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In the field of Automatic Programming (AP), the solution of a problem is a program, which is usually presented by a tree with a specific structure. This tree...
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Generally, the semiclosed-form option pricing formula for complex financial models depends on unobservable factors such as stochastic volatility and jump int...
BibTeX referencePrivacy-preserving classifiers recognize shared mobility behaviours from WiFi network imperfect data
This paper proves the concept that it is feasible to accurately recognize specific human mobility shared patterns, based solely on the connection logs betw...
BibTeX referenceContinuous variable neighborhood search (C-VNS) for solving systems of nonlinear equations
In this paper we propose C-VNS (Continuous variable neighborhood search) method for finding all solutions to a nonlinear system of equations (NSE). We tran...
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We consider an integrated planning problem that combines production, inventory and inbound transportation decisions in a context where several suppliers each...
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This article describes a new model aiming at optimizing short- and medium-term underground mine scheduling. The complexity of the problem to solve and the fr...
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The Time Window Assignment Vehicle Routing Problem (TWAVRP) is the problem of assigning time windows for delivery before demand volume becomes known. This i...
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Personnel scheduling aims at determining the cheapest work schedules to cover the demand for one or more tasks at each period of a given horizon. During the ...
BibTeX referenceA two-stage solution approach for personalized multi-department multi-day shift scheduling
In this paper, we address a personalized multi-department multi-day shift scheduling problem with a multi-skill heterogeneous workforce where employees can b...
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It is well known that strategic consumers can harm firms' profits by delaying their purchases, to buy at discounted price. A retailer can induce consumers ...
BibTeX referenceExploitation of a productive asset in the presence of strategic behavior and pollution externalities
This paper studies the strategic behavior of firms competing in the exploitation of a common-access productive asset, in the presence of pollution external...
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Vehicle routing problems (VRPs) are among the most studied problems in operations research. Nowadays, the leading exact algorithms for solving many classes o...
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We describe LNLQ for solving the least-norm problem \(\min\ \|x\|\)
subject to \(Ax=b\)
.
Craig's method is known to be equivalent to applying the conjug...
This paper targets a stochastic energy management problem. We first decouple the stochasticity of the global scenarios to local scenarios. Then, we use spat...
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The parallel space decomposition of the Mesh Adaptive Direct Search algorithm (PSD-MADS proposed in 2008) is an asynchronous parallel method for constrained ...
BibTeX referenceTraffic characterization and LTE performance analysis for M2M communications in smart cities
The paper presents a model for the characterization of M2M traffic and the performance evaluation of LTE access to support M2M communication, embedded into ...
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Nanotherapy represents a promising approach to target tumors with anticancer drugs while minimizing systemic toxicity. Evaluation of nanoparticle (NP) design...
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We consider the problem of pricing and advertising a one-time entertainment event. We assume that the organizers want to sell all available tickets. Thre...
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Derivative-free optimization (DFO) is the mathematical study of the optimization algorithms that do not use derivatives. One branch of DFO focuses on model-...
BibTeX referenceRobust self-scheduling of a price-maker energy storage facility in the New York electricity market
Recent progress in energy storage have contributed to create large-scale storage facilities and to decrease their costs. This may bring economic opportunitie...
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