This paper addresses the winner determination problem (WDP) for TL transportation procurement auctions under uncertain shipment volumes and uncertain carrier...

Parrondo's paradox is extended to regime switching random walks in random environments. The paradoxical behavior of the resulting random walk is explained...

The shortest path problem with resource constraints (SPPRC) is often used as a subproblem within a column generation approach for routing and scheduling prob...

The \(P_k\)-hitting set problem consists in removing a minimum number \(\psi_k(G)\) of vertices of a given graph \(G\) so that the resulting graph does...

We propose an infeasible interior-point algorithm for constrained linear least-squares problems based on the primal-dual regularization of convex program...

The shortest path problem with resource constraints finds the least cost path between two nodes in a network while respecting constraints on resource consump...

For the last decades, community detection is a well-studied problem because it has applications in various fields. Variable Neighborhood Search (VNS) is an e...

We use NORTA (NORmal To Anything) to enhance normal credit-risk factor settings in modeling common risk factors and capturing contagion effects...

We investigate surrogate-assisted strategies for global derivative-free optimization using the mesh adaptive direct search MADS blackbox optimization algorit...

Energy and the environment are closely interconnected. In particular, energy-related carbon dioxide emissions are major contributors to climate change. To an...

The classical p-median problem assumes that service to customers is always provided by the closest facility, while in practice, customers often interact for...

The classical alternating current optimal power flow problem is highly nonconvex and generally hard to solve. Convex relaxations, in particular semidefinite,...

The Canadian province of Quebec has set for 2030 a greenhouse gas (GHG) emission reduction target of 37.5% below 1990 levels. Meeting such a reduction targ...

We propose a factorization-free method for equality-constrained optimization based on a problem in which all constraints are systematically regularized. ...

For optimization problems involving many nonlinear inequality constraints, we extend the bound-constrained (BCL) and linearly-constrained (LCL) augmented-La...

The survivorship bias in credit risk modeling is the bias that results in parameter estimates when the survival of a company is ignored. We study the statist...

In this paper we consider a version of the capacitated vehicle routing problem (CVRP) where travel times are assumed to be uncertain and statistically corre...

Within state-of-the-art optimization solvers such as IBM--CPLEX the ability to solve both convex and nonconvex Mixed-Integer Quadratic Programming (MIQP) pro...

Brand imitation is a common practice that can take different forms, i.e., legal copying, as in the case of clones and knockoffs, or illegal, in the case of...

In the last 20 years, there has been increasing interest in using advanced simulation and optimization techniques to develop and manage mineral resources a...