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...

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...

We find all connected graphs in which any two distinct vertices have exactly two common neighbors, thus solving a problem by B. Zelinka.

In most vehicle routing and crew scheduling applications solved by column generation, the subproblem corresponds to a shortest path problem with resource con...

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...

This paper proposes a generalization of the proximal point algorithm using both penalty and trust region concepts. Finite convergence is established while as...

A new class of algorithms for solving nonlinearly constrained mixed variable optimization problems is presented. This class combines and extends the Audet-De...

This paper presents an enumeration algorithm based on dynamic programming for optimally solving the fleet management problem in underground mines. This probl...

This paper deals with the stabilization problem of the class of uncertain stochastic hybrid systems with multiplicative noise. The uncertainties are norm bou...

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...

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...

Winter road maintenance operations involve a host of decision-making problems at the strategic, tactical, operational, and real-time levels. Those operations...

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...

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...

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 ...

Conjectures in graph theory have multiple forms and involve graph invariants, graph classes, subgraphs, minors and other concepts in premisses and/or conclu...

Computer-assisted and automated conjecture-making in graph theory is reviewed, focusing on the three operational systems GRAPH, Graffiti and AutoGraphiX (AGX...

We consider the multiple depot vehicle scheduling problem (MDVSP) and propose a branch-and-bound algorithm for solving it that combines column generation, va...

Our research examines a permit trading system where all countries participate to achieve a long-term greenhouse gases (GHG) stabilization target. Our main ob...

We consider a game where players face environmental constraints. We derive and compare noncooperative, cooperative and umbrella scenarios. In the latter, the...