6 Publications
2017
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
2015
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
2014
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
2013
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