12 Publications
A Graph Theoretic Approach to Non-Anticipativity Constraint Generation in Multistage Stochastic Programs with Incomplete Scenario Sets
Christian, BriannaChristian, BriannaVinel, AlexanderVinel, AlexanderZheng, ZuoZheng, ZuoCremaschi, Selen and Cremaschi, Selen
2019-08-05. | Journal Article
An optimization model for siting and sizing of vehicle-to-grid facilities in a microgrid
Mortaz, EbrahimVinel, Alexander and Dvorkin, Yury
Applied Energy, vol. 242, pp. 1660, 2019-05-15. | Journal Article
Optimal pooling of renewable energy sources with a risk-averse approach: Implications for US energy portfolio
Vinel, Alexander and Mortaz, Ebrahim
Energy Policy, vol. 132, pp. 939, September 2019. | Journal Article
An Optimization Framework for Job Rotation to Better Assess the Impact on Overall Risk
Vinel, AlexanderVinel, AlexanderVinel, AlexanderMehdizadeh, AmirMehdizadeh, AmirMehdizadeh, AmirSchall, Mark CSchall, Mark CSchall, Mark CGallagher, SeanGallagher, SeanGallagher, SeanSesek, Richard FSesek, Richard F and Sesek, Richard F
Proceedings of the Human Factors and Ergonomics Society Annual Meeting, vol. 62, (no. 1), pp. 847, 20180900. | Journal Article
Certainty equivalent measures of risk
Vinel, Alexander and Krokhmal, Pavlo
Annals of Operations Research, vol. 249, (no. 1-2), pp. 75-95, Feb 2017. | Journal Article
Certainty equivalent measures of risk
Vinel, Alexander
Applied optimization and data mining, pp. 95, 2017. | Journal Article
Mixed integer programming with a class of nonlinear convex constraints
Vinel, Alexander and Krokhmal, Pavlo A
Discrete Optimization, vol. 24, pp. 86, May 2017. | Journal Article
A Scenario Decomposition Algorithm for Stochastic Programming Problems with a Class of Downside Risk Measures
Rysz, MaciejVinel, AlexanderKrokhmal, Pavlo and Pasiliao, Eduardo L
INFORMS Journal on Computing, vol. 27, (no. 2), pp. 416-430, Apr 2015. | Journal Article
Certainty equivalent measures of risk
Vinel, Alexander and Krokhmal, Pavlo A
Annals of Operations Research, Feb 6, 2015. | Journal Article
On Valid Inequalities for Mixed Integer p-Order Cone Programming
Vinel, Alexander and Krokhmal, Pavlo
Journal of Optimization Theory and Applications, vol. 160, (no. 2), pp. 439-456, Feb 2014. | Journal Article
Polyhedral approximations in p-order cone programming
Vinel, Alexander and Krokhmal, Pavlo A
Optimization Methods and Software, vol. 29, (no. 6), pp. 1210, Nov 2, 2014. | Journal Article
On p-norm linear discrimination
Morenko, YanaVinel, AlexanderYu, Zhaohan and Krokhmal, Pavlo
European Journal of Operational Research, vol. 231, (no. 3), pp. 784-789, Dec 16, 2013. | Journal Article