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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

  1. G. Heilporn, M. Labbé, P. Marcotte and G. Savard, 'A Polyhedral Study of the Network Pricing Problem with Connected Toll Arcs, forthcoming in Networks.

  2. Y. Zhang, O. Berman, P. Marcotte and V. Verter, 'A Bilevel Model for Preventive Healthcare Facility Network Design with Congestion', forthcoming in IIE Transactions

  3. P. Marcotte, A. Mercier, G. Savard and V. Verter, 'Toll Policies for Mitigating Hazardous Materials Transport Risk', forthcoming in Transportation Science


2010
  1. 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

  1. P. Marcotte and D.L. Zhu, 'Existence and computation of optimal tolls in multiclass network equilibrium problems', Operations Research Letters 37 (2009) 211-214.

  2. Marcotte, P., Savard, G., Zhu, D., 'Mathematical structure of a bilevel strategic pricing model', EJOR.193 (2009) 552-566

  3. P. Marcotte, A. Mercier, G. Savard and V. Verter, 'Toll Policies for Mitigating Hazardous Materials Transport Risk', Transportation Science 43 (2009) 228-243.

  4. P. L'Ecuyer, 'Quasi-Monte Carlo Methods with Applications in Finance', Finance and Stochastics13 (2009) 307-349.

2008
  1. L. Brotcorne, M. Labbé, P. Marcotte and G. Savard, 'Joint Design and Pricing on a Network', Operations Research 56 (2008) 1104-1105.

  2. 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.

  3. C. Audet, G. Savard and W. Zghal, 'Multiobjective optimization through a series of single-objective  formulations', SIAM Journal on Optimization, 19 (2008) 188-210.

  4. C. Audet, J. Haddad and G. Savard, 'Disjunctive cuts for continuous linear bilevel programming', Optimization Letters 1 (2007) 259-267.

  5. S. Ambec and L. Ehlers, 'Sharing a River among Satiable Countries', Mathematics of Operations Research 33 (2008) 327-335.

  6. L. Brotcorne, P. Marotte and G. Savard, 'Bilevel Programming: The Montreal School', INFOR 48 (2008) 231-246

2007
  1. B. Colson, P. Marcotte and G. Savard, 'An overview of bilevel optimization', Annals of Operations Research 153 (2007) 235-256.

  2. 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.

  3. P. Marcotte and G. Savard, 'A Bilevel Approach to Optimal Pricing', Zurich Intelligencer (2007) 36-37.

2006
  1. Guérin, J, Marcotte, P., Savard, G., 'An optimal adaptive algorithm for the approximation of concave functions', Mathematical Programming A 107 (2006) 357-366.

  2. 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.
  3. Anderson, C.K. and Marcus, B., 'Low-Price Guarantees – A Real Options Analysis', Operations Research. 54(2006) 1041-1050.

  4. 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
  1. Colson, B., Marcotte, P., Savard, G., 'Bilevel programming: A survey', 4OR 3 (2005) 87-107.

  2. Roch, S., Savard, G. Marcotte, P., 'An approximation algorithm for Stackelberg network pricing', Networks 46 (2005) 57-67.

  3. Colson, B. Marcotte, P., Savard, G., 'An implementable trust-region method for nonlinear bilevel programming', Computational Optimization and Applications 30 (2005) 211-227.

  4. Anderson, C.K., Rasmussen, H., MacDonald, L., 'Competitive Pricing with Asymmetric Price Effects', International Transactions in Operational Research 12 (2005) 509-525.

2004
  1. Hamdouch, Y., Marcotte, P. Nguyen, S., 'A strategic model for dynamic traffic assignment', Networks and Spatial Economics 4 (2004) 291-315.

  2. Hamdouch, Y., Marcotte, P. Nguyen. S., 'Capacitated Transit Assignment with loading priorities', Mathematical Programming B 101 (2004) 205-230.

  3. Marcotte, P., Wynter, L., 'A new look at the multiclass network equilibrium problem', Transportation Science 38 (2004) 282-292.

  4. Marcotte, P., Savard, G., Semet, F., 'A bilevel programming approach to the travelling salesman problem', Operations Research Letters 32 (2004) 240-248.

  5. Marcotte, P., Nguyen, S., Schoeb, A., 'A strategic model of traffic assignment in static capacitated networks', Operations Research 52 (2004) 191-212.

  6. Anderson, C.K., Rasmussen, H. and Davison, M., ‘Revenue Management – A Real Options Approach', Naval Research Logistics. 51 (2004) 686-703.

  7. 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
  1. 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.

  2. 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
  1. Téjédo, C. and M. Truchon, 'Serial Cost Sharing in Multidimensional Contexts',  Mathematical Social Sciences 44 (2002) 277-299.


2001
  1. Marcotte, P., Savard, G., Zhu, D., 'A Trust Region Approach for Nonlinear Bilevel Programming', Operations Research Letters 29 (2001) 71-79.

  2. Alarie, S., Audet, C., Jaumard, B., Savard, G., 'Concavity Cuts for Disjoint Bilinear Programming', Mathematical Programming 90 (2001) 373-398.

  3. 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.

  4. 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
  1. 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.

  2. Marcotte, P. and Zhu, D. L., 'On the existence of solutions to the dynamic user equilibrium problem' , Transportation Science 34 (2000) 402-414.

  3. 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.

  4. 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
  1. 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.

  2. Audet, C., Hansen, P., Jaumard, B., Savard, G., 'A Symmetrical Linear Maxmin Approach to Disjoint Bilinear Programming', Mathematical Programming 85 (1999) 573-592.

  3. 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. Labbé, M., Marcotte, P., Savard, G., 'A Bilevel Model of Taxation and its Application to Optimal Highway Pricing', Management Science 44 (1998) 1595-


1.2 Submitted
  1. Marcotte, P., Savard, G., Schoeb, A., 'A hybrid algorithm for a pricing problem with demand segmentation', submitted to Operations Research.

  2. 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.

  3. Zhang, Y., Berman, O., Verter, V. and Marcotte, P., 'A Bilevel Model for Preventive Healthcare Facility Network Design with Congestion', submitted to IIE Transactions.

  4. Brotcorne, L., Cirinei, F., Marcotte, P. and Savard, G., 'An Exact Algorithm for the Network Pricing Problem', submitted to Discrete Optimization.

  5. Brotcorne, L., Cirinei, F., Marcotte, P. and Savard, G., 'A Tabu Search Algorithm for the Network Pricing', submitted to Journal of Heuristics.

  6. 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
  1. 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
  1. 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
  1. Brotcorne, L., Côté, J.-P., 'The Challenges of Optimal Pricing', ICOPI 2005, Paris, France, October 2005.

  2. 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)
  3. 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.

  4. 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.

  5. 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
  1. 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
  1. Anderson, C.K., 'Demand Estimation – Impacts of Pooling and Aggregation', ASAC, Halifax, 2003.


2000
  1. 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
  1. Guérin, J., 'Algorithmes optimaux pour l'approximation de fonctions concaves', Ph.D. Thesis, École polytechnique de Montréal, 2006.

  2. 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
  1. Kopliku, E., 'Revenue Management in the Car Rental Industry', M. Sc., University of Western Ontario, 2005.


2004
  1. Dewez, S., 'On the Toll Setting Problem', Doctorat en sciences, Université Libre de Bruxelles, 2004.

  2. Fortin, M., 'Tarification avec segmentation de la demande et congestion', Master Thesis, École polytechnique de Montréal, 2004.

  3. 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.

  4. 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
  1. Kihel, R., 'Résolution d'un modèle de tarification à deux niveaux en dimension infinie', Master Thesis, École polytechnique de Montréal, 2002.


2001
  1. Côté, J.-P., 'Un modèle bi-niveau pour la gestion du revenu en transport aérien', Master Thesis, Univesité de Montréal, 2001.

  2. Côté, J.-P., Marcotte, P., Savard, G., Report (Phase 1) for Air Canada , 2001.

  3. Côté, J.-P., Marcotte, P., Savard, G., Report (Phase 2) for Air Canada, 2001.

  4. Côté, J.-P., Marcotte, P., Savard, G., Report (Phase 3) for Air Canada , 2001.

  5. Côté, J.-P., Marcotte, P., Savard, G., Final Report for Air Canada, 2001.