Detecting large risk-averse 2-clubs in graphs with random edge failures
From MaRDI portal
Publication:513610
DOI10.1007/s10479-016-2279-0zbMath1357.90169OpenAlexW2477601120MaRDI QIDQ513610
Esmaeel Moradi, Balabhaskar Balasundaram, Foad Mahdavi Pajouh
Publication date: 7 March 2017
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-016-2279-0
Programming involving graphs or networks (90C35) Stochastic network models in operations research (90B15)
Related Items (1)
Cites Work
- Unnamed Item
- Iterative estimation maximization for stochastic linear programs with conditional value-at-risk constraints
- On inclusionwise maximal and maximum cardinality \(k\)-clubs in graphs
- CVaR norm and applications in optimization
- Dynamic conditional value-at-risk model for routing and scheduling of hazardous material transportation networks
- Integrated chance constraints: reduced forms and an algorithm
- Computational aspects of minimizing conditional value-at-risk
- Handling CVaR objectives and constraints in two-stage stochastic models
- Portfolio optimization by minimizing conditional value-at-risk via nondifferentiable optimization
- Partitioning procedures for solving mixed-variables programming problems
- An exact algorithm for the maximum \(k\)-club problem in an undirected graph
- Detecting robust cliques in graphs subject to uncertain edge failures
- On clique relaxation models in network analysis
- Optimization of discrete broadcast under uncertainty using conditional value-at-risk
- Conditional value at risk and related linear programming models for portfolio optimization
- Convexity and decomposition of mean-risk stochastic programs
- Mining market data: a network approach
- Reverse logistics network design and planning utilizing conditional value at risk
- Novel approaches for analyzing biological networks
- Conditional value-at-risk in stochastic programs with mixed-integer recourse
- Coherent Measures of Risk
- The Minimum Spanning k-Core Problem with Bounded CVaR Under Probabilistic Edge Failures
- L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
- Credit risk optimization with conditional Value-at-Risk criterion
This page was built for publication: Detecting large risk-averse 2-clubs in graphs with random edge failures