This work introduces the StoMADS-PB algorithm for constrained stochastic blackbox optimization, which is an extension of the mesh adaptive direct-search (MAD...

This paper proposes a way to combine the Mesh Adaptive Direct Search (MADS) algorithm with the Cross-Entropy (CE) method for non smooth constrained optimizat...

In this paper, we propose an exact branch-price-and-cut (BPC) algorithm for the two-echelon vehicle routing problem with time windows. This problem arises i...

Le Neuvième atelier de résolution de problèmes industriels de Montréal, qui eut lieu du 19 au 23 août 2019, fut organisé conjointement par le CRM et l'Instit...

We propose a new stochastic variance-reduced damped L-BFGS algorithm, where we leverage estimates of bounds on the largest and smallest eigenvalues of the He...

This paper studies disjunctive cutting planes in Mixed-Integer Conic Programming. Building on conic duality, we formulate a cut-generating conic program for...

Data acquisition and recording in the form of databases are routine operations. The process of collecting data, however, may experience irregularities, res...

This work reviews blackbox optimization applications over the last twenty years, addressed using direct search optimization methods. Emphasis is placed on...

We consider a deterministic two-player linear-state differential game, where Player 1 uses piecewise continuous controls, while Player 2 implements impulse...

In this paper, we propose a simple oligopoly game model to represent the interactions between coalitions of countries in deploying Carbon Dioxide Removal ...

The design of key nonlinear systems often requires the use of expensive blackbox simulations presenting inherent discontinuities whose positions in the varia...

We study a new variant of the vehicle routing problem, which arises in hospital-wide scheduling of physical therapists. Multiple service locations exist for...

Dans cet article, nous introduisons une nouvelle approche pour analyser le processus de diffusion de nouveaux produits qui tient compte de l'hétérogénéité de...

We consider the iterative solution of regularized saddle-point systems. When the leading block is symmetric and positive semi-definite on an appropriate sub...

Nous développons des bornes sur les valeurs propres d’une nouvelle formulation des équations de Newton dans les méthodes de points intérieurs pour l’optimisa...

Dans cet article, nous appliquons une méthode de dispatching économique exploitant la flexibilité d’éléments de stockage d’énergie et de pilotage de charge...

The Mars Curiosity rover is frequently sending back engineering and science data that goes through a pipeline of systems before reaching its final destinati...

Column generation (CG) algorithms are well known to suffer from convergence issues due, mainly, to the degenerate structure of their master problem and the ...

We consider an integrated optimization problem including the production, inventory, and outbound transportation decisions where a central plant fulfills the ...

Restless bandits are a class of sequential resource allocation problems concerned with allocating one or more resources among several alternative processes...