|
|
|
Publications
The contributions listed below are relevant as they form the
methodology behind
this proposal. Note that papers related to bilinear, max-min and
quadratic
nonconvex problems are cited, as they share many theoretical and
algorithmic
properties of bilevel programs.
A) Refereed Contributions
1. Articles in refereed
publications
1.1 Published
Forthcoming publications
- G. Heilporn,
M.
Labbé,
P. Marcotte
and G. Savard, 'A Polyhedral
Study of the Network Pricing Problem with Connected Toll Arcs,
forthcoming in Networks.
- Y. Zhang,
O.
Berman, P. Marcotte and V.
Verter, 'A Bilevel Model for Preventive Healthcare Facility Network
Design with
Congestion', forthcoming in IIE Transactions
-
P. Marcotte, A. Mercier, G. Savard and V. Verter, 'Toll
Policies for Mitigating Hazardous Materials Transport Risk',
forthcoming in Transportation Science
|
2010
- G. Heilporn,
P. Marcotte and G. Savard, 'A Parallel Between Two
Classes of Pricing Problems in Transportation and Economics', Journal of Revenue and Pricing Management 9
(2010)
110-125.
2009
- P. Marcotte
and D.L. Zhu, 'Existence
and
computation
of optimal tolls in multiclass network equilibrium
problems', Operations Research
Letters 37 (2009) 211-214.
- Marcotte, P.,
Savard, G.,
Zhu, D.,
'Mathematical structure of a bilevel strategic pricing model', EJOR.193
(2009)
552-566
- P. Marcotte, A. Mercier, G. Savard and V. Verter, 'Toll
Policies for Mitigating Hazardous Materials Transport Risk', Transportation Science 43 (2009)
228-243.
- P. L'Ecuyer,
'Quasi-Monte Carlo Methods with Applications in Finance', Finance and Stochastics13 (2009)
307-349.
|
2008
- L. Brotcorne, M.
Labbé, P. Marcotte
and G. Savard, 'Joint
Design
and
Pricing on a Network', Operations
Research 56 (2008) 1104-1105.
- S. Dewez,
M. Labbé,
P. Marcotte and
G. Savard, 'New
formulations and valid inequalities for a bilevel pricing problem',
Operations Research
Letters 36 (2008) 141-149.
- C. Audet, G. Savard and W. Zghal, 'Multiobjective
optimization through a series of single-objective formulations', SIAM Journal on
Optimization, 19 (2008) 188-210.
- C. Audet, J. Haddad and G. Savard,
'Disjunctive cuts for continuous linear bilevel programming', Optimization Letters 1 (2007) 259-267.
- S. Ambec and L.
Ehlers, 'Sharing a River among Satiable Countries', Mathematics of Operations Research
33 (2008) 327-335.
- L. Brotcorne, P.
Marotte and G.
Savard,
'Bilevel
Programming:
The Montreal School', INFOR
48 (2008) 231-246
|
2007
-
B. Colson, P. Marcotte and G. Savard, 'An
overview of bilevel optimization', Annals of Operations Research 153
(2007) 235-256.
-
C. Audet, G.
Savard, and W. Zghal,
'New Branch-and-Cut Algorithm for Bilevel Linear Programming', Journal of Optimization
Theory and Applications 134
(2007) 353–370.
- P. Marcotte
and G. Savard, 'A
Bilevel
Approach
to Optimal Pricing', Zurich Intelligencer (2007)
36-37.
|
2006
-
Guérin, J, Marcotte, P., Savard, G., 'An
optimal adaptive algorithm for the approximation of concave functions',
Mathematical Programming A 107 (2006) 357-366.
- C. Audet, J. Haddad, G. Savard, 'A note on the definition
of a linear bilevel programming solution`, Applied Mathematics and Computation 181 (2006) 351-355.
-
Anderson, C.K. and Marcus, B.,
'Low-Price Guarantees – A Real Options Analysis', Operations Research. 54(2006)
1041-1050.
- J.-P. Dussault, P.
Marcotte, S. Roch and G. Savard,
'A
smoothing
heuristic
for a class of bilinear bilevel programs', EJOR (2006) 1396-1413.
|
2005
-
Colson,
B., Marcotte, P., Savard, G.,
'Bilevel programming: A survey', 4OR 3 (2005) 87-107.
-
Roch,
S., Savard, G. Marcotte, P.,
'An approximation algorithm for Stackelberg network pricing', Networks
46
(2005) 57-67.
-
Colson,
B. Marcotte, P., Savard, G.,
'An implementable trust-region method for nonlinear bilevel programming',
Computational Optimization and Applications 30
(2005) 211-227.
- Anderson, C.K.,
Rasmussen,
H.,
MacDonald, L.,
'Competitive
Pricing
with Asymmetric Price Effects', International
Transactions in Operational
Research 12 (2005) 509-525.
|
2004
-
Hamdouch, Y., Marcotte, P.
Nguyen, S., 'A
strategic model for dynamic traffic assignment', Networks and
Spatial Economics 4 (2004) 291-315.
-
Hamdouch, Y., Marcotte, P.
Nguyen. S.,
'Capacitated Transit Assignment with loading priorities', Mathematical
Programming
B
101 (2004) 205-230.
-
Marcotte,
P., Wynter, L.,
'A new look at the multiclass network equilibrium problem', Transportation
Science
38 (2004) 282-292.
-
Marcotte,
P., Savard, G., Semet,
F.,
'A bilevel programming approach to the travelling salesman problem',
Operations Research Letters 32 (2004) 240-248.
-
Marcotte, P., Nguyen, S., Schoeb, A.,
'A strategic model of traffic assignment in static capacitated networks',
Operations Research 52 (2004) 191-212.
-
Anderson, C.K., Rasmussen, H. and
Davison, M., ‘Revenue Management – A
Real Options Approach', Naval
Research Logistics. 51 (2004) 686-703.
-
Anderson,
C.K. and Blair,
M., ‘Performance Monitor: The Opportunity Costs of Revenue
Management', Journal of Revenue and Pricing Management 2
(2004) 353-367.
|
2003
-
Côté,
J.-P., Marcotte, P., Savard, G., 'A
Bilevel Modeling Approach to Pricing and Fare Optimization in the
Airline Industry', Journal
of Revenue and Pricing Management 2 (2003) 23-36.
-
Anderson,
C.K. and
Wilson, J.G., ‘Wait or Buy? The Strategic Consumer: Pricing and
Profit Implications', Journal of the Operational Research
Society 54 (2003) 299-306.
|
2002
-
Téjédo,
C. and M. Truchon, 'Serial Cost Sharing in Multidimensional
Contexts', Mathematical Social Sciences 44 (2002)
277-299.
|
2001
-
Marcotte, P., Savard,
G., Zhu, D., 'A
Trust Region Approach for Nonlinear Bilevel Programming', Operations
Research
Letters
29 (2001) 71-79.
-
Alarie, S., Audet, C.,
Jaumard, B., Savard, G.,
'Concavity
Cuts for Disjoint Bilinear Programming', Mathematical Programming 90
(2001)
373-398.
-
Audet, C., Hansen, P.,
Jaumard, B., Savard, G.,
'Enumeration
of All Extreme Equilibrium Strategies of Bimatrix Games', SIAM Journal
on Scientific Computing 23 (2001) 323-338.
-
Brotcorne, L., Labbé, M., Marcotte, P., Savard,
G.,
'A Bilevel Model for Toll Optimization on a Multicommodity
Transportation Network', Transportation
Science
35
(2001) 1-14.
|
2000
-
Brotcorne, L., Labbé, M., Marcotte, P., Savard, G., 'A
Bilevel Model and Solution Algorithms for a Freight Tariff Setting
Problem', Transportation Science
34
(2000) 289-302.
-
Marcotte, P. and Zhu, D.
L.,
'On the existence of solutions to the dynamic user equilibrium problem'
, Transportation
Science 34
(2000)
402-414.
-
Lavigne, D., Loulou, R.,
Savard, G.,
'Pure Competition,
Regulated and Stackelberg Equilibria: an Application to the Energy
System
of Québec', European Journal
of Operational Research 125 (2000)
1-17.
-
Audet, C., Hansen, P.,
Jaumard, B., Savard, G., 'A
Branch
and Cut Algorithm for Nonconvex Quadratically Constrained Quadratic
Programming', Mathematical
Programming 86 (2000) 131-152.
|
1999
-
Marcotte, P.
'Reformulations of a bicriterion equilibrium
problem', In: Reformulation -
Nonsmooth, Piecewise Smooth, Semismooth
and
Smoothing Methods Masao Fukushima and Liqun Qi eds. Kluwer,
Dordrecht
(1999)
269-292.
-
Audet, C., Hansen, P.,
Jaumard, B., Savard, G., 'A
Symmetrical
Linear Maxmin Approach to Disjoint Bilinear Programming', Mathematical
Programming 85 (1999) 573-592.
-
Labbé, M., Marcotte, P., Savard, G., 'On a Class
of Bilevel Programs', Nonlinear
Optimization and Releated Applications,
di Pillo, G., Giannessi, F. (eds.), Kluwer Academic Publishers B.V.
(1999)
183-206.
|
1998
1.2 Submitted
-
Marcotte,
P., Savard, G., Schoeb, A.,
'A hybrid algorithm for a pricing problem with demand segmentation',
submitted to Operations Research.
-
Heilporn, G., Labbé,
M., Marcotte, P. and Savard, G., 'Valid inequalities and
Branch-and-Cut for the Clique Pricing Problem', submitted to Mathematical Programming A.
-
Zhang,
Y., Berman, O., Verter, V. and Marcotte,
P., 'A Bilevel Model for Preventive Healthcare Facility Network
Design with Congestion', submitted to IIE
Transactions.
-
Brotcorne,
L.,
Cirinei,
F., Marcotte, P. and Savard, G., 'An Exact Algorithm for
the Network Pricing Problem', submitted to Discrete Optimization.
-
Brotcorne,
L.,
Cirinei,
F., Marcotte, P. and Savard, G., 'A Tabu Search Algorithm
for the Network Pricing', submitted to Journal of Heuristics.
- Heilporn, G.,
Labbé,
M.,
Marcotte, P.
and Savard, G., 'A parallel
between two classes of pricing problems in transportation and
economics', submitted to Journal of
Revenue & Pricing Management.
|
2. Other refereed publications
2007
-
P. Marcotte and M. Patriksson,
'Traffic Equilibrium', Transportation. Handbooks in Operations Research
and Management Science, C. Barnhardt and G. Laporte eds., North-Holland
(2007) 623-714.
|
2006
-
M. Didi-Biha, P. Marcotte and G. Savard, 'Path-based Formulations
of a Bilevel Toll Setting Problem', Optimization with Multivalued
Mappings Theory: Theory, Applications and Algorithms, S. Dempe and V.
Kalashnikov eds., Springer (2006) 29-50.
|
2005
-
Brotcorne, L., Côté, J.-P.,
'The Challenges of Optimal Pricing',
ICOPI 2005, Paris, France, October 2005.
- C. Audet, P. Hansen,
and G. Savard. -- Editors,
Essays and Surveys in Global Optimization. Springer, New York,
294 pages. (This is one of the 10 volumes commemorating GERAD's 25th
anniversary)
-
Côté, J.-P.,
Pagé, J.-F., Savard, G.,
'New
Directions
in Pricing Optimization at Air Canada', IATA 2005 Revenue Management Conference,
Dublin,
Ireland,
October 2005.
-
Côté, J.-P.,
Pagé, J.-F., Savard, G.,
'A
new
framework for Revenue Management and Pricing Optimization based
on Bilevel Programming', AGIFORS
Revenue Management 2005, Cape Town, South Africa, May 2005.
- P. Marcotte
and G. Savard, 'Bilevel
Programming: A combinatorial perspective', Essays and Surveys in Global
Optimization, D. Avis, A. Hertz and O. Marcotte, eds., Springer (2005)
191-217.
|
2004
-
Brotcorne, L., Cirinei, F., Marcotte, P., Savard, G., ‘Local Search Method for
a Pricing Problem on a Transportation Network', Proceedings of TRISTAN V, Fifth Triennial
Symposium on Transportation Analysis, Le Gosier, Guadeloupe,
13-18 June 2004.
|
2003
-
Anderson, C.K., 'Demand Estimation –
Impacts of Pooling and Aggregation', ASAC, Halifax, 2003.
|
2000
-
Marcotte, P., Savard, G., 'A Bilevel Programming
approach to optimal price setting', Proceedings
of
the
International Workshop on Decision & Control in Management
Sciences, Montreal, December 2000.
|
B) Non-refereed
Contributions
2006
-
Guérin,
J., 'Algorithmes optimaux pour l'approximation de fonctions
concaves', Ph.D. Thesis, École polytechnique de Montréal,
2006.
-
Etoa Etoa, J.B.,
'Contribution
à
la résolution des programmes
mathématiques avec contraintes d'équilibre et des
programmes mathématiques à deux niveaux à
contraintes linéaires', Ph.D. Thesis, École polytechnique
de Montréal, 2006.
|
2005
-
Kopliku, E.,
'Revenue
Management
in the Car Rental Industry', M. Sc., University of
Western Ontario, 2005.
|
2004
-
Dewez, S.,
'On
the
Toll Setting Problem', Doctorat en sciences, Université
Libre de Bruxelles, 2004.
-
Fortin, M.,
'Tarification
avec
segmentation de la demande et congestion', Master
Thesis, École polytechnique de Montréal, 2004.
-
Chouman, M.,
Marcotte, P., Savard, G., 'A Bilevel Model for
Pricing Multi-Service Classes in Telecommunication Networks',
Technical paper, Annual report for LUB-Bell, 20 pages, Aug. 2004.
-
Levy, K.,
'Apprentissage
par
simulation stochastique : étude de
convergence et application à un modèle markovien de
tarification en transport aérien', Master Thesis,
Univesité de Montréal, 2004.
|
2002
-
Kihel, R.,
'Résolution
d'un
modèle de tarification à deux
niveaux en dimension infinie', Master Thesis, École
polytechnique de Montréal, 2002.
|
2001
-
Côté,
J.-P., 'Un modèle bi-niveau pour la gestion du revenu en
transport aérien', Master Thesis, Univesité de
Montréal, 2001.
-
Côté, J.-P., Marcotte, P., Savard, G., Report (Phase 1) for Air
Canada , 2001.
-
Côté, J.-P., Marcotte, P., Savard, G., Report (Phase 2) for Air
Canada, 2001.
-
Côté, J.-P., Marcotte, P., Savard, G., Report (Phase 3) for Air
Canada , 2001.
-
Côté, J.-P., Marcotte, P., Savard, G., Final Report for Air
Canada, 2001.
|
|