Parrondo's paradox is extended to regime switching random walks in random environments. The paradoxical behavior of the resulting random walk is explained...

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...

In this article we consider a real-world problem submitted to us by the Hatch company. This problem consists of designing a collection network for a wind f...

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...

Writing is a complex process and it is difficult to know how to write well in order to make a good text. Many fields and techniques are combined to analyze h...

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...

In this tutorial, we recall the main ingredients of the theory of dyamic games played over event trees and show step-by-step how to build a sustainable coo...

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)...

In this paper, we propose a diffusion model for a subscription service. The evolution over time of the number of subscribers is governed by a differential ...

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...

With the emphasis on renewable energy integration, stochastic methods have begun to emerge as one of the most viable alternatives to traditional deterministi...

We describe a collection of linear systems generated during the iterations of an interior-point method for convex quadratic optimization. As the iteration...

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...

In early 2001, the U.S. Department of the Treasury suspended the issuance of 30-year bonds, and then resumed issuing its long paper in early 2006. As a res...

In this paper, we design a REDD mechanism (Reduction of Emissions from Deforestation and forests Degradation) to help a region in Madagascar manage its tropi...

Inferences about the prevalence of a given disease or condition can be drawn from results of a diagnostic test applied to a sample from the target population...

This paper proposes a bilevel formulation for a coupled planning and operation problem of an advanced microgrid. The proposed model, recast as a mathematical...

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

Airline companies are subject to a considerable amount of disruptions during their operations. It is vital for many industries including the airline industry...

The paper shows that among all equilateral polygons with a given number of sides and the same diameter, the regular polygon has the maximal area.

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

In this article, we tackle the conflict resolution problem using a new variant of the minimum weight maximum clique model. The problem consists in identifyi...

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...

This longitudinal quantitative study investigates how organizational structure and the external environment impact VC firm survival. It examines how macroeco...

This paper deals with the resource constrained project scheduling problem, which consists of scheduling a set of activities with minimal duration that are su...

A stochastic integer-programming (SIP) model is presented to optimize long-term scheduling of underground mine operations while considering geological uncert...

This short note outlines how energy storage systems are becoming a core component of modern low carbon electric power systems. Challenges and opportunities a...

In this paper, we tackle the aircraft conflict resolution problem under uncertainties. We consider errors due to the wind effect, the imprecision on the airc...

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...

This document describes the NOMAD software, a C++ implementation of the Mesh Adaptive Direct Search (MADS) algorithm designed for constrained optimization of...

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...

In this article we investigate some strategies for solving set partitioning problems (SPP), in particular the gains in computational efficiency that can be...

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 ...

Currently, power system operations planning practices are undergoing various transformations in an attempt to integrate efficiently significant amounts of su...

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

The empirical Receiver Operating Characteritic (ROC) curve can be used to evaluate the properties of a diagnostic test from the distribution of a variable on...

Tropical algebra is the algebra constructed over the tropical semifield \(\mathbb{R}_{max}\). After revisiting the classification of 2-dimensional `(\math...

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 `...

We introduce an efficient approach to evaluate counterparty risk and we compute the Credit Valuation Adjustement for derivatives having early exercise feat...

In biomedical research there is a growing interest in the use of hierarchical Poisson regression models. Although sample size calculations for testing pa...

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...

This paper provides an overview of the role, past, present and future, of demand-side management and demand-side response in electric grids. We address the f...

A new algorithm for the optimal stope design problem is proposed. It is based on a previous methodology developed by Bai et al. (2013a) where a cylindrical ...

This paper presents a structured approach to model logical constraints (expressions that contain propositions and logical operators) in a linear program usin...

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...

This two-part paper presents a framework for the characterization and minimal representation of the feasibility regions of power systems in the demand space....

The first part of this two-part paper developed the framework for characterizing the feasibility regions of power systems in the demand space. This character...

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...

We consider the class of stochastic games played over finite event trees, that is, games where the random process is an act of nature and is not influenced b...

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...

In deregulated markets, electricity prices are typically characterized by four key features: seasonality, mean-reversion, the possibility of large downward o...

Traditionally, the planning of operating reserve has been done in terms of capacity and linear (average) ramping requirements. On the other hand, the newly e...

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...

In this article, we characterize incentive equilibrium strategies and their credibility conditions for the classes of linear-state and linear-quadratic dynam...

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...

This article studies the strategic withholding of physical transmission rights (PTRs) held by power producers in two different markets. Contrary to many prev...

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...

Two vertex colorings of a graph \(G\) are equivalent if they induce the same partition of the vertex set into color classes. The graphical Bell number `(...

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

In order to assess climate mitigation agreements, we propose an iterative procedure linking TIAM-WORLD, a global technology-rich optimization model, and GEMI...