References of "Crama, Yves"
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See detailBoolean Functions: Theory, Algorithms, and Applications
Crama, Yves ULg; Hammer, Peter L.

Book published by Cambridge University Press (2011)

This monograph provides the first comprehensive presentation of the theoretical, algorithmic and applied aspects of Boolean functions, i.e., {0,1}-valued functions of a finite number of {0,1}-valued ... [more ▼]

This monograph provides the first comprehensive presentation of the theoretical, algorithmic and applied aspects of Boolean functions, i.e., {0,1}-valued functions of a finite number of {0,1}-valued variables. The book focuses on algebraic representations of Boolean functions, especially normal form representations. It presents the fundamental elements of the theory (Boolean equations and satisfiability problems, prime implicants and associated representations, dualization, etc.), an in-depth study of special classes of Boolean functions (quadratic, Horn, shellable, regular, threshold, read-once, etc.), and two fruitful generalizations of the concept of Boolean functions (partially defined and pseudo-Boolean functions). It features a rich bibliography of about one thousand items. Prominent among the disciplines in which Boolean methods play a significant role are propositional logic, combinatorics, graph and hypergraph theory, complexity theory, integer programming, combinatorial optimization, game theory, reliability theory, electrical and computer engineering, artificial intelligence, etc. The book contains applications of Boolean functions in all these areas. [less ▲]

Detailed reference viewed: 384 (11 ULg)
See detailModèles mathématiques en gestion
Bair, Jacques ULg; Crama, Yves ULg; Henry, Valérie ULg et al

Book published by Cassini et POLE (2011)

Mis au point notamment pour la gestion de très grands projets industriels, les modèles mathématiques se sont imposés à tous les niveaux de l’activité économique : production, distribution et transports ... [more ▼]

Mis au point notamment pour la gestion de très grands projets industriels, les modèles mathématiques se sont imposés à tous les niveaux de l’activité économique : production, distribution et transports, marketing, finance... Des logiciels du commerce permettent aujourd’hui aux entreprises dépourvues d’un service de recherche d’en faire usage mais, même si ces logiciels se présentent comme des « boîtes noires », il est évident que la compréhension des principes mobilisés doit permettre au décideur de poser intelligemment le problème à résoudre et d’interpréter correctement les résultats obtenus. L’un des buts de ce livre est de les y aider. "Modèles mathématiques en gestion" est le fruit de la longue expérience de quatre professeurs qui, dans plusieurs universités et grandes écoles de Belgique, enseignent la statistique, la recherche opérationnelle, la gestion de la production et la mathématique financière à de futurs gestionnaires, économistes ou mathématiciens. L’originalité de l’ouvrage réside dans les liens établis entre ces diverses matières et dans le projet des auteurs d’établir un passage progressif des théories mathématiques couramment enseignées à des applications réfléchies de modèles mathématiques dans des situations réelles. Autant dire qu’on est loin d’un livre de recettes. Qu’il s’agisse des diverses façons de représenter des données réelles par une fonction mathématique, d’ordonnancement de projets complexes, d’optimisation de la production, de gestion de stocks, de problèmes de files d’attente, de modélisation d’obligations ou de valorisation d’options, les auteurs ont toujours le souci d’éveiller l’esprit critique de leur lecteur. Ce livre s’adresse donc aux étudiants en économie et en gestion, mais il devrait également intéresser les futurs ingénieurs, concernés par les problèmes quantitatifs rencontrés dans l’industrie, et les praticiens désireux de réfléchir aux fondements de leur activité professionnelle. [less ▲]

Detailed reference viewed: 141 (19 ULg)
See detailOperations Research for the steel industry : the art of combining science and knowledge
Crama, Yves ULg; Chevalier, Philippe

Conference (2010, October)

Detailed reference viewed: 14 (2 ULg)
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See detailSpace and time allocation in a shipyard assembly hall
Bay, Maud ULg; Crama, Yves ULg; Langer, Yves et al

in Annals of Operations Research (2010), 179(1), 57-76

We present a space and time allocation problem that arises in assembly halls producing large building blocks (namely, a shipyard which assembles prefabricated keel elements). The building blocks are very ... [more ▼]

We present a space and time allocation problem that arises in assembly halls producing large building blocks (namely, a shipyard which assembles prefabricated keel elements). The building blocks are very large, and, once a block is placed in the hall, it cannot be moved until all assembly operations on this block are complete. Each block must be processed during a predetermined time window. The objective is to maximize the number of building blocks produced in the hall. The problem is modeled as a 3-dimensional bin packing problem (3D-BPP) and is handled by a Guided Local Search heuristic initially developed for the 3D-BPP. Our com- putational experiments with this heuristic demonstrate that excellent results can be found within minutes on a workstation, and that the heuristic outperforms a standard constraint programming approach. We also describe some additional real-life constraints arising in the industrial application and show how these constraints can be conveniently integrated in the model. [less ▲]

Detailed reference viewed: 157 (33 ULg)
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See detailThroughput optimization in two-machine flowshops with flexible operations
Crama, Yves ULg; Gultekin, Hakan

in Journal of Scheduling (2010), 13(3), 227-243

In this study, a two-machine flowshop producing identical parts is considered. Each of the identical parts is assumed to require a number of manufacturing operations, and the machines are assumed to be ... [more ▼]

In this study, a two-machine flowshop producing identical parts is considered. Each of the identical parts is assumed to require a number of manufacturing operations, and the machines are assumed to be flexible enough to perform different operations. Due to economical or technological constraints, some specific operations are preassigned to one of the machines. The remaining operations, called flexible operations, can be performed on either one of the machines, so that the same flexible operation can be performed on different machines for different parts. The problem is to determine the assignment of the flexible operations to the machines for each part, with the objective of maximizing the throughput rate. We consider various cases regarding the number of parts to be produced and the capacity of the buffer between the machines. We present solution methods for each variant of the problem. [less ▲]

Detailed reference viewed: 37 (6 ULg)
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See detailChallenging Combinatorial Problems
Crama, Yves ULg

Conference (2010, May 06)

Detailed reference viewed: 8 (0 ULg)
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See detailFunctions of Binary Variables and Nonlinear 0-1 Optimization
Crama, Yves ULg

Conference (2010, April 29)

Detailed reference viewed: 19 (6 ULg)
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See detailHigh Multiplicity Scheduling Problems and Just-In-Time Scheduling
Crama, Yves ULg

Conference (2010, April 22)

Detailed reference viewed: 14 (1 ULg)
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See detailCombinatorial Optimization Models in Automated Manufacturing
Crama, Yves ULg

Conference (2010, April 01)

Detailed reference viewed: 9 (3 ULg)
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See detailLogical Analysis of Data and Classification
Crama, Yves ULg

Conference (2010, March 25)

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See detailControl and Voting Power in Shareholding Networks
Crama, Yves ULg

Conference (2010, March 18)

Detailed reference viewed: 5 (1 ULg)
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See detailModels for Decision Making: From Applications to Mathematics... and Back
Crama, Yves ULg

Conference (2010, March 15)

In this inaugural lecture, I describe some facets of the interplay between mathematics and management science, economics, or engineering, as they come together in operations research models. I intend to ... [more ▼]

In this inaugural lecture, I describe some facets of the interplay between mathematics and management science, economics, or engineering, as they come together in operations research models. I intend to illustrate, in particular, the complex and fruitful process through which fundamental combinatorial models find applications in management science, which in turn foster the development of new and challenging mathematical questions. [less ▲]

Detailed reference viewed: 13 (0 ULg)
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See detailVehicle loading optimization with stochastic supply
Amand, Guillaume ULg; Arda, Yasemin ULg; Crama, Yves ULg et al

Conference (2010, January 29)

Detailed reference viewed: 19 (5 ULg)
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See detailBoolean Models and Methods in Mathematics, Computer Science, and Engineering
Crama, Yves ULg; Hammer, Peter L.

Book published by Cambridge University Press (2010)

This collection of papers proposes in-depth presentations of a variety of advanced topics related to Boolean functions and expressions. The chapters are written by some of the most prominent experts in ... [more ▼]

This collection of papers proposes in-depth presentations of a variety of advanced topics related to Boolean functions and expressions. The chapters are written by some of the most prominent experts in their respective fields, and cover topics ranging from algebra and propositional logic to learning theory, cryptography, computational complexity, electrical engineering, and reliability theory. Beyond the diversity of the questions raised and investigated in different chapters, a remarkable feature of the collection is the common thread created by the fundamental language, concepts, models and tools provided by Boolean theory. Many readers will certainly be surprised to discover countless links between seemingly remote topics discussed in various chapters of the book. They will hopefully be able to draw on such connections to further their understanding of their own scientific discipline and to explore new avenues for research. [less ▲]

Detailed reference viewed: 83 (16 ULg)
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See detailOptimal selection of a portfolio of options under Value-at-Risk constraints: a scenario approach
Schyns, Michael ULg; Crama, Yves ULg; Hübner, Georges ULg

in Annals of Operations Research (2010), 181

This paper introduces a multiperiod model for the optimal selection of a financial portfolio of options linked to a single index. The objective of the model is to maximize the expected return of the ... [more ▼]

This paper introduces a multiperiod model for the optimal selection of a financial portfolio of options linked to a single index. The objective of the model is to maximize the expected return of the portfolio under constraints limiting its Value-at-Risk. We rely on scenarios to represent future security prices. The model contains several interesting features, like the consideration of transaction costs, bid-ask spreads, arbitrage-free option pricing, and the possibility to rebalance the portfolio with options introduced at the start of each period. The resulting mixed integer programming model is applied to realistic test instances involving options on the S&P500 index. In spite of the large size and of the numerical difficulty of this model, near-optimal solutions can be computed by a standard branch-and-cut solver or by a specialized heuristic. The structure and the financial features of the selected portfolios are also investigated. [less ▲]

Detailed reference viewed: 100 (26 ULg)
See detailRAPPORT DE RECHERCHE SUR UNE APPLICATION DE GESTION DE LA COLLABORATION DU SERVICE EXPÉDITION DU CHARGEUR AVEC LE TRANSPORTEUR
Pironet, Thierry ULg; Crama, Yves ULg; Arda, Yasemin ULg et al

Report (2009)

Dans ce rapport, les échanges d'information d'un donneur d'ordre, d'un transporteur et d'un fournisseur au sein d'une chaîne de distribution sont analysés. Les possibilités de tracking et de tracing de ... [more ▼]

Dans ce rapport, les échanges d'information d'un donneur d'ordre, d'un transporteur et d'un fournisseur au sein d'une chaîne de distribution sont analysés. Les possibilités de tracking et de tracing de TransLogisTIC sont utilisés pour générer des KPI de performance et un modèle d'optimisation de quais de chargement est décrit dans une version Off-line et On-line. [less ▲]

Detailed reference viewed: 146 (31 ULg)
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See detailVehicle loading optimization with stochastic supply
Amand, Guillaume ULg; Arda, Yasemin ULg; Crama, Yves ULg et al

Conference (2009, July 07)

The increased availability of information makes it possible to coordinate processes which are usually functionnally separated in large companies, such as production and transportation. This work ... [more ▼]

The increased availability of information makes it possible to coordinate processes which are usually functionnally separated in large companies, such as production and transportation. This work investigates the optimization of vehicle loading for individual orders over a multiperiod horizon when items have stochastic release dates from production, and time windows are imposed for delivery at the customer plant. The loading decisions are made in order to minimize the expected cost. Starting from the deterministic model, we develop scenario-based models for the stochastic version of the problem and we investigate the performance of various solution methods. [less ▲]

Detailed reference viewed: 26 (9 ULg)
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See detailLocal search heuristics for large-scale discrete structural optimization with expensive black-box evaluations
Bay, Maud ULg; Crama, Yves ULg; Rigo, Philippe ULg

Report (2009)

This paper considers large-scale structural optimization problems featuring discrete variables, as well as nonlinear implicit constraints which can only be evaluated through time-expensive computations. A ... [more ▼]

This paper considers large-scale structural optimization problems featuring discrete variables, as well as nonlinear implicit constraints which can only be evaluated through time-expensive computations. A prominent application consists in the preliminary structural design of large ships, where many of the variables take their values in discrete sets which model standard element dimensions to be selected from catalogs, and where the evaluation of the constraints involves a complex structural analysis performed by black-box software. The resulting large-scale nonlinear combinatorial problems are particularly hard, and even nding a discrete feasible solution may prove challenging for some instances. In this paper, we propose two heuristics that combine local search methods and a sequential optimization method based on approximations of the implicit constraints. The heuristics are applied to the structural optimization of several large ships. For these instances, the heuristics provide discrete feasible solutions whose value is close to the optimal value of the continuous relaxation obtained by disregarding the discrete nature of the variables. [less ▲]

Detailed reference viewed: 69 (13 ULg)
See detailRAPPORT INTERNE : REVUE DE LITTERATURE SUR LA GESTION DES RESSOURCES RÉUTILISABLES ET DES MÉTHODES D’OPTIMISATION
Pironet, Thierry ULg; Crama, Yves ULg; Arda, Yasemin ULg et al

Report (2009)

Dans cette revue de la littérature scientifique, on peut trouver une synthèse des thématiques liées aux modèles et aux techniques d'optimisation utilés pour la gestion de ressources réutilisables dans un ... [more ▼]

Dans cette revue de la littérature scientifique, on peut trouver une synthèse des thématiques liées aux modèles et aux techniques d'optimisation utilés pour la gestion de ressources réutilisables dans un réseau tels que les containers entre des ports de mers ou des wagons dans un réseau ferroviaire. Les textes fondateurs sont mentionnés dans un ordre historique et un commentaire est fait soit sur le modèle investiqué et ses particularités ou la technique de résolution. [less ▲]

Detailed reference viewed: 88 (9 ULg)
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See detailAlternative to the Mean-Variance Asset Allocation Analysis: A Scenario Methodology for Portfolio Selection
Schyns, Michael ULg; Hübner, Georges ULg; Crama, Yves ULg

in Gregoriou, Greg N. (Ed.) Stock Market Volatility (2009)

This paper introduces a new methodology to optimize the allocation of financial assets. The objective of the model is to maximize the expected return of the portfolio under constraints limiting its Value ... [more ▼]

This paper introduces a new methodology to optimize the allocation of financial assets. The objective of the model is to maximize the expected return of the portfolio under constraints limiting its Value-at-Risk. The assets could consist in stocks as well as options. We rely on a flexible scenario tree approach to represent the future prices. In order to reduce the number of leaves and maintain the model tractable, stocks prices are obtained through the Fama & French empirical asset pricing model. Experiments on historical data are performed to illustrate the method and show the performance of the approach. Different strategies are compared: considering various market distributions, several factor models and a few portfolio hypothesis. [less ▲]

Detailed reference viewed: 266 (34 ULg)