The probabilistic satisfiability problem is to verify the consistency of a set of probability values or intervals for logical propositions. The (tight) prob...

In this article we consider the problem of assigning parking slots to buses of different types so that the required buses can be dispatched easily in the mo...

The authors study the application of the bootstrap to a class of estimators which converge at a nonstandard rate to a nonstandard asymptotic distribution. T...

Column generation has proven to be efficient in solving the linear programming relaxation of large scale instances of the Multiple-Depot Vehicle Scheduling ...

This paper introduces the first exact approach for constructing aircrew member personalized monthly work schedules when a preferential bidding system (PBS) ...

Dynamic programming is applied to the economic dispatch problem with spin- ning reserve constraint. A first algorithm, based on a direct application of Bell...

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 ...

Variable Neighborhood Search (VNS) is a recent and effective metaheuristic for solving combinatorial and global optimization problems. It is capable of esca...

The continuous location-allocation problem requires finding sites for <i>m</i> new facilities in the plane in order to serve <i>n</i> users such that the to...

We present a review of column generation formulations for the Routing and Wavelength Assignment (rwa) problem with the objective of minimizing the blocking r...

Different integer linear programming (ILP) formulations have been proposed for the routing and wavelength assignment problem in WDM optical networks, mainl...

The objectives of this paper are twofold; we first demonstrate the flexibility of the mesh adaptive direct search (MADS) in identifying locally optimal algo...

We study an iterative cutting-plane algorithm on an integer program, for minimizing the staffing costs of a multiskill call center subject to service-level ...

G. Marsaglia introduced recently a class of very fast <i>xorshift</i> random number generators, whose implementation uses three "xorshift" operations. They ...

We present a MILP mathematical programming formulation for static scheduling of dependent tasks onto homogeneous multiprocessor system of an arbitrary archi...

The Capacitated Arc Routing Problem with Refill Points (CARP-RP) is a new variant of the Capacitated Arc Routing Problem (CARP). In a CARP situation, the v...

In this paper we consider mixed oligopoly markets for differentiated goods where private and public firms compete either in prices or quantities. We then st...

This paper proposes an efficient heuristic to solve the topological design of a next generation optical network that provides fully meshed connectivity betw...

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> ...

There are many advantages to taking account of multi-lag autocorrelation of the inflows in a reservoir management problem: the flood and water shortage risk...

This paper deals with the topological design of a next generation optical network that provides fully meshed connectivity between electronic edge nodes. Suc...

In this paper we develop a Variable neighborhood search (VNS) heuristic for solving Mixed-Integer Programs (MIP’s). It uses CPLEX, the general-purpose MIP s...

This paper deals with a class of continuous-time singular linear systems with Markovian jump parameters and time delays. Sufficient conditions on stochastic...

This paper deals with the class of continuous-time singular linear systems with time delay in the state vector. Delay-independent and delay dependent suffic...

We develop a Markov chain pricing method capable of handling several state vari- ables. The Markov chain construction of Duan and Simonato (2000) is modifie...

One critical difficulty in implementing Merton’s (1974) credit risk model is that the underlying asset value cannot be directly observed. The model requires...

In Duan, Gauthier and Simonato (1999), analytical formulas to approximate the price European options in the GARCH framework were developed. These formulas a...

We consider the problem of separating two sets of points in an <i>n</i>-dimensional real space with a (hyper)plane that minimizes the sum of <i>L<sub>p</sub...

Recent developments in numerical methods for solving large differentiable nonlinear optimization problems are reviewed. State-of-the-art algorithms for solv...

In this paper, we examine the sensitivity of trust-region algorithms on the param- eters related to the step acceptance and update of the trust region. We s...

<p> This paper introduces the Mesh Adaptive Direct Search (MADS) class of algorithms for nonlinear optimization. MADS extends the Generalized Pattern Searc...

This paper presents a new heuristic to solve efficiently the problem of dimension- ing large-size hybrid optoelectronic networks with grooming. It is modele...

The fractional aircraft market is the fastest growing segment of the business aircraft industry. A fractional aircraft operation is complex - essentially an...

An upper bound is given on the variance of degrees of graphs with <i>n</i> vertices, <i>m</i> edges and maximum degree &Delta;. Particular cases of chemical...

Portmanteau test statistics are useful for checking the adequacy of many time series models. Here we generalize the omnibus procedure proposed by Duchesne a...

We characterize in this paper the credibility of incentive equilibrium strategies for the class of linear-state differential games. We derive a general cond...

This paper surveys important parameters for the design of large scale networks topology such as the YottaWeb topology [1, 2, 3]. First, a wide range of perf...

The Atlantic thermohaline circulation (THC) is an important component in the climate system because it strongly influences conditions in the North Atlantic ...

We consider a differential game model for a marketing channel formed by one manufacturer and one retailer. The latter sells the manufacturer's product and ma...

Using a two-player differential game approach, this paper deals with the issue of tropical deforestation. The assumption is that developing forestry countri...

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...

Column Generation (CG) algorithms are instrumental in many areas of applied optimization, where Linear Programs with an enormous number of columns need to ...

This paper deals with the class of continuous-time linear stochastic systems with Markovian jumping parameters and Wiener process. \(H_\infty\) observer...

We review the basic principles of Quasi-Monte Carlo (QMC) methods, the randomizations that turn them into variance-reduction techniques, and the main classe...

Fast uniform random number generators with extremely long periods have been defined and implemented based on linear recurrences modulo 2. The twisted GFSR ...

We present a review of the various integer linear programming (ILP) formulations that have been proposed for the routing and wavelength assignment problem i...

In this paper we use Noboru (2000) convenience-store location model, to describe a case study for locating gasoline stations (i.e. the distance between two ...

Ce document présente un modèle intégrateur de la logistique inverse. Le modèle est générique et peut servir à différents types d’entreprises. Le contexte du...

The algebraic connectivity <i>a(G)</i> of a graph <i>G = (V,E)</i> is the second smallest eigenvalue of its Laplacian matrix. Using the AutoGraphiX (AGX) sys...

This paper proposes a generalization of the proximal point algorithm using both penalty and trust region concepts. Finite convergence is established while as...

We give a didactic introduction to the use of the column generation technique in linear and in particular in integer programming. We touch on both, the relev...

In most vehicle routing and crew scheduling applications solved by column generation, the subproblem corresponds to a shortest path problem with resource con...

We find all connected graphs in which any two distinct vertices have exactly two common neighbors, thus solving a problem by B. Zelinka.

We investigate here the "anatomy" of idempotent semimodules, i.e. we look for the equivalent of the classical decomposition of a module over a principal ide...

Two methods of analytical approximations for computing the value of a European option on the conditional variance in a GARCH setting are presented. The firs...

We study in this paper dynamic equilibrium advertising strategies in a duopoly with asymmetric information structure. The advertising model of Lanchester is...

This article presents a formulation for the job shop problem based on the Dantzig- Wolfe decomposition with a subproblem for each machine. Each subproblem i...

In this paper, we present tools to help understanding the dynamics of cognitive processes involved in handwriting and in text composition. Three computer sy...

We describe an approach that computes an optimal primal basic solution given an optimal vector of dual multipliers. It consists in restricting the dual prob...

The problem of determining a shortest loop incident to each cell of a block layout is considered. A compact formulation is developed for this problem and a ...

The uniting feature of combinatorial optimization and extremal graph theory is that in both areas one should &#64257;nd extrema of a function defined in most...

This article reviews some of the best metaheuristics proposed in recent years for the Vehicle Routing Problem. These are based on local search, on populatio...

Winter road maintenance operations involve a host of decision-making problems at the strategic, tactical, operational, and real-time levels. Those operations...

This is the second part of a four-part survey of optimization models and solution algorithms for winter road maintenance planning. The first part addresses s...

We consider a differentiated duopoly where &#64257;rms invest in research and development (R&D) to reduce their production cost. We show that if the firms pl...

This paper deals with the stabilization problem of the class of uncertain stochastic hybrid systems with multiplicative noise. The uncertainties are norm bou...

This paper presents an enumeration algorithm based on dynamic programming for optimally solving the fleet management problem in underground mines. This probl...

A new class of algorithms for solving nonlinearly constrained mixed variable optimization problems is presented. This class combines and extends the Audet-De...

We consider the multiple depot vehicle scheduling problem (MDVSP) and propose a branch-and-bound algorithm for solving it that combines column generation, va...

Computer-assisted and automated conjecture-making in graph theory is reviewed, focusing on the three operational systems GRAPH, Graffiti and AutoGraphiX (AGX...

Conjectures in graph theory have multiple forms and involve graph invariants, graph classes, subgraphs, minors and other concepts in premisses and/or conclu...

The problem retained for the ROADEF'2001 international challenge was a frequency assignment problem with polarization constraints (FAPP). This NP-hard probl...

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...

Allocution donnée par le professeur Georges Zaccour à la Société Royale du Canada, le vendredi 23 avril 2004, à HEC Montréal.

This paper presents an overview of the modeling approaches that are used to represent, understand and control the interactions between the economy of a regio...

We describe an application of Variable Neighbourhood Search (VNS)methodology to continuous global optimization problems with box constraints. A general VNS a...

We consider a game where players face environmental constraints. We derive and compare noncooperative, cooperative and umbrella scenarios. In the latter, the...

Our research examines a permit trading system where all countries participate to achieve a long-term greenhouse gases (GHG) stabilization target. Our main ob...

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 ...

We propose a Dynamic Programming (DP) approach combined with approximation for pricing options embedded in bonds, the focus being on call and put options wit...

The shortest path problem with resource constraints consists of finding the minimum cost path between two specified points while respecting constraints on r...

Linear relaxations are solved by column generation. Stabilization techniques such as dual-optimal inequalities and stabilized column generation algorithms t...

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 ...

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 ...

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...

This paper discusses a Bayesian functional estimation method, based on Fourier series, for the estimation of the hazard rate from randomly right-censored dat...

<i>Tabucol</i>&nbsp; is a tabu search algorithm that tries to determine whether the vertices of a given graph can be colored with a &#64257;xed number <i>k</...

We consider a two-player infinite-horizon discrete-time game where the players invest in R&D in order to develop a new technology to reduce production costs....

This paper deals with the topological design of a yotta-bit-per-second (1 <i>yotta</i> = 10²⁴) multidimensional network. The YottaWeb is a recent...

In this note we explore the fact that a stationary point of some nonlinear non-convex optimization problem is not always a local optimum, and that such a st...

The multiprocessor scheduling problem with communication delays that we consider in this paper consists of finding a static schedule of an arbitrary task gra...

We present a review of the various integer linear programming (ILP) formulations that have been proposed for the routing and wavelength assignment problem i...

This paper reports on the on-going development of a hybrid approach for dispatching and conflict-free routing of automated guided vehicles used for material...

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...

This paper presents some new heuristics based on variable neighborhood search to solve the vertex weighted <i>k</i>-cardinality tree problem. An efficient l...

In this work we propose to use a continuous Variable Neighborhood Search (VNS for short) heuristic for minimizing the potential energy function of molecules...

We study whether the introduction of a private label could be profitable for retailers and manufacturers. We also investigate if cooperative advertising cou...

This paper deals with the control of the class of uncertain hybrid stochastic systems. The uncertainties we are considering are of norm bounded type. The st...

In this study we develop optimization, decomposition, and heuristic procedures to design a unidirectional loop flow pattern along with the pickup and delive...

Dantzig-Wolfe decomposition and column generation, devised for linear programs, is a success story in large scale integer programming. We outline and relate ...

In some schools and universities, students must sometimes be divided into several teams in such a way that each team provides a good representation of the cl...

Linear mixed 0-1 integer programming problems may be reformulated as equivalent continuous bilevel linear programming (<i>BLP</i>) problems. We exploit the...

A constant fixed cost of establishing a facility is introduced within the framework of minisum facility location in the continuous space. The solution metho...

This paper deals with the class of continuous-time linear stochastic hybrid systems with Wiener process. The <i>H</i>_&infin; stochastic stabiliz...

This paper deals with the class of uncertain continuous-time linear stochastic hybrid systems with Wiener process. The uncertainties we are considering are ...

WDM networks offer a technology that can transferred several optical signals into a single optical fiber. This allows for more efficient use of the huge capa...

This paper proposes a two-player, finite-horizon differential game model to analyze joint implementation in environmental projects, one of the flexible mecha...

It is a common practice for a multi-branch firm to have its branches ordering a group of items from a single supplier. Obviously, co-ordinating the replenish...

We propose a differential game to study retailer’s allocation strategy of shelf-space shares between the manufacturers of two competing brands. Each manufact...

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...

Column generation is often used to solve problems involving set partitioning constraints, such as vehicle routing and crew scheduling problems. When these co...

The integrated aircraft routing and crew scheduling problem consists in determining a minimum-cost set of aircraft routes and crew pairings such that each fl...

In the long term, the Kyoto Protocol itself will be insufficient to stabilize the greenhouse gas (GHG) concentrations in the atmosphere; the participation of...

Using deformed products of arrangements, we construct a family of linear programs with <i>n</i> inequalities in <img src="real.png" align="middle" height=17>...

A critical aspect of operating an airline is to continuously maintain adequate staffing levels of qualified crewmembers. The airline must be able to plan sev...

A zone-dependent fixed cost is introduced within the framework of minisum location of facilities in the continuous space. An efficient algorithm for determin...

We consider the design of a hybrid opto-electronic network with grooming. We propose a model in which we take into account the fact that grooming traffic req...

In this article, we attempt to give a comprehensive review of how classical supply chain models have evolved with advances in information technology and its ...

In this exploratory study, a segmentation analysis of a shopping mall’s customers is conducted according to the activities they performed during their visit,...

Genetic algorithm has proven itself to be a fairly good optimization algorithm. Despite its many successful applications, there is a lack of theoretical ...

This paper examines the convergence properties of two well-known heuristics: variable neighborhood search (VNS) and random multistart local search (MLS). Bot...