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In this paper we use Noboru (2000) convenience-store location model, to describe a case study for locating gasoline stations (i.e. the distance between two ...
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We present a review of the various integer linear programming (ILP) formulations that have been proposed for the routing and wavelength assignment problem i...
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Fast uniform random number generators with extremely long periods have been defined and implemented based on linear recurrences modulo 2. The twisted GFSR ...
référence BibTeXQuasi-Monte Carlo Methods in Finance
We review the basic principles of Quasi-Monte Carlo (QMC) methods, the randomizations that turn them into variance-reduction techniques, and the main classe...
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This paper deals with the class of continuous-time linear stochastic systems with
Markovian jumping parameters and Wiener process. \(H_\infty\) observer...
Stabilization in Column Generation
Column Generation (CG) algorithms are instrumental in many areas of applied optimization, where Linear Programs with an enormous number of columns need to ...
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Chemical graphs, as other ones, are <i>regular</i> if all their vertices have the same degree. Otherwise, they are <i>irregular</i> and it is of interest to...
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We describe an approach that computes an optimal primal basic solution given an optimal vector of dual multipliers. It consists in restricting the dual prob...
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In this paper, we present tools to help understanding the dynamics of cognitive processes involved in handwriting and in text composition. Three computer sy...
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This article presents a formulation for the job shop problem based on the Dantzig- Wolfe decomposition with a subproblem for each machine. Each subproblem i...
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We study in this paper dynamic equilibrium advertising strategies in a duopoly with asymmetric information structure. The advertising model of Lanchester is...
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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...
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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...
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We find all connected graphs in which any two distinct vertices have exactly two common neighbors, thus solving a problem by B. Zelinka.
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In most vehicle routing and crew scheduling applications solved by column generation, the subproblem corresponds to a shortest path problem with resource con...
référence BibTeXA Primer in Column Generation
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...
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This paper proposes a generalization of the proximal point algorithm using both penalty and trust region concepts. Finite convergence is established while as...
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A new class of algorithms for solving nonlinearly constrained mixed variable optimization problems is presented. This class combines and extends the Audet-De...
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This paper presents an enumeration algorithm based on dynamic programming for optimally solving the fleet management problem in underground mines. This probl...
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This paper deals with the stabilization problem of the class of uncertain stochastic hybrid systems with multiplicative noise. The uncertainties are norm bou...
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