We develop a multi-stage stochastic programming model for international portfolio management in a dynamic setting. We model uncertainty in asset prices and exchange rates in terms...
This paper is a study of the car sequencing problem, when feature spacing constraints are soft and colors of vehicles are taken into account. Both pseudo-polynomial algorithms and ...
Abstract. Constraint Programming (CP) offers a rich modeling language of constraints embedding efficient algorithms to handle complex and heterogeneous combinatorial problems. To s...
Sophie Demassey, Gilles Pesant, Louis-Martin Rouss...
The three-mode partitioning model is a clustering model for three-way three-mode data sets that implies a simultaneous partitioning of all three modes involved in the data. In the...
Likelihood-based marginal regression modelling for repeated, or otherwise clustered, categorical responses is computationally demanding. This is because the number of measures nee...