# Pavlo Krokhmal

Director of Industrial Engineering

Professor of Systems and Industrial Engineering

Member of the Graduate Faculty

### Degrees

- PhD Operations Research
- University of Florida, Gainesville, Florida, United States

- PhD Mechanics of Solids and Applied Mathematics
- Kyiv National Taras Shevchenko University, Kyiv, Ukraine

- MS Applied Mathematics and Mechanics
- Kyiv National Taras Shevchenko University, Kyiv, Ukraine

### Work Experience

- Department of Mechanical and Industrial Engineering, University of Iowa (2011 - 2015)
- Department of Mechanical and Industrial Engineering, University of Iowa (2005 - 2011)
- Graduate Engineering & Research Center, Department of Industrial and Systems Engineering, University of Florida (2003 - 2005)

### Interests

#### Teaching

Probability and statistics, stochastic processes, decision making under uncertainty, optimization

#### Research

Stochastic optimization, decision making under uncertainty, risk analysis, probabilistic and stochastic combinatorial optimization, financial engineerincg, optimal trading strategies, pricing of derivatives, multidisciplinary optimization, cooperative control and decision making, computational and applied mathematics, continuum mechanics

### Selected Publications

#### 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.

### Awards

- Diploma in the Competition of Young Scientists and Students for the Best Research Project
- National Academy of Sciences of Ukraine, Spring 1997

- Soros Student Award
- International Soros Science and Education Program, Fall 1994

- Scholarship for scientific and academic achievements
- National Academy of Sciences of Ukraine, Spring 1994

- Air Force Summer Faculty Fellowship Award
- Air Force Office of Scientific Research, Spring 2019
- Air Force Office of Scientific Research, Summer I 2018
- Air Force Office of Scientific Research, Spring 2014
- Air Force Office of Scientific Research, Spring 2012
- Air Force Office of Scientific Research, Spring 2011

- NRC Senior Research Associateship Award
- National Research Council, Spring 2015

- Donald E. Bently Faculty Fellowship of Engineering
- College of Engineering, University of Iowa, Fall 2013

- Recognition for Excellence in Teaching and Dedication to Student Success
- College of Engineering, University of Iowa, Fall 2013

- Recognition for Excellence in Teaching and Dedication to Student Success,
- College of Engineering, University of Iowa, Fall 2010