The Ninth Montreal IPSW took place on August 19-23, 2019, and was jointly organized by the CRM and IVADO (Institute for Data Valorization). The workshop welc...

We propose a new stochastic variance-reduced damped L-BFGS algorithm, where we leverage estimates of bounds on the largest and smallest eigenvalues of the He...

This paper studies disjunctive cutting planes in Mixed-Integer Conic Programming. Building on conic duality, we formulate a cut-generating conic program for...

Data acquisition and recording in the form of databases are routine operations. The process of collecting data, however, may experience irregularities, res...

This work reviews blackbox optimization applications over the last twenty years, addressed using direct search optimization methods. Emphasis is placed on...

Conditional estimation given specific covariate values (i.e., local conditional estimation or functional estimation) is ubiquitously useful with applications...

We consider a deterministic two-player linear-state differential game, where Player 1 uses piecewise continuous controls, while Player 2 implements impulse...

We study a distributionally robust version of the classical capacitated facility location problem with a distributional ambiguity set defined as a Wasserst...

In this paper, we propose a simple oligopoly game model to represent the interactions between coalitions of countries in deploying Carbon Dioxide Removal ...

In this paper, we consider the problem of equal risk pricing and hedging in which the fair price of an option is the price that exposes both sides of the con...

We present a modeling of bundle adjustment problems in Julia, as well as a solver for non-linear least square problems (including bundle adjustment problems)...

The design of key nonlinear systems often requires the use of expensive blackbox simulations presenting inherent discontinuities whose positions in the varia...

Aggregator is an open-source python package which aims to facilitate the exploitation of relational datasets by automating feature aggregation.

We study a new variant of the vehicle routing problem, which arises in hospital-wide scheduling of physical therapists. Multiple service locations exist for...

In several countries, electricity systems are under strong decarbonization pressure. In particular, the Canadian provinces of Quebec and Ontario as well as t...

Let \(G=(V,E)\) be a graph and let \(S\subseteq V\) be a subset of its vertices. If the subgraph of \(G\) induced by \(V\setminus S\) is acyclic, the...

In this paper, we introduce a framework for new product dfiffusion that integrates consumer heterogeneity and strategic interactions at individual level. For...

We consider the iterative solution of regularized saddle-point systems. When the leading block is symmetric and positive semi-definite on an appropriate sub...

We provide eigenvalues bounds for a new formulation of the step equations in interior methods for convex quadratic optimization. The matrix of our formulati...

In this paper, we apply a flexibility based operational planning paradigm to microgrid (MG) energy dispatch. The classic energy dispatch problem with energ...