129 Cahiers pour l'année 2016
Stochastic programming and distributionally robust optimization seek deterministic decisions that optimize a risk measure, possibly in view of the most adv...
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We investigate surrogate-assisted strategies for global derivative-free optimization using the mesh adaptive direct search MADS blackbox optimization algorit...
référence BibTeXNORTA for portfolio credit risk
We use NORTA (NORmal To Anything) to enhance normal credit-risk factor settings in modeling common risk factors and capturing contagion effects...
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Dans cet article, nous proposons une méthode d'optimisation sans factorisation pour les problèmes avec contraintes d'égalité pour lequel toutes les contrai...
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In this article, we discuss an alternative method for deriving conservative approximation models for two-stage robust optimization problems. The method main...
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The main objective of this paper is to explore deep decarbonization pathways for the Canadian energy sector that would allow Canada to participate in global ...
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Dans cet article nous étudions un problème d'optimisation combinatoire très difficile qui se pose dans la planification des opérations d'une machine pour t...
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This paper addresses the solution of the capacitated minimum cost flow problem on a network containing \(n\)
nodes and \(m\)
arcs. Satisfying necessary ...
A stochastic program with time series and affine decision rules for the reservoir management problem
This paper proposes a multi-stage stochastic programming formulation for the reservoir management problem. Our problem specifically consists in minimizing th...
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The integration of biorefinery processes into existing pulp and paper mills has been identified as a promising avenue to maintain mills activities. It could ...
référence BibTeXR&D investments in presence of free riders
La littérature en R&D a établi que si le paramètre mesurant le débordement en connaissance est suffisamment élevé, alors les firmes investissent plus en rech...
référence BibTeXOn the nullity number of graphs
The paper discusses bounds on the nullity number of graphs. It is proved in [B. Cheng and B. Liu, On the nullity of graphs. Electron. J. Linear Algebra 16 ...
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The distance, distance Laplacian and distance signless Laplacian spectra of a connected graph \(G\)
are the spectra of the distance, distance Laplacian and...
Using random effects in the modeling of homogeneous Poisson processes (HPP) has proved effective (Cook and Lawless (2007) and Gongjun et al. (2015)). We (Kh...
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Nous développons un modèle structurel élargi pour évaluer les dettes corporatives risquées qui prend en compte le risque de défaut et le risque du taux d'int...
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Trade flows on High-Voltage Direct Current (HVDC) interconnections between two jurisdictions are frequently assessed as suboptimal, which can be explained in...
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High-Voltage Direct Current (HVDC) merchant transmission lines allows trade across separate power markets and often in different countries. The flows on exis...
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Global warming is a much discussed topic as it sparks debate for shaping government policy and how humans should behave in reaction to climate change. Global...
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Clustering addresses the problem of finding homogeneous and well-separated subsets, called clusters, from a set of given data points. In addition to the poi...
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Considering a graph as a network of resistances, Klein and Randić (1993) proposed the definition of a distance measure. Indeed, if each edge of the graph re...
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Network characterization and modelling is an important issue to understand and monitor IP network performance, in particular for real-time multimedia appli...
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Over the past several years, there has been substantial progress in developing new stochastic mine planning optimization models and computationally efficient...
référence BibTeXOptimizing a multi-pit mining complex with intricate blending requirements under supply uncertainty
Mineral value chains consist of material from multiple sources, several processing streams, and transportation systems that combine to generate various salea...
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High-order sequential simulation techniques for complex and non-Gaussian spatially distributed variables were developed over the last few years. This paper p...
référence BibTeXA stochastic optimization formulation for the transition from open pit to underground mining
As open pit mining of a mineral deposit deepens, the cost of extraction may increase up to a threshold where transitioning to mining through underground meth...
référence BibTeXA dynamic-material-value-based decomposition method for mineral supply chain optimization
A decomposition method is developed to optimize a mineral value chain composed of a one or multiple mines and a material flow circuit. In the proposed decomp...
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Recent developments in the global rare earth elements (REE) sector have caused a surge in motivation for nations outside of China to secure their own REE sup...
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Two-level orthogonal designs play an important role in industrial screening experiments, in which the primary goal is to identify the treatment factors with ...
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The Mesh Adaptive Direct Search algorithm (MADS) is an iterative method for constrained blackbox optimization problems. One of the optional MADS features i...
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On considère un jeu dynamique défini sur un arbre d’évènements avec temps terminal aléatoire. On suppose que les joueurs coopèrent pour maximiser leur gain ...
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Le problème de la détermination du plus grand sous-graphe \(k\)
-colorable (\(k\)
-MCSP)
consiste à colorer autant de sommets que possible avec au plus `...
We study distributed methods for online prediction and stochastic optimization. Our approach is iterative: in each round nodes first perform local computatio...
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An electronic nose (e-nose), or artificial olfactometer, is a device that analyzes the air to quantify odor concentration using an array of gas sensors. Thi...
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Le Problème de Transportà la Demande (PTAD) consiste à définir un ensemble de tournées pour acheminer des clients de leur point d'origine à leur point de des...
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Dans cet article, nous nous intéressons à létude des valeurs propres du laplacien des distances d'un graphe connexe d'ordre \(n\)
et de nombre chromatique ...
Les heuristiques basées sur la théorie des graphes sont largement utilisées dans plusieurs domaines pour résoudre approximativement des problèmes d'optimisat...
référence BibTeXSpatial effects and strategic behaviour in a multiregional transboundary pollution dynamic game
We analyze a transboundary pollution differential game where pollution control is spatially distributed among a number of agents with predetermined spatial r...
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In this paper we present our solution for the Challenge problem publicly announced by Railway Application Section (RAS), which operates within INFORMS. Varia...
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La méthode de branch-cut-and-price est la plus performante pour une grande panoplie de problèmes de tournées de véhicules (PTV). Pour plusieurs d'entre eux...
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In this paper, we study how uncertainties weighing on the climate system impact the optimal technological pathways the world energy system should take to com...
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We consider the problem of optimal communication tree construction in a given undirected weighted graph. Such a problem occurs while minimizing the power c...
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We investigate the well-known NP-hard problem of finding an optimal communication subgraph in a given edge-weighted graph. This problem appears in different ...
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We consider the NP-hard problem of synthesis of optimal spanning communication subgraph in a given arbitrary simple edge-weighted graph. This problem occurs ...
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Étant donné un graphe \(G\)
complet, orienté, avec des poids sur les sommets et les arcs,
une \(k\)
-coloration \(\theta\)
-impropre de \(G\)
est une...
Locally weighted regression combines the advantages of polynomial regression and kernel smoothing. We present three ideas for appropriate and effective use...
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Every mining operation faces a decision on additional drilling at some point during its lifetime. The two questions that always arise with this decision are ...
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With the advent of inexpensive sensors and digital storage, increasing amounts of data about a mining complex can be collected. This can include camera imagi...
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Complex polymetallic mining projects with multiple processing streams tend to require tight blending constraints, with different operational and processing t...
référence BibTeXHyper-heuristic approaches for solving stochastic optimization formulations of mineral value chains
This paper presents three hyper-heuristic approaches for the stochastic open-pit mine production scheduling problem with one processing stream (SMPS) and one...
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The traditional mine planning framework employs a flawed approach in the design of ultimate pit limits and phases. Conventional methods arbitrarily confine ...
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For pattern-based simulation methods such as SIMPAT, filtersim, wavesim, ect, patterns are stored by scanning a training image with a sliding template. Dimen...
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This paper analyzes the effects of geological heterogeneity representation in a producing reservoir, when different stochastic simulation methods are used, s...
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The balanced clustering problem consists of partitioning a set of \(n\)
objects into \(K\)
equal-sized clusters as long as
\(n\)
is a multiple of `(K...
The \(k\)
-means is a benchmark algorithm used in cluster analysis. It belongs to the large category of
heuristics based on location-allocation steps that ...
Dans cet article, nous analysons un jeu de commerce international où les producteurs peuvent librement exporter, mais sont soumis à une tarification au coût ...
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La quadrature de Gauss-Radau nous permet d'obtenir une borne supérieure peu coûteuse sur l'erreur en norme Euclidienne associée aux itérés de SYMMLQ appliqu...
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In this paper, we propose an integer programming model for obtaining lower bounds for the curriculum-based course timetabling problem, in which weekly assign...
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When dealing with node or link failures in Software Defined Networking (SDN), the network capability to establish an alternative path depends on controller r...
référence BibTeXPower capacity profile estimation for building heating and cooling in demand side management
This paper presents a new methodology to estimate power capacity profiles for smart buildings. The capacity profile can be used within a demand side manage...
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Lévy processes provide a solution to overcome the shortcomings of the lognormal hypothesis. A growing literature proposes the use of pure-jump Lévy processe...
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This paper describes a vector space decomposition algorithmic framework for linear programming guided by dual feasibility considerations. The resolution pro...
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Nous étudions ici l'impact des contraintes de niveaux de service dans le contexte des problèmes de planification de production avec ou sans contrainte de cap...
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Synchronization of workers and vehicles plays a major role in many industries such as logistics, healthcare or airport ground handling. In this paper, we fo...
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We propose the option realized variance as a new observable covariate that integrates high frequency option prices in the inference of option pricing models....
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Nous considérons un jeu dynamique avec un gouvernement corrompu et des organisations civiles comme joueurs. Le jeu est à la Stackelberg et où le gouvernemen...
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This paper presents a new high-order, non-stationary sequential simulation approach, aiming to deal with the typically complex, curvilinear structures and hi...
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We present a new derivative-free trust-region (DFTR) algorithm to solve general nonlinear constrained problems with the use of an augmented Lagrangian m...
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The authors investigate the complexity needed in the structure of the scenario trees to maximize energy production in a rolling-horizon framework. Three comp...
référence BibTeXRobust optimization of noisy blackbox problems using the Mesh Adaptive Direct Search algorithm
Les problèmes d'optimisation de boîtes noires sont souvent contaminés par du bruit numérique, et les méthodes de recherche directe telles que l'algorithme de...
référence BibTeXFirm-specific credit risk modelling in the presence of statistical regimes and noisy prices
Security prices are important inputs for estimating credit risk models. Yet, to obtain an accurate firm-specific credit risk assessment, one needs a reliable...
référence BibTeXOptimizing C-RAN backhaul topologies: A resilience-oriented approach using graph invariants
Trends in wireless networks are proceeding toward increasingly dense deployments, supporting resilient interconnection for applications that carry ever highe...
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We consider a staffing problem with probabilistic constraints in an emergency call center. The aim is to minimize the total cost of agents while satisfying...
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We are interested in predicting the wait time of customers upon their arrival in some service system such as a call center or emergency service. We propose t...
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We consider a stochastic staffing problem with uncertain arrival rates. The objective is to minimize the total cost of agents under some chance constraints, ...
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We review the Array-RQMC method, its variants, sorting strategies, and convergence results. We are interested in the convergence rate of measures of discrepa...
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We study and compare various methods to generate a random variate from the normal distribution truncated to some finite or semi-infinite interval, with spec...
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Dans le présent article, nous comparons l'indice géométrique-arithmétique \(GA\)
et le nombre chromatique \(\chi\)
d'un graphe connexe d'ordre donné. Ent...
Dans le présent article, nous démontrons des bornes inférieure et supérieure sur chacun des rapports \(GA/\delta\)
, \(GA/\overline{d}\)
et \(\Delta\)
, ...
L'indice géométrique-arithmétique \(GA\)
d'un graphe \(G\)
est la somme des ratios, sur l'ensemble des arêtes de \(G\)
, de la moyenne géométrique sur l...
A Branch-Price-and-Cut algorithm for a production-routing problem with short-lifespan products
We study a rich production-routing problem with time windows arising at a catering services company. The production part consists of assembling the meals to ...
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NLP.py constitue un écosystème de programmation simplifiant le développement d'algorithmes d'optimisation dans un langage de haut-niveau aussi puissant ...
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An augmented Lagrangian (AL) can convert a constrained optimization problem into a sequence of simpler (e.g., unconstrained) problems, which are then usual...
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In this paper we consider an interactive communication system with two users, who sequentially observe two correlated sources, and send the quantized observa...
référence BibTeXDynamic collective choice: Social optima
We consider a dynamic collective choice problem where a large number of players are cooperatively choosing between multiple destinations while being influenc...
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We consider within the framework of Mean Field Games theory a dynamic discrete choice model with an advertiser, where a large number of minor agents (e.g., c...
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La création d’horaires de personnel aériens est généralement effectuée en deux étapes : la création de rotations d’équipage, suivie par la création d’horaire...
référence BibTeXDynamic programming and parallel computing for valuing two-dimensional american-style options
We propose a dynamic program coupled with finite elements for valuing two-dimensional American-style options. To speed-up our procedure, we use parallel comp...
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We study derivative-free constrained optimization problems and propose a trust-region method that builds linear or quadratic models around the best feasible ...
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This paper examines the issue of price and advertising coordination in bilateral monopolies from a dynamic perspective. Its main objectives are to design i...
référence BibTeXSelf-assessed electronic nose
An electronic nose (e-nose) is a device that analyzes the chemical components of an odour. The e-nose consists of an array of gas sensors for chemical detect...
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The technological developments observed in the last two decades contributed to the digitalization of products and the introduction of devices to consume th...
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Extreme Learning Machine (ELM) has recently increased popularity and has been successfully applied to a wide range of applications. Variants using regulariza...
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In this paper, we propose a new scheme for building algorithms to detect communities in networks. This new approach is based upon a vertex centrality measur...
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Due to the limited applicability of the classical job shop scheduling problem in practice, many researchers have been addressing more complex versions of thi...
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This work presents Visual PeRF-Mesh, a tool that addresses the performance analysis and simulation of Advanced Metering Infrastructure (AMI) RF-mesh smart...
référence BibTeXA Java-based simulation tool for the performance analysis of large-scale wireless mesh networks
Driven by the need of robust, cost-effective, and ready-to-use solutions to connect wirelessly thousands to million of nodes, an increasing number of applica...
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In this paper we propose a new variant of the Variable Neighborhood Decomposition Search (VNDS) heuristic for solving global optimization problems and apply ...
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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...
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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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Let \(\gamma(G)\)
and \(\iota(G)\)
be the domination and independent domination numbers of a graph \(G\)
, respectively. Introduced by Sumner and Moorer...
Time is money: An empirical investigation of delivery behavior in the U.S. T-bond futures market
L'une des décisions d'exercice les plus complexes dans le marché des produits dérivés concerne celle des contrats à terme portant sur des bons du Trésor, d...
référence BibTeXVariable neighborhood programming - A new automatic programming method in artificial intelligence
Automatic programming is an efficient technique that has contributed to an important development in the artificial intelligence field. In this paper, we intr...
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La reconstruction d'image par tomographie par émission de positrons (TEP) en présence de mouvement périodique, tel que les battements du coeur et la respirat...
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Given a graph \(G=(V,E)\)
with a root \(r\in V\)
, positive capacities \(\{c(e) | e\in E\}\)
, and non-negative lengths \(\{\ell(e) | e\in E\}\)
, the m...
Planifier les activités d'une mine souterraine est une tâche très complexe. Cet article présente un modèle d'optimisation pour la planification de la ...
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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...
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Inspired by successful biological collective decision mechanisms such as honey bees searching for a new colony or the collective navigation of fish schoo...
référence BibTeXStrategic support of node-consistent cooperative outcomes in dynamic games played over event trees
Dans cet article, nous montrons que les gains coopératifs dans un jeu dynamique défini sur un arbre d'événements peuvent avoir un support stratégique, c'est-...
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On considère un jeu dynamique, linéaire dans l'état qui se déroule sur un arbre d'événements. On détermine analytiquement le prix de l'anarchie, ainsi que d...
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Cet article présente les résultats de deux explorations, une exhaustive, des graphes de 4 à 10 sommets, et l'autre utilisant le programme AGX-III, des graphe...
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Nous considérons le problème de la \(k\)
-coupe maximale qui consiste à partitionner l'ensemble des sommets d'un graphe en \(k\)
sous-ensembles tels que l...
Advanced Metering Infrastructures ({AMI}s) lay the foundation of a wide variety of smart grid applications. Despite their low capacity, RF-mesh systems are a...
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This paper addresses the problem of minimizing the number of moves to unload a set of boxes off a gravity conveyor by a forklift. If the input data is known ...
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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...
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In recent years, a growing interest has been observed in research on RNA (ribonucleic acid), primarily due to the discovery of the role of RNA molecules in ...
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Inventory routing problems aim at minimizing the cost of the total distance traveled over a time horizon discretized in periods, while guaranteeing that th...
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When dealing with node or link failures in Software Defined Networking (SDN), the network capability to establish an alternative path depends on controller r...
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In the literature, graphs are often studied in terms of invariants, for instance the number of vertices or edges, the stability number, the chromatic number ...
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An edge-coloring of a graph \(G=(V,E)\)
is a function \(c\)
that assigns an integer \(c(e)\)
(called color) in \(\{0,1,2,\dotsc\}\)
to every edge `(...
The subdifferential of a function is a generalization for nonsmooth functions of the concept of gradient. It is frequently used in variational analysis, part...
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The vehicle routing problem with time windows (VRPTW) consists of finding least-cost vehicle routes to satisfy the demands of customers that can be visited...
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La disparition récente d'un écart de cinq ans dans les échéances du panier d'obligations du Trésor faisant l'objet du contrat à terme du Chicago Board of Tra...
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Nous étudions l'impact de la séquence des décisions sur les politiques d'adaptation et de réduction des émissions dans le contexte des problèmes environnemen...
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Facility layout problems are an important class of operations research problems that has been studied for several decades. Most variants of facility layout ...
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This paper introduces the pickup and delivery problem with time windows and handling operations. In this problem, the loading compartment of a vehicle is mod...
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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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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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To solve integer linear programs, primal algorithms follow an augmenting sequence of integer solutions leading to an optimal solution. In this work, we focu...
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Variable neighborhood search (VNS) is a framework for building heuristics, based upon systematic changes of neighborhoods both in a descent phase, to find a...
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