Axe 1 : Valorisation des données pour la prise de décision
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On the Equivalence of the KMV and Maximum Likelihood Methods for Structural Credit Risk Models
Moody's KMV method is a popular commercial implementation of the structural credit risk model pioneered by Merton (1974). It is an algorithm for estimating...
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Nous décrivons les méta-heuristiques couramment utilisées en optimisation, avec pour objectif de guider toute personne désirant adapter une méta-heuristique...
référence BibTeXParallel Variable Neighborhood Search
Variable Neighborhood Search (VNS) is a recent and effective metaheuristic for solving combinatorial and global optimization problems. It is capable of esca...
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Les problèmes de chargement statique de groupes turbo-alternateurs à vapeur peuvent être exprimés sous forme de minimisation d’une somme de fonction de coût ...
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Dynamic programming is applied to the economic dispatch problem with spin- ning reserve constraint. A first algorithm, based on a direct application of Bell...
référence BibTeXAnalysis of Global k-Means, an Incremental Heuristic for Minimum Sum-of-Squares Clustering
The global <i>k</i>-means heuristic is a recently proposed (Likas et al. 2003) incremental approach for minimum sum-of-squares clustering of a set <i>X</i> ...
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An upper bound is given on the variance of degrees of graphs with <i>n</i> vertices, <i>m</i> edges and maximum degree Δ. Particular cases of chemical...
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Chemical graphs, as other ones, are <i>regular</i> if all their vertices have the same degree. Otherwise, they are <i>irregular</i> and it is of interest to...
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Conjectures in graph theory have multiple forms and involve graph invariants, graph classes, subgraphs, minors and other concepts in premisses and/or conclu...
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Computer-assisted and automated conjecture-making in graph theory is reviewed, focusing on the three operational systems GRAPH, Graffiti and AutoGraphiX (AGX...
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In the present paper we review the method of augmenting graphs, which is a general approach to solve the maximum independent set problem. Our objective is th...
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The problem retained for the ROADEF'2001 international challenge was a frequency assignment problem with polarization constraints (FAPP). This NP-hard probl...
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<i>Tabucol</i> is a tabu search algorithm that tries to determine whether the vertices of a given graph can be colored with a fixed number <i>k</...
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Two ways for bounding <i>n</i>-variables functions over a box, based on interval evalu- ations of first order derivatives, are compared. The optimal Baumann...
référence BibTeXAsymptotic Efficiencies of the Sign and the Wilcoxon Signed-Rank Tests for Cluster Correlated Data
In this paper, we study the Pitman asymptotic efficiencies of the sign and the Wilcoxon signed-rank tests for cluster correlated data. A general expression ...
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This paper presents algorithms to find vertex-critical and edge-critical subgraphs in a given graph <i>G</i>, and demonstrates how these critical subgraphs ...
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Let <i>G</i>=(<i>V,E</i>) be a graph with vertex set <i>V</i> and edge set <i>E</i>. The <i>k</i>-colouring problem is to assign a colour (a number chosen ...
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We consider the bilevel uncapacitated facility location problem with user preferences. It is known that this model may be reformulated as a one-level locati...
référence BibTeXSelected Topics in Column Generation
Dantzig-Wolfe decomposition and column generation, devised for linear programs, is a success story in large scale integer programming. We outline and relate ...
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When applying the 2-opt heuristic to the travelling salesman problem, selecting the best improvement at each iteration gives worse results on average than se...
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