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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...
BibTeX referenceParallel Variable Neighborhood Search
Variable Neighborhood Search (VNS) is a recent and effective metaheuristic for solving combinatorial and global optimization problems. It is capable of esca...
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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 ...
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Dynamic programming is applied to the economic dispatch problem with spin- ning reserve constraint. A first algorithm, based on a direct application of Bell...
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This paper introduces the first exact approach for constructing aircrew member personalized monthly work schedules when a preferential bidding system (PBS) ...
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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...
BibTeX referenceAnalysis of Global k-Means, an Incremental Heuristic for Minimum Sum-of-Squares Clustering
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> ...
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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...
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Recent developments in numerical methods for solving large differentiable nonlinear optimization problems are reviewed. State-of-the-art algorithms for solv...
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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...
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In Duan, Gauthier and Simonato (1999), analytical formulas to approximate the price European options in the GARCH framework were developed. These formulas a...
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One critical difficulty in implementing Merton’s (1974) credit risk model is that the underlying asset value cannot be directly observed. The model requires...
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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...
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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...
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This paper deals with a class of continuous-time singular linear systems with Markovian jump parameters and time delays. Sufficient conditions on stochastic...
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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...
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This paper deals with the topological design of a next generation optical network that provides fully meshed connectivity between electronic edge nodes. Suc...
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We characterize in this paper the credibility of incentive equilibrium strategies for the class of linear-state differential games. We derive a general cond...
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Portmanteau test statistics are useful for checking the adequacy of many time series models. Here we generalize the omnibus procedure proposed by Duchesne a...
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An upper bound is given on the variance of degrees of graphs with <i>n</i> vertices, <i>m</i> edges and maximum degree Δ. Particular cases of chemical...
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