776 citations
- Université de MontréalCA16 papers
- Group for Research in Decision AnalysisCA13 papers
- McGill UniversityCA10 papers
- Mila - Quebec Artificial Intelligence InstituteCA9 papers
- University of TorontoCA8 papers
- Polytechnique MontréalCA7 papers
- Peking UniversityCN6 papers
- Tsinghua UniversityCN6 papers
- Université de SherbrookeCA6 papers
- Centre National de la Recherche ScientifiqueFR5 papers
- Université du Québec à MontréalCA5 papers
- Ghent UniversityBE4 papers
4 papers · 2 filters
Combining Cross Entropy and MADS methods for inequality constrained global optimization
Charles Audet, Romain Couderc, Jean Bigeon
This paper proposes a way to combine the Mesh Adaptive Direct Search (MADS) algorithm with the Cross-Entropy (CE) method for non smooth constrained optimization. The CE method is u…
Stochastic RWA and Lightpath Rerouting in WDM Networks
Maryam Daryalal, Merve Bodur
In a telecommunication network, Routing and Wavelength Assignment (RWA) is the problem of finding lightpaths for incoming connection requests. When facing a dynamic traffic, greedy…
Open-loop and feedback Nash equilibrium in scalar linear-state differential games with impulse control
Utsav Sadana, Puduru Viswanadha Reddy, Georges Zaccour
We consider a two-player linear-state differential game, where one player intervenes continuously in the game, while the other implements an impulse control. When the impulse insta…
Lagrangian Dual Decision Rules for Multistage Stochastic Mixed Integer Programming
Maryam Daryalal, Merve Bodur, James R. Luedtke
Multistage stochastic programs can be approximated by restricting policies to follow decision rules. Directly applying this idea to problems with integer decisions is difficult bec…