The continuous location-allocation problem requires finding sites for <i>m</i> new facilities in the plane in order to serve <i>n</i> users such that the to...

Variable Neighborhood Search (VNS) is a recent and effective metaheuristic for solving combinatorial and global optimization problems. It is capable of esca...

Les problèmes de chargement statique de groupes turbo-alternateurs à vapeur peuvent être exprimés sous forme de minimisation d’une somme de fonction de coût ...

Dynamic programming is applied to the economic dispatch problem with spin- ning reserve constraint. A first algorithm, based on a direct application of Bell...

This paper introduces the first exact approach for constructing aircrew member personalized monthly work schedules when a preferential bidding system (PBS) ...

There are many advantages to taking account of multi-lag autocorrelation of the inflows in a reservoir management problem: the flood and water shortage risk...

The global <i>k</i>-means heuristic is a recently proposed (Likas et al. 2003) incremental approach for minimum sum-of-squares clustering of a set <i>X</i> ...

In this paper, we examine the sensitivity of trust-region algorithms on the param- eters related to the step acceptance and update of the trust region. We s...

Recent developments in numerical methods for solving large differentiable nonlinear optimization problems are reviewed. State-of-the-art algorithms for solv...

We consider the problem of separating two sets of points in an <i>n</i>-dimensional real space with a (hyper)plane that minimizes the sum of <i>L<sub>p</sub...

In Duan, Gauthier and Simonato (1999), analytical formulas to approximate the price European options in the GARCH framework were developed. These formulas a...

One critical difficulty in implementing Merton’s (1974) credit risk model is that the underlying asset value cannot be directly observed. The model requires...

We develop a Markov chain pricing method capable of handling several state vari- ables. The Markov chain construction of Duan and Simonato (2000) is modifie...

This paper deals with the class of continuous-time singular linear systems with time delay in the state vector. Delay-independent and delay dependent suffic...

This paper deals with a class of continuous-time singular linear systems with Markovian jump parameters and time delays. Sufficient conditions on stochastic...

In this paper we develop a Variable neighborhood search (VNS) heuristic for solving Mixed-Integer Programs (MIP’s). It uses CPLEX, the general-purpose MIP s...

This paper deals with the topological design of a next generation optical network that provides fully meshed connectivity between electronic edge nodes. Suc...

We characterize in this paper the credibility of incentive equilibrium strategies for the class of linear-state differential games. We derive a general cond...

Portmanteau test statistics are useful for checking the adequacy of many time series models. Here we generalize the omnibus procedure proposed by Duchesne a...

An upper bound is given on the variance of degrees of graphs with <i>n</i> vertices, <i>m</i> edges and maximum degree &Delta;. Particular cases of chemical...