This paper proposes models and algorithms for the pickup and delivery vehicle routing problem with time windows and multiple stacks. Each stack is rear-loade...

In this paper we show how to robustify the computation of equilibria in two integrated assessment models for climate change. Both models deal with the optima...

Studies of traffic dynamics rely either on macroscopic models considering the traffic as a fluid, or on microscopic models of drivers' behavior. The connec...

A critical step of any cutting plane algorithm is to find valid inequalities, or cuts, that improve the current relaxation of the integer-constrained problem...

Robust optimization is a methodology that has gained a lot of attention in the recent years. This is mainly due to the simplicity of the modeling process and...

Clustering is a data mining method which consists in partitioning a given set of n objects into p clusters in order to minimize the dissimilarity among o...

More than fifteen years after the beginning of the development of AutoGraphiX (AGX), a third version of the software is made available. Since the program w...

In this paper, we present a stochastic two-level optimization model whose upper-level problem depicts a wastewater treatment plant deciding on the size of co...

The expansion of the Panama Canal will be completed by 2015. The route via the Panama Canal will shorten voyages from North America to Japan by more than 7,5...

In this article, we characterize incentive equilibrium strategies and their credibility conditions for the classes of linear-state and linear-quadratic dynam...

In this paper we present a new rolling horizon approach for solving stochastic mixed complementarity problems (MCPs). Such a scheme allows for decision-depen...

Intelligent transportation has been emerged as one of the data mining and machine learning applications. The smart card data nowadays are continuously gather...

In a static network reliability model one typically assumes that the failures of the components of the network are independent. This simplifying assumption m...

We propose an exponential tilting method for exact simulation from the truncated multivariate student-t distribution in high dimensions as an alternative t...

Traditionally, the planning of operating reserve has been done in terms of capacity and linear (average) ramping requirements. On the other hand, the newly e...

In deregulated markets, electricity prices are typically characterized by four key features: seasonality, mean-reversion, the possibility of large downward o...

The unequal-areas facility layout problem is concerned with finding the optimal arrangement of a given number of non-overlapping indivisible departments with...

The facility layout problem is a well-known operations research problem that arises in multiple applications. This paper is concerned with the multi-row layo...

We propose a quasi-analytical approach for valuing American-style options under Gaussian and double exponential jumps à la Merton (1976) and Kou (2002). Our ...

This paper describes three recent tools for dealing with primal degeneracy in linear programming. The first one is the Improved Primal Simplex (IPS) algor...