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Convergent algorithms for a class of convex semi-infinite programs
No full textInternational audienceWe focus on convex semi-infinite programs with an infinite number of quadratically parametrized constraints. In our setting, the lower-level problem, i.e., the problem of finding the constraint that is the most violated by a given point, is not necessarily convex. We propose a new convergent approach to solve these semi-infinite programs. Based on the Lagrangian dual of the lower-level problem, we derive a convex and tractable restriction of the considered semi-infinite programming problem. We state sufficient conditions for the optimality of this restriction. If these conditions are not met, the restriction is enlarged through an Inner-Outer Approximation Algorithm, and its value converges to the value of the original semi-infinite problem. This new algorithmic approach is compared with the classical Cutting Plane algorithm. We also propose a new rate of convergence of the Cutting Plane algorithm, directly related to the iteration index, derived when the objective function is strongly convex, and under a strict feasibility assumption. We successfully test the two methods on two applications: the constrained quadratic regression and a zero-sum game with cubic payoff. Our results are compared to those obtained using the approach proposed in "Global optimization of semi-infinite programs via restriction of the right-hand side" by A. Mitsos (Optimization 60, 2011) as well as using the classical relaxation approach based on the KKT conditions of the lower-level problem
Les impacts du crédit impôt recherche sur la performance économique des entreprises
No full textCe rapport de recherche est consacré à l’analyse de l’impact du crédit impôt recherche (CIR) sur l’investissement en R&D, l’innovation et les performances économiques des entreprises. L’analyse exploite des données administratives sur l’ensemble des entreprises françaises, jusqu’alors peu mobilisées pour évaluer l’impact du CIR
Pollution Permits in Oligopolies: The role of abatement technologies
No full textThis paper examines, under imperfect competition, the effect of a cap-and-trade system on industry profits and the interaction between cap-and-trade system and the evolution of the market structure, both depending on the type of abatement technologies used by firms. Two extreme types are considered: end-of-pipe abatement technology-meaning, filtration and other mechanisms that are largely independent of production decisionsand process-integrated technology, which entails integrating cleaner or more energy-efficient methods into production. This paper prescribes that the distribution of free allocation should depend on the kind of abatement technologies. Finally, a reserve of pollution permits for new entrants is justified when the industry uses a process-integrated abatement technology, while a system with a preemption right may be justified in the case of end-of-pipe abatement technology
How serious is the measurement-error problem in risk-aversion tasks?
No full textInternational audienc
Temporal Risk Resolution: Utility versus Probability Weighting Approaches
No full textThis paper reports two experiments in which attitudes towards temporal risk resolution is elicited from choices between two-outcome lotteries that pay out at some future fixed date and can be resolved either now or later. We show that matching probabilities provides a simple method to measure attitudes towards temporal resolution-via the utility scaleunder Kreps and Porteus' (1978) recursive expected utility. We also analyze our data using a general recursive model that can reveal attitudes towards temporal risk resolution through the utility scale and/or the probability weighting scale. In terms of goodness of fit, as well as of prediction accuracy, our results point to a better performance of the probability weighting approach. More specifically, we show that individuals become less sensitive and more pessimistic with respect to winning probabilities when lotteries are resolved later rather than now
Conceptual modeling of prosopographic databases integrating quality dimensions
No full textInternational audienceProsopographic databases, which allow the study of social groups through their bibliography, are used today by a significant number of historians. Computerization has allowed intensive and large-scale exploitation of these databases. The modeling of these proposopographic databases has given rise to several data models. An important problem is to ensure a level of quality of the stored information. In this article , we propose a generic data model allowing to describe most of the existing prosopographic databases and to enrich them by integrating several quality concepts such as uncertainty, reliability, accuracy or completeness
