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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...
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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...
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We find all connected graphs in which any two distinct vertices have exactly two common neighbors, thus solving a problem by B. Zelinka.
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In most vehicle routing and crew scheduling applications solved by column generation, the subproblem corresponds to a shortest path problem with resource con...
BibTeX referenceA Primer in Column Generation
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...
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This paper proposes a generalization of the proximal point algorithm using both penalty and trust region concepts. Finite convergence is established while as...
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A new class of algorithms for solving nonlinearly constrained mixed variable optimization problems is presented. This class combines and extends the Audet-De...
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This paper presents an enumeration algorithm based on dynamic programming for optimally solving the fleet management problem in underground mines. This probl...
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This paper deals with the stabilization problem of the class of uncertain stochastic hybrid systems with multiplicative noise. The uncertainties are norm bou...
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We consider a differentiated duopoly where firms invest in research and development (R&D) to reduce their production cost. We show that if the firms pl...
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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...
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Winter road maintenance operations involve a host of decision-making problems at the strategic, tactical, operational, and real-time levels. Those operations...
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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...
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The uniting feature of combinatorial optimization and extremal graph theory is that in both areas one should find extrema of a function defined in most...
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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 ...
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Conjectures in graph theory have multiple forms and involve graph invariants, graph classes, subgraphs, minors and other concepts in premisses and/or conclu...
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Computer-assisted and automated conjecture-making in graph theory is reviewed, focusing on the three operational systems GRAPH, Graffiti and AutoGraphiX (AGX...
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We consider the multiple depot vehicle scheduling problem (MDVSP) and propose a branch-and-bound algorithm for solving it that combines column generation, va...
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Our research examines a permit trading system where all countries participate to achieve a long-term greenhouse gases (GHG) stabilization target. Our main ob...
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We consider a game where players face environmental constraints. We derive and compare noncooperative, cooperative and umbrella scenarios. In the latter, the...
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