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81 Papers in 2010

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

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First-generation R&D-based endogenous growth models have been criticized because they predict strong scale effects (growth rate proportional to the size of...

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This paper analyzes the coalitional Great Fish War model under the assumption that players differ in their time preferences and use different discount rate...

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In 1956, Nordhaus and Gaddum gave lower and upper bounds on the sum and the product of the chromatic number of a graph and its complement, in terms of the or...

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We study the welfare effects of Price Cap Regulation (PCR) and the strategic behaviour it may induce in gas transportation networks by analyzing a stylized g...

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Interior-point methods in augmented form for linear and convex quadratic programming require the solution of a sequence of symmetric indefinite linear ...

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This paper presents an hybrid Variable Neighborhood-Tabu Search algorithm to solve the Site Dependent Vehicle Routing Problem (SDVRPTW). Our implementation o...

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Le but de cet article est de décrire et de résoudre un nouveau et important problème auquel font face les compagnies maritimes spécialisées dans le transport...

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We prove here a tropical version of the well-known Whitney embedding theorem (1944) stating that a smooth <i>m</i>-dimensional compact manifold can be e...

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This paper reviews the use of Fourier transform methods in the pricing of contingent claims. This is a very promosing topic in finance, given the scarcity ...

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We study extremal graphs for the extremal values of the second largest <i>Q</i>-eigenvalue of a connected graph. We first characterize all simple connected g...

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The present paper describes the coupling of the Mesh Adaptive Direct Search (MADS) algorithm with the FactSage thermochemical software, which allows to calcu...

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During alloy and process design, it is often desired to identify regions of design or process variables for which certain calculated functions have optimal v...

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The role of the Information and Communication Technology sector on productivity and economic growth is constantly increasing and, due to its pervasiveness, ...

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La plupart des compagnies distribuant de l’huile de chauffage résolvent des problèmes de tournées de véhicules presque quotidiennement. Ces problèmes peuven...

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Advanced discrete choice models, such as parametric/non-parametric mixed logit and hybrid choice models, are heavily used in travel behavior research. The...

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The production-routing problem can be seen as a combination of two well known combinatorial optimization problems: the lotsizing and the vehicle routing prob...

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This study proposes a game theoretic approach toward the analysis of renewable portfolio standard policy (RPS), which is one of the main forces behind prom...

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Le vieillissement de la population a mis l'accent sur les systèmes publics de retraite dans la plupart des pays développés. Pour éviter que les déficits de l...

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The presence of symmetry is common in certain types of scheduling problems. Symmetry can occur when one is scheduling a collection of jobs on multiple identi...

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Le problème d'affectation d'activités et de tâches consiste à affecter des activités interruptibles et des tâches non interruptibles à des quarts de travai...

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This paper provides some evidence on electricity--natural gas price interactions along with trade effects on electricity prices. The analysis helps to better...

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Semidefinite programming has been used successfully to build hierarchies of convex relaxations to approximate polynomial programs. This approach rapidly beco...

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Paleoclimate evidence and climate models indicate that certain elements of the climate system may exhibit thresholds, with small changes in greenhouse gas em...

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The computational intractability of the dynamic programming (DP) equations associated with optimal admission and routing in stochastic loss networks of any n...

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This paper deals with an application of dynamic games for the design of efficient climate policies involving both adaptation and mitigation elements. More pr...

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Optimization of single machine, single part-type dedicated Kanban policies in multi-part transfer lines with unreliable machines is considered. At each prod...

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This paper presents an extension of the well known random forest method to the case of clustered data. The proposed "mixed effects random forest" method is i...

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We revisit the question of why some participants in online auctions place their bids right before the time of closing. Using e-Bay data for two product cate...

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It is seldom the case that one has the opportunity to compare investments as projected by a long-term multi-period model to what is eventually realized in pr...

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In this paper, we empirically compare open-loop and closed-loop investment strategies in production capacities in the three-player Finnish electricity indust...

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In this paper we study the capacitated team orienteering problem where split deliveries are allowed. A set of potential customers is given, each associated w...

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In this paper, we empirically investigate the robustness of random forests for regression problems. We also investigate the performance of five variations o...

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In the rail industry, profit maximization relies heavily on the integration of logistics activities with an improved management of revenues. The operational ...

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The <i>positive edge</i> is a new pricing rule for the primal simplex: it identifies, with a probability error less than or equal to 2<sup>-30</sup> in sing...

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The paper proposes a framework for sensitivity analyses of blackbox constrained optimization problems for which Lagrange multipliers are not available. Two s...

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We explore the implications of the farsightedness assumption on the conjectures of players in a coalitional Great Fish War model with symmetric players, deri...

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Normalized cut is one of the most popular graph clustering criteria. The main approaches proposed for its resolution are spectral clustering methods (e.g. [1...

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In this paper, we generalize the Asymmetric Representatives Formulation, which was first introduced by Campêlo et al. (2008) for the Node Coloring Problem. ...

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The tropical dry forest in Androy, southern Madagascar, is threatened with disappearance by many activities. We can see in the literature and government docu...

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Although sample size calculations for testing a parameter in the Poisson regression model have been previously done, very little attention has been given to ...

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This paper presents the generalized mixed effects regression tree (GMERT) method, an extension of the mixed effects regression tree (MERT) methodology design...

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This paper presents a framework where many existing structural credit risk models can be made hybrid by using a transformation of leverage to define the defa...

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The population value of coefficients of correlation based on ranks depends only on the copula underlying the true distribution. We consider data sets that sh...

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We propose a new approach to construct adaptive multiscale orthonormal (AMO) bases of R<sup><i>N</i></sup> that provide highly sparse signal representations....

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NOMAD is software that implements the MADS algorithm (Mesh Adaptive Direct Search) for black-box optimization under general nonlinear constraints. Black-box ...

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Finding modules, or clusters, in networks currently attracts much attention in several domains. The most studied criterion for doing so, due to Newman and Gi...

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The paper answers the three distinct questions of maximizing the perimeter, diameter and area of equilateral unit-width convex polygons. The solution to each...

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A mixed interior/exterior-point method for nonlinear programming is described, that handles constraints by way of an <i>l</i><sub>1</sub>-penalty function. A...

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In this paper we study the situation when a market might be destabilized in the presence of Good Deals. A Good Deal is in general a financial position while ...

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Cet article présente l'utilisation qu'il est possible de faire des outils de la viabilité dans le cadre des modèles macroéconomiques de développement durabl...

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An automatic method for constructing linear relaxations of constrained global optimization problems is proposed. Such a construction is based on affine and i...

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This paper develops a dynamic model to determine a firm's optimal risk management strategy when it faces uncertainty about its future profitability and inves...

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Traditionally, IP Network planning and design is mostly based on average delay or loss constraints which can often be easily calculated. Jitter, on the othe...

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In this paper we present the implementation of the <i>EEE</i> and <i>E<sub>&#967;</sub>MIP</i> algorithms with exact arithmetics in a user friendly applicat...

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The vehicle routing problem with time windows VRPTW consists of finding least-cost vehicle routes to service given customers exactly once each while satisfyi...

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In view of applications to diagnostic tests of ARMA models, the asymptotic behavior of multivariate empirical and copula processes based on residuals of ARM...

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The purpose of this paper is to present and solve a new, important planning problem faced by many shipping companies dealing with the transport of bulk produ...

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Large datasets upon which classical statistical analysis cannot be performed because of the curse of dimensionality are more and more common in many research...

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The multi-activity assignment problem consists of assigning interruptible activities to given work shifts so as to match as much as possible for each activit...

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Exact global optimization of the clusterwise regression problem is challenging and there are currently no published feasible methods for performing this clus...

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The integrated crew scheduling (ICS) problem consists of determining, for a set of available crew members, least-cost schedules that cover all flights and re...

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In this paper, we introduce the notion of dynamic copulas to model serial dependence as well as interdependence between several time series. The proposed m...

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Climate change is one of the greatest challenges facing our planet in the foreseeable future and despite the urgency of the situation global GHG emissions ...

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A positive basis is a minimal set of vectors whose nonnegative linear combinations span the entire space R<i><sup>n</sup></i>. Interest in positive bases wa...

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In today optical WDM networks, capacity expansion is performed by the addition of transport blades (e.g., transceivers) at end nodes of optical fibers. It al...

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Availability requirements in survivable transport networks depend on the type of costumers using the network and the supported services. Nowadays, a variety ...

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Optical transmission allows massive data transfers thanks to its tremendous transport capacity. Sustained efforts have been made to address the physical co...

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We consider a multi-layer network design model arising from a real-life telecommunication application where traffic routing decisions imply the installati...

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This work introduces a new shared segment protection scheme that ensures both node and link protection in an efficient manner in terms of cost and band...

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The focus of this paper is on the design of the so-called Optical Wide Area Networks (OWANs), i.e., optical networks that cover broad areas. Our objective ...

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The traffic evolution is notoriously marked by an increasing dynamism that promotes the design of a dynamic optical layer. Despite the contention issue, Opti...

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Traditionally, the airline crew scheduling problem has been decomposed into a crew pairing and a crew assignment problem that are solved sequentially. The f...

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Dans cet article, on raconte l'histoire de l'équipe GENCOL et du logiciel d'optimisation du même nom. C'est avant tout le récit d'une collaboration qui se po...

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We give an explicit description of the basic solutions of max-linear systems <img src="/cgi-bin/mimetex.cgi?A\otimes x\leq B\otimes x"> with two inequalities.

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In this paper we establish the definition of the <i>set of &epsilon;-proper equilibria</i> of a bimatrix game. We define a 0-1 mixed quadratic program to ge...

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We study the problem of constructing shifted rank-1 lattice rules for the approximation of high-dimensional integrals with a low weighted star discrepancy, f...

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Recent advances in coupling novel optimization methods to large-scale computing problems have opened the door to tackling a diverse set of physically realist...

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We introduce the OPAL framework in which the identification of good algorithmic parameters is interpreted as a black box optimization problem whose variables...

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The main goal of this paper is to bring a contribution in order to facilitate automatic refinement of Bimatrix Game Nash extreme equilibria. We show how maxi...

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La confection de calendriers sportifs dans le milieu scolaire québécois est une tâche complexe à laquelle la Fédération Québécoise du Sport Étudiant (FQSE) d...

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