frequently referred to as a quick-win policy to enhance environmental miti...

This paper presents a new formulation for the risk averse stochastic reservoir management problem. Using recent advances in robust optimization and stochasti...

In smart-metered systems, fine-grained power demand data (load profile) is communicated from a user to the utility provider. The correlation of the load pr...

This paper presents a numerical investigation of the non-hierarchical formulation of Analytical Target Cascading (ATC) for coordinating distributed multidisc...

We model and solve the problem of sequencing a set of jobs with specified processing times and tool requirements on a set of identical parallel machines. D...

Given a flight schedule and a set of aircraft of different types, the airline fleet assignment problem (FAP) consists of assigning an aircraft type to each f...

Two bivariate extensions of the Skellam distribution were proposed by Genest and Mesfioui (2014), who also derived moment estimators for their dependence par...

In order to determine the risk capital for their aggregate portfolio, property and casualty insurance companies must fit a multivariate model to the loss tri...

Traditionally, claim counts and amounts are assumed to be independent in non-life insurance. This paper explores how this oft unwarranted assumption can be r...

Thermoforming process is a technique widely used in the plastic industry. This process involves three stages: i) sheet heating, ii) forming, and iii) cooling...

We introduce an iterative algorithm for the solution of the diameter minimization clustering problem (DMCP). Our algorithm is based upon two observations: 1)...

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 ...

Starting from the improved primal simplex (IPS) decomposition, introduced by Elhallaoui et al. (2011) to tackle degeneracy in general linear programs, we int...

In this paper we present a novel formulation based on a certain median function to solve discretely constrained mixed complementarity problems (MCPs). Such p...

In this paper, we investigate team optimal control of a population of heterogeneous LQ (Linear Quadratic) agents. The population consists of finite distinct...

A class of hybrid systems with both autonomous and controlled switchings and jumps is considered where switching manifolds corresponding to autonomous switch...

This work deals with the performance analysis of a particular type of AMI: the RF-mesh based smart meter network. The system implements a MAC access with a t...

Avec les avancées dans l’intégration des énergies renouvelables dans les réseaux électriques, les méthodes de planification stochastiques deviennent des alte...

Une collection de systèmes linéaires engendrés au cours des itérations d'une méthode de points intérieurs pour l'optimisation quadratique convexe est...

Electric utilities have been using wind power to an increasing extent in order to provide clean energy. However, this resource depends on the intermittency o...

En 2001, le Trésor Américain interrompait l'émission de bons du trésor de longue maturité (trente ans), pour la reprendre en 2006. Par conséquent, il existe...

Dans cet article, nous montrons les conditions d'efficacité d'un mécanisme financier de type REDD+ (initiative internationale pour la réduction des émissions...

Les inférences sur la prédominance d'une maladie ou d'une condition donnée sont déduites parfois des résultats de tests de diagnostic continus. Par exemple,...

Cet article propose une formulation par optimisation bi-niveau pour effectuer la conception d'un micro-réseau alimentant un complexe industriel autonome sur ...

Adaptative cubic regularization (ARC) methods for unconstrained optimization compute steps from linear systems with a shifted Hessian in the spirit of the mo...

Toutes les compagnies aériennes sont sujettes à un nombre considérable d'interruptions dans leurs opérations. Il est vital pour plusieurs industries, y compr...

Ce travail montre que parmi tous les polygones équilatéraux convexes avec le même nombre de côtés et le même diamètre, le polygone régulier possède l'aire ma...

We consider a multi-agent system with linear stochastic individual dynamics, and individual linear quadratic ergodic cost functions. The agents partially o...

Nous présentons un modèle déterministe pour le problème de détection et de résolution de conflits entre aéronefs. Les aspects liés à la dynamique des avions,...

Recent contributions to the financial econometrics literature exploit high-frequency (HF) data to improve models for daily asset returns. This paper propose...

We develop customer delay predictors for multi-skill call centers that take as inputs the queueing state upon arrival and the waiting time of the last custom...

Cette étude quantitative longitudinale examine comment la structure organisationnelle et l'environnement externe influencent la survie des firmes de capital ...

Cet article traite du problème de gestion de projet avec contraintes de ressources qui consiste à ordonnancer des activités de façon à minimiser le temps de ...

Un modèle de programmation linéaire stochastique est présenté pour optimiser la planification à long terme dans une mine souterraine en tenant compte de l'in...

Cette courte note examine comment les systèmes de stockage d’énergie joueront un rôle de plus en plus prédominant dans les réseaux électriques décarbonés. No...

Cet article traite la prise en compte d'incertitudes lors de la résolution de conflits. Plus particulièrement, nous considérons les incertitudes dues aux err...

The Great Recession has shaken the foundations of the financial industry and led to tighter solvency monitoring of both the banking and insurance industries....

Non-price attributes such as prior relationship, product quality, and reliability can be more important than bidding prices for the buyers when selecting the...

A long-term production schedule for the LabMag iron ore deposit in northern Québec, Canada is derived using stochastic integer programming. The optimization ...

Modeling and assessing spatial uncertainty of mineral deposits is critical for capital investments in mining projects. However, traditional approaches for mo...

Traditional geostatistical simulation methods assume that the first two order statistics are sufficient to model mineral deposits. However, these methods are...

This paper presents a mixed integer programming formulation dealing with the effective minimisation of risk incurred when optimizing mining production rates ...

This paper addresses the optimization of mineral supply chain operations under metal and material type uncertainties. A mathematical model to simultaneously ...

The optimization of mine complexes and related value chains is a challenging problem due to the simultaneous presence of a highly-dimensional decision space,...

This paper investigates the dynamic pricing strategies of firms selling complementary products in a marketing channel. The problem is modelled as a non-coo...

An artificial olfaction called electronic nose (e-nose) relies on an array of gas sensors with the capability of mimicking the human sense of smell. Applying...

This paper introduces a new primal algorithm for solving a linear program LP. In this algorithm, a pricing problem, namely a linear fractional program, is ...

This paper develops an efficient method to solve a typical combinatorial optimization problem that is frequently encountered when designing high levels of pr...

We investigate the derivation of disjunctive conic cuts for mixed integer second order cone optimization (MISOCO). These conic cuts characterize the co...

In this paper, the first steps toward the use of the Variable Neighborhood Search metaheuristic are explained. The method is presented step by step using an...

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...

Previous research related to the optimization of mining operations has predominantly focused on generating a life-of-mine production schedule that maximizes ...

A method that optimizes mining complexes that are comprised of multiple processing destinations, open pits and underground operations is presented. Mining, b...

Geostatistical simulation techniques are used to quantify uncertainty of spatial attributes of interest describing mineral deposits, petroleum reservoirs, hy...

A two-stage stochastic mixed integer non-linear program is formulated for a mining complex to optimize strategic and tactical plans. The objective is to find...

This paper presents a new mathematical formulation to address mine production scheduling with multiple processing streams, under mineral supply uncertainty, ...

Short-term mine production scheduling optimization is developed as a single formulation where mining considerations, production constraints, uncertainty in t...

In this paper, we summarize some properties of the Cartesian product of graphs related to degree and distance-based invariants. Then, we investigate how mu...

This work describes the application of a direct search method to the optimization of problems of real industrial interest, namely three new material scien...

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

Traditionally, both researchers and practitioners rely on standard Erlang queueing models to analyze call center operations. In those models, service times a...

When a keyword-based search query is received by a search engine (SE), a classified ads website, or an online retailer site, the platform has exponentially...

Simulation-and-regression methods have been recently proposed to solve multi-period, dynamic portfolio choice problems. In the constant relative risk aver...

The log-rank test is commonly used as the split function in many commonly used survival trees and forests algorithms. However, the log-rank test may have a...

We propose a method to build trees and forests when the response is a non-homogeneous Poisson process with excess zeros, based on two forests. The first one...

The effective management of call centers is a challenging task mainly because managers are consistently facing considerable uncertainty. Among important sour...

Dans cet article, nous étudions des stratégies pour résoudre le problème de partitionnement d'ensemble (PPE), en particulier les gains en efficacité qui pe...

Various disturbances such as adverse weather conditions may result in delayed or canceled flights and affect the optimized schedules planned for airline crew...

Decentralized sequential hypothesis testing refers to a generalization of Wald's sequential hypothesis testing setup in which multiple decision makers make ...

Partout dans le monde, les pratiques de planification des réseaux électriques sont en mutation dans le but d'intégrer de manière efficace un parc de producti...

Pressure on ancillary reserves in power systems has significantly mounted due to the recent generalized increase of the fraction of (highly fluctuating) wi...

La courbe ROC permet d'évaluer les propriétés d'un test diagnostique à partir de la distribution d'une variable dans les populations saine et malade. Dans un...

L'algèbre tropicale est l'algèbre construite sur le demi-corps idempotent \(\mathbb{R}_{max}\). Après avoir revisité la classification des modules tropicau...

In prior works, this group demonstrated the feasibility of valid adaptive sequential designs for crossover bioequivalence studies. In this paper, we extend t...

This paper considers a family of cutting planes, recently developed for mixed 0-1 polynomial programs and shows that they define facets for the maximum edge-...

It is well known that the mixed linear complementarity problem can be used to model the equilibrium in energy markets as well as a host of other engineering ...

The widespread proliferation of Internet and wireless applications has produced a significant increase of ICT energy footprint. As a response, in the last fi...

Nowadays, tremendous data are continuously gathering from the smart card in public transport domain. Such data, conveying two viable distinct information, ca...

Given a complete directed graph \(G\) with weights on the vertices and on the arcs, a \(\theta\)-improper \(k\)-coloring is an assignment of at most `...

Nous proposons une nouvelle approche efficace pour l'évaluation du risque de contrepartie et le calcul de l'ajustement correspondant pour des produits financ...

Dans la recherche biomédicale, il y a un intérêt croissant pour l'utilisation de modèles hiérarchiques de régression de Poisson. Nous proposons d'utiliser de...

The types of constraints encountered in black-box and simulation-based optimization problems differ significantly from those treated in nonlinear programmin...

Advanced meter infrastructures (AMIs) are now widespread and their importance within smart grid systems continues to increase with the advent of new applicat...

The maximally diverse grouping problem requires finding a partition of a given set of elements into a fixed number of mutually disjoint subsets (or groups) i...

We propose a primal algorithm for the Set Partitioning Problem based on the Integral Simplex Using Decomposition of Zaghrouti et al. (2014). We present the a...

Cet article dresse un portrait du rôle, passé, présent et futur, des moyens de gestion et de pilotage des charges dans les réseaux électriques. Nous y adress...

Dans cet article, on propose un nouvel algorithme pour trouver le contour optimal des chantiers dans les mines souterraines. Il est basé sur une méthodologie...

Cet article présente une approche structurée pour modéliser des contraintes logiques (expressions qui contiennent des propositions et des opérateurs logiques...

An induced matching M in a graph G is dominating if every edge not in M shares exactly one vertex with an edge in M. The **dominating induced matchin...

Cet article en deux volets présente un cadre formel pour la caractérisation et la représentation minimale des espaces opérationnels réalisables des réseaux é...

Le premier volet de cet article en deux parties a développé le cadre nécessaire à la caractérisation des espaces de charge des réseaux électriques. Cette car...

The fundamental limits of remote estimation of Markov processes under communication constraints are presented. The remote estimation system consists of a sen...

We study the function returning the sum of the k components of largest magnitude of a vector. We show that if a nonnegative vector x is such that its Eu...

Nous considérons un jeu stochastique joué sur un arbre d'événements, et supposons que les joueurs sont d'accord pour former la grande coalition et maximiser ...

Une très grande partie des problèmes de décision se caractérise à la fois par un environnement décisionnel complexe devant considérer de nombreux enjeux de n...

Au fil des années de nombreuses critiques ont été formulées par les observateurs et divers comités d'étude concernant le manque de transparence du processus ...

We introduce a new software tool and library named Lattice Builder, written in C++, that implements a variety of construction algorithms for good rank-1 latt...

This paper proposes an incentive mechansim for transmission expansion planning. The mechansim is a bilevel program. The upper level is a profit-maximizing tr...

In the present paper, we are interested in bounding differences between graph invariants as well as in characterizing the corresponding extremal graphs. This...

In this paper we show that the Clique Partitioning Problem can be reformulated in an equivalent form as the Maximally Diverse Grouping Problem (MDGP). We th...

In this paper we investigate the options of a network operator faced with the requirement of reducing its carbon footprint, expressed in terms of a global en...

We examine the requirements and the available methods and software to provide (or imitate) uniform random numbers in parallel computing environments. In this...

In this paper, we propose two new diving heuristics for finding a feasible solution for a mixed integer programming problem, called _variable neighbourhood (...

Usually several neighborhood structures may be explored within a single local search algorithm. The simplest way is to define a single neighborhood as a unio...

The uncapacitated multiple allocation p-hub center problem (UMApHCP) consists of choosing p hub locations from a set of nodes with pairwise traffic deman...

Large size optimization problems are usually successfully solved by using some metaheuristic approach. Nowadays, there is a trend to combine several metaheur...

In this paper we study the periodic maintenance problem: given a set of m machines and a horizon of T periods, find indefinitely repeating itself mainten...

The p-hub median problem consists of choosing p hub locations from a set of nodes with pairwise traffic demands in order to route the traffic between th...

In this paper we propose a general variable neighborhood search heuristic for solving the uncapacitated single allocation p-hub center problem (USApHCP). F...

Unit commitment problem (UCP) for thermal units consists of finding an optimal electricity production plan for a long time horizon. In this paper we propose ...

Clustering is a data mining method which consists in partitioning a given set of n objects into p clusters in order to minimize the dissimilarity among o...

Robust optimization is a methodology that has gained a lot of attention in the recent years. This is mainly due to the simplicity of the modeling process and...

A critical step of any cutting plane algorithm is to find valid inequalities, or cuts, that improve the current relaxation of the integer-constrained problem...

Studies of traffic dynamics rely either on macroscopic models considering the traffic as a fluid, or on microscopic models of drivers' behavior. The connec...

In this paper we show how to robustify the computation of equilibria in two integrated assessment models for climate change. Both models deal with the optima...

This paper proposes models and algorithms for the pickup and delivery vehicle routing problem with time windows and multiple stacks. Each stack is rear-loade...

Robust optimization (RO) is a powerful mean to handle optimization problems where there is a set of parameters that are uncertain. The effectiveness of the m...

A computational framework has been developed that extends stochastic strategic mine planning algorithms, improving the representation of ore selection decisi...

More than fifteen years after the beginning of the development of AutoGraphiX (AGX), a third version of the software is made available. Since the program w...

We propose a quasi-analytical approach for valuing American-style options under Gaussian and double exponential jumps à la Merton (1976) and Kou (2002). Our ...

The facility layout problem is a well-known operations research problem that arises in multiple applications. This paper is concerned with the multi-row layo...

The unequal-areas facility layout problem is concerned with finding the optimal arrangement of a given number of non-overlapping indivisible departments with...

Les prix de l'électricité dans les marchés déréglementés possèdent quatre caractéristiques principales : un caractère saisonnier, un retour à la moyenne, ...

Traditionnellement, la planification des réserves opérationnelles dans les réseaux électriques se fait en fonction de la capacité de production disponible et...

We propose an exponential tilting method for exact simulation from the truncated multivariate student-t distribution in high dimensions as an alternative t...

In a static network reliability model one typically assumes that the failures of the components of the network are independent. This simplifying assumption m...

Intelligent transportation has been emerged as one of the data mining and machine learning applications. The smart card data nowadays are continuously gather...

In this paper we present a new rolling horizon approach for solving stochastic mixed complementarity problems (MCPs). Such a scheme allows for decision-depen...

Dans cet article, on caractérise les équilibres en stratégies incitatives ainsi que leur crédibilité dans deux classes de jeux dynamiques et stochastiques jo...

The expansion of the Panama Canal will be completed by 2015. The route via the Panama Canal will shorten voyages from North America to Japan by more than 7,5...

In this paper, we present a stochastic two-level optimization model whose upper-level problem depicts a wastewater treatment plant deciding on the size of co...

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

Cet article étudie la rétention stratégique des droits de transmission physique (PTRs) détenus par des producteurs d'électricité sur deux marchés interconnec...

A smart grid is the combination of a traditional electrical power distribution system with two-way communication between suppliers and consumers. This combin...

Conic optimization refers to the problem of optimizing a linear function over the intersection of an affine space and a closed convex cone. Conic optimizat...

Deux colorations des sommets d'un graphe sont dites équivalentes si elles correspondent à la même partition de l'ensemble des sommets en classes de couleurs....

Since the financial crisis of 2007-2009, there has been a renewed interest toward quantifying more appropriately the risks involved in financial positions. P...

En vue d'évaluer les stratégies possibles de coopération entre les pays industrialisés et les pays en développement pour limiter les changements climatiques ...