This work introduces the use of the treed Gaussian process (TGP) as a surrogate model within the mesh adaptive direct search (MADS) framework for constrain...

The Mesh Adaptive Direct Search (MADS) class of algorithms is designed for nonsmooth optimization, where the objective function and constraints are typical...

We study the optimisation of a biomass waste to energy conversion system using an adapted Tabu Search heuristic. It corresponds to a non-linear and non-conv...

Le secteur économique du transport aérien de passagers est soumis à de fortes contraintes dues aux nouveaux acteurs dans le domaine qui tendent les prix vers...

This paper presents a framework in which many structural credit risk models can be made hybrid by randomizing the default trigger, while keeping the capita...

We develop a flexible discrete-time hedging methodology that miminizes the expected value of any desired penalty function of the hedging error within a gener...

The MaxSumSum (maximum diversity) problem consists of the selection of <i>p</i> facilities among <i>n</i> candidate locations in a way that the total sum ...

Survivability in IP-over-WDM networks has already been extensively discussed in a series of studies. While many studies assume an IP restoration scheme and f...

The airline fleet assignment problem (FAP) consists of assigning an aircraft type to each flight leg of a flight schedule in order to maximize the airline ...

We consider different statistical models for the call arrival process in telephone call centers. We evaluate the forecasting accuracy of those models by desc...

In this paper, we propose new mathematical programming approaches for computing time-dependent bid prices in network revenue management problems. In contrast...

We consider a problem of groundwater management in which a group of farmers overexploits a groundwater stock and causes excessive pollution. A Water Agency...

In the absence of an international environmental agreement (IEA) on climate change, a country may be reluctant to unilaterally implement environmental acti...

We determine the threshold herd size at which a biomass waste to energy conversion system becomes commercially viable. The threshold herd size is found by ...

In this paper we address the problem of dimensioning infrastructure, comprising both network and server resources, for large-scale decentralized distributed...

Betweenness centrality was proposed about 35 years ago by Freeman. Since then, it was widely used mainly for analyzing social networks. According to <i>Web...

Dynamic constraint aggregation (DCA) and dual variable stabilization (DVS) are two methods that can reduce the negative impact of degeneracy when solvi...

In this paper, we derive and empirically test a regime-shifting dynamic term structure model for pricing interest rate caps. The central state variables are...

<p> <i>p</i>-Cycles have been extensively studied under a single link failure scenario. Even though not as common, single node failures may occur as well,...

Standard real options theory states that there is a value of waiting and that irreversible investment should be postponed when revenue is uncertain. Past lit...