1. Quant Research, swissQuant Group AG, CH-8001 Zurich, Switzerland;
2. CIRRELT and DIRO, Université de Montréal, Montréal, Québec H3T 1J4, Canada;
3. École Polytechnique de Montréal, Montreal, Québec H3T 1J4, Canada;
4. CPLEX Optimization, IBM, 40132 Bologna, Italy