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This paper addresses the winner determination problem (WDP) for TL transportation procurement auctions under uncertain shipment volumes and uncertain carrier...
référence BibTeXCombining losing games into a winning game
Le paradoxe de Parrondo est étendu à des marches aléatoires en environnements aléatoires avec changement de régimes. Le comportement paradoxal de la march...
référence BibTeXA primal adjacency-based algorithm for the shortest path problem with resource constraints
The shortest path problem with resource constraints (SPPRC) is often used as a subproblem within a column generation approach for routing and scheduling prob...
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The \(P_k\)
-hitting set problem consists in removing a minimum number \(\psi_k(G)\)
of vertices of a given graph \(G\)
so that the resulting graph does...
We propose an infeasible interior-point algorithm for constrained linear least-squares problems based on the primal-dual regularization of convex program...
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The shortest path problem with resource constraints finds the least cost path between two nodes in a network while respecting constraints on resource consump...
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For the last decades, community detection is a well-studied problem because it has applications in various fields. Variable Neighborhood Search (VNS) is an e...
référence BibTeXNORTA for portfolio credit risk
We use NORTA (NORmal To Anything) to enhance normal credit-risk factor settings in modeling common risk factors and capturing contagion effects...
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We investigate surrogate-assisted strategies for global derivative-free optimization using the mesh adaptive direct search MADS blackbox optimization algorit...
référence BibTeXThe contribution of mathematical models to climate policy design: A researcher's perspective
Energy and the environment are closely interconnected. In particular, energy-related carbon dioxide emissions are major contributors to climate change. To an...
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The classical p-median problem assumes that service to customers is always provided by the closest facility, while in practice, customers often interact for...
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The classical alternating current optimal power flow problem is highly nonconvex and generally hard to solve. Convex relaxations, in particular semidefinite,...
référence BibTeXThe role of bioenergy in low-carbon energy transition scenarios: A case study for Quebec (Canada)
The Canadian province of Quebec has set for 2030 a greenhouse gas (GHG) emission reduction target of 37.5% below 1990 levels. Meeting such a reduction targ...
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Dans cet article, nous proposons une méthode d'optimisation sans factorisation pour les problèmes avec contraintes d'égalité pour lequel toutes les contrai...
référence BibTeXStabilized optimization via an NCL algorithm
For optimization problems involving many nonlinear inequality constraints, we extend the bound-constrained (BCL) and linearly-constrained (LCL) augmented-La...
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The survivorship bias in credit risk modeling is the bias that results in parameter estimates when the survival of a company is ignored. We study the statist...
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In this paper we consider a version of the capacitated vehicle routing problem (CVRP) where travel times are assumed to be uncertain and statistically corre...
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Within state-of-the-art optimization solvers such as IBM--CPLEX the ability to solve both convex and nonconvex Mixed-Integer Quadratic Programming (MIQP) pro...
référence BibTeXBrand imitation: A dynamic-game approach
L’imitation d’une marque connue est une pratique courante et peut être légale ou illégale (dans le cas de la contrefaçon). On considère un scénario où une f...
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In the last 20 years, there has been increasing interest in using advanced simulation and optimization techniques to develop and manage mineral resources a...
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