Multi-agent reinforcement learning has made significant progress in recent years, but it remains a hard problem. Hence, one often resorts to developing lea...

We propose an iterative method named USYMLQR for the solution of symmetric saddle-point systems that exploits the orthogonal tridiagonalization method of Sa...

We propose a regularization method for nonlinear least-squares problems with equality constraints. Our approach is modeled after those of Arreckx and Orban ...

We are interested in blackbox optimization for which the user is aware of monotonic behaviour of some constraints defining the problem. That is, when incr...

We are witnessing an acceleration in the uptake of renewable energy in power systems. Because of the associated variability and uncertainty of renewables, ...

Recommender systems make use of different sources of information for providing users with recommendations of items. Such systems are often based on collabor...

Given a set of duties to be operated over a cyclic one-week horizon and groups of drivers with similar characteristics, the cyclic bus driver rostering probl...

The present work is in a context of derivative-free optimization involving direct search algorithms guided by surrogate models of the original problem. The...

We consider a personalized employee scheduling problem with characteristics present in retail stores consisting of multiple departments. In the setting under...

In the interest of full disclosure, the reader is advised that I am biased positively towards the book considered here as I have collaborated with its first ...

This is a two-part work. In Part I, low-cost and representative reduced-fidelity models of two versions of the HYDROTEL hydrological model are constructed, u...

Dealing with computationally-intensive calibration processes is still common in distributed hydrological modelling despite the computing power growth. Comput...

The open-pit mine production scheduling problem aims to optimize the net present value of a mining asset. Several solution methods have been proposed to find...

We develop a general equality-constrained nonlinear optimization algorithm based on a smooth penalty function proposed by Fletcher (1970). Although it was ...

Microgrid, a promising component of smart grid, will potentially yield a free electricity market. This paper proposes a novel construction for a community mi...

The airline crew scheduling problem involves determining schedules for airline crew members such that all the scheduled flights over a planning horizon (usua...

We consider a class of dynamic collective choice models with social interactions, whereby a large number of non-uniform agents have to individually settle ...

The Integral Simplex Using Decomposition (ISUD) algorithm has been developed recently to solve large set partitioning problems (SPPs) in a primal way, i.e.,...

This paper investigates the current patient transportation between services in a large hospital and provides a simulation-optimization solution to reduce com...

In its reform of the US bankruptcy procedure, the American Bankruptcy Institute (ABI) is proposing to grant a redemption option to junior creditors and let...