Pavlo Krokhmal

Chapters

• Dashti, H., & Krokhmal, P. (2017). A model for optimal reinforcement of error- and attack-resilient clusters in networks under uncertainty. In Optimization Methods and Applications(pp 97-119). Springer.
• Rysz, M., Pajouh, F., Krokhmal, P., & Pasiliao, E. L. (2014). On risk-averse weighted k-club problems. In Examining Robustness and Vulnerability of Critical Infrastructure Networks(pp 231--242).
• Rysz, M., Krokhmal, P., & Pasiliao, E. (2013). Minimum risk maximum clique problem. In Dynamics of Information Systems: Algorithmic Approaches(pp 251--267). Springer.
• Mirghorbani, M., Krokhmal, P., & Pasiliao, E. (2012). Computational Studies of Randomized Multidimensional Assignment Problems. In Dynamics of Information Systems: Mathematical Foundations(pp 225--244). Springer.
• Kammerdiner, A., Krokhmal, P., & Pardalos, P. (2007). On Some Characteristics of the Distribution of Hamming Distance Values Between Solutions of Multidimensional Assignment Problem. In Advances in Cooperative Control and Optimization(pp 293--310). Springer.
• Krokhmal, P., & Jeffcoat, D. (2007). Distributed Cooperative Systems with Human Operator-in-the-Loop. In Advances in Cooperative Control and Optimization(pp 293-310). Springer.
• Jeffcoat, D., Krokhmal, P., & Zhupanska, O. (2006). A Markov Chain Approach to Analysis of Cooperation in Search Missions. In Cooperative Systems: Control and Optimization(pp 171--184). Springer.
• Krokhmal, P., & Murphey, R. (2006). Modeling and Implementation of Risk-Averse Preferences in Stochastic Programs Using Risk Measures. In Robust Optimization-Directed Design(pp 95--116). Springer.
• Krokhmal, P., Uryasev, S., & Zrazhevsky, G. (2005). Numerical Comparison of CVaR and CDaR Approaches: Application to Hedge Funds. In Applications of Stochastic Programming(pp 609--631). SIAM.
• Krokhmal, P., Murphey, R., Pardalos, P., Uryasev, S., & Zrazhevsky, G. (2003). Robust Decision Making: Addressing Uncertainties in Distributions. In Cooperative Control: Models, Applications and Algorithms(pp 165--185). Kluwer Academic Publishers.
• Krokhmal, P. (1995). Motion of a Rigid Annular Plate in a Stokes Fluid. In Contemporary Research in Physics and Mathematics of Young Scientists of Ukraine(pp 72--79).

Journals/Publications

• Borrero, J. S., Prokopyev, O., & Krokhmal, P. (2019). Optimization of Cascading Processes in Arbitrary Networks with Stochastic Interactions. IEEE Transactions on Network Science and Engineering, 6(4), 773--787.
• Chernikov, D., Zhupanska, O., & Krokhmal, P. (2018). Optimization of Dynamic Mechanical Response of a Composite Plate Using Multi-Field Coupling with Thermal Constraints. Applied Mathematical Modeling, 58, 19-32. doi:10.1016/j.apm.2018.01.041
• Rysz, M., Pajouh, F., Krokhmal, P., & Pasiliao, E. L. (2018). Identifying risk-averse low-diameter clusters in graphs with stochastic vertex weights. Annals of Operations Research, 262(1), 89-108. doi:10.1007/s10479-016-2212-6
• Sun, B., Krokhmal, P., & Chen, Y. (2018). Risk-Averse Capacity Planning for Renewable Energy Production. Energy Systems, 9(2), 223-256.
• Rysz, M., Krokhmal, P., & Pasiliao, E. L. (2017). Detecting resilient structures in stochastic networks: A two-stage stochastic optimization approach. Networks, 69(2), 189-204. doi:DOI:10.1002/net.21727
• Vinel, A., & Krokhmal, P. (2017). Certainty equivalent measures of risk. Annals of Operations Research, 249(1), 75--95.
• Vinel, A., & Krokhmal, P. (2017). Mixed-Integer Programming with a Class of Nonlinear Convex Constraints. Discrete Optimization, 24, 66-86. doi:10.1016/j.disopt.2016.07.002
• Chernikov, D., Krokhmal, P., Zhupanska, O. I., & Pasiliao, C. L. (2015). A two-stage stochastic PDE-constrained optimization approach to vibration control of an electrically conductive composite plate subjected to mechanical and electromagnetic loads. Structural and Multidisciplinary Optimization, 52, 227--352.
• Rysz, M., Vinel, A., Krokhmal, P., & Pasiliao, E. L. (2015). A scenario decomposition algorithm for stochastic programming problems with a class of downside risk measures. INFORMS Journal on Computing, 27, 416--430.
• Krokhmal, P., & Prokopyev, O. (2014). Optimization Letters Best Paper Award. Optimization Letters, 8, 2153--2154.
• Rysz, M., Mirghorbani, M., Krokhmal, P., & Pasiliao, E. L. (2014). On risk-averse maximum weighted subgraph problems. Journal of Combinatorial Optimization, 28, 167-185.
• Vinel, A., & Krokhmal, P. (2014). On valid inequalities for mixed integer $p$-order cone programming. Journal of Optimization Theory and Applications, 160, 439--456.
• Vinel, A., & Krokhmal, P. (2014). Polyhedral approximations in $p$-order cone programming. Optimization Methods \& Software, 29, 1210--1237.
• Krokhmal, P., & Prokopyev, O. (2013). Editorial. Optimization Letters, 7, 1--2.
• Mirghorbani, M., & Krokhmal, P. (2013). On finding k-cliques in k-partite graphs. Optimization Letters, 7, 1155--1165.