×
Edit Profile (opens in new tab)

Romanko, Oleksandr

Co-Author Distance
Author ID: romanko.oleksandr Recent zbMATH articles by "Romanko, Oleksandr"
Published as: Romanko, Oleksandr
External Links: MGP
Documents Indexed: 9 Publications since 2007
Co-Authors: 9 Co-Authors with 9 Joint Publications
194 Co-Co-Authors
all top 5

Co-Authors

0 single-authored
4 Mausser, Helmut E.
3 Ghaffari Hadigheh, Alireza
3 Terlaky, Tamás
1 Burmeister, Curt
1 Kreinin, Alexander Y.
1 Kwon, Roy H.
1 Mendoza-Arriaga, Rafael
1 Narayan, Akhilesh
1 Rasouli, Hamed
all top 5

Serials

1 Optimization
1 Annals of Operations Research
1 Optimization Methods & Software
1 Quantitative Finance
1 Journal of Industrial and Management Optimization
1 Algorithmic Operations Research
1 SN Operations Research Forum
all top 5

Fields

6 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
4 Operations research, mathematical programming (90-XX)
2 Numerical analysis (65-XX)
1 Statistics (62-XX)
1 Computer science (68-XX)
1 Biology and other natural sciences (92-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

7 Publications have been cited 38 times in 35 Documents Cited by ▼ Year ▼
Sensitivity analysis in convex quadratic optimization: simultaneous perturbation of the objective and right-hand-side vectors. Zbl 1206.90187
Ghaffari Hadigheh, Alireza; Romanko, Oleksandr; Terlaky, T.
12
2007
Robust scenario-based value-at-risk optimization. Zbl 1341.91131
Romanko, Oleksandr; Mausser, Helmut
5
2016
Bi-parametric convex quadratic optimization. Zbl 1191.90078
Ghaffari-Hadigheh, Alireza; Romanko, Oleksandr; Terlaky, Tamás
5
2010
CVaR proxies for minimizing scenario-based value-at-risk. Zbl 1282.91306
Mausser, Helmut; Romanko, Oleksandr
5
2014
Long-only equal risk contribution portfolios for CVaR under discrete distributions. Zbl 1406.91420
Mausser, Helmut; Romanko, Oleksandr
5
2018
Multiobjective optimization via parametric optimization: models, algorithms, and applications. Zbl 1327.90292
Romanko, Oleksandr; Ghaffari-Hadigheh, Alireza; Terlaky, Tamás
4
2012
Bias, exploitation and proxies in scenario-based risk minimization. Zbl 1259.91058
Mausser, Helmut; Romanko, Oleksandr
2
2012
Long-only equal risk contribution portfolios for CVaR under discrete distributions. Zbl 1406.91420
Mausser, Helmut; Romanko, Oleksandr
5
2018
Robust scenario-based value-at-risk optimization. Zbl 1341.91131
Romanko, Oleksandr; Mausser, Helmut
5
2016
CVaR proxies for minimizing scenario-based value-at-risk. Zbl 1282.91306
Mausser, Helmut; Romanko, Oleksandr
5
2014
Multiobjective optimization via parametric optimization: models, algorithms, and applications. Zbl 1327.90292
Romanko, Oleksandr; Ghaffari-Hadigheh, Alireza; Terlaky, Tamás
4
2012
Bias, exploitation and proxies in scenario-based risk minimization. Zbl 1259.91058
Mausser, Helmut; Romanko, Oleksandr
2
2012
Bi-parametric convex quadratic optimization. Zbl 1191.90078
Ghaffari-Hadigheh, Alireza; Romanko, Oleksandr; Terlaky, Tamás
5
2010
Sensitivity analysis in convex quadratic optimization: simultaneous perturbation of the objective and right-hand-side vectors. Zbl 1206.90187
Ghaffari Hadigheh, Alireza; Romanko, Oleksandr; Terlaky, T.
12
2007
all cited Publications top 5 cited Publications
all top 5

Cited by 74 Authors

5 Ghaffari Hadigheh, Alireza
4 Romanko, Oleksandr
4 Terlaky, Tamás
3 Mausser, Helmut E.
2 Cesarone, Francesco
2 Chen, Zhiping
2 Han, Youpan
2 Lee, Yu-Ching
2 Mehanfar, Nayyer
2 Mitchell, John E.
2 Pang, Jong-Shi
1 Abbasi, Molai Ali
1 Ahner, Darryl K.
1 Anoushirvani, Z.
1 Ararat, Çağın
1 Arjomandi, Amir
1 Avraamidou, Styliani
1 Ayadi, Mohamed Ali
1 Aziz, Mohd Ismail Abd
1 Babat, Onur
1 Bellini, Fabio
1 Ben-Ameur, Hatem
1 Bhardwaj, Avinash
1 Calvo, Clara
1 Channouf, Nabil
1 Colombo, Christian
1 Dai, Zhifeng
1 Diangelakis, Nikolaos A.
1 Dominguez, Juan
1 Elahi, Younes
1 Freitas Paulo da Costa, Bernardo
1 Gabrel, Virginie
1 Gao, Jianjun
1 Ghaffari-Hadigheh, Habib
1 Ghaffari, Hadigheh Alireza
1 González-Lima, María D.
1 Hanawal, Manjesh Kumar
1 Hooshmand, F.
1 Ivorra, Carlos
1 Jahangiri, Mohammadreza
1 Jayasekara, Pubudu L. W.
1 Keith, Andrew J.
1 Kushwah, Prerna
1 Li, Xun
1 Liern, Vicente
1 Lu, Junguo
1 Mahdiloo, Mahdi
1 Margaritis, Dimitris
1 Mirhassani, Seyed Ali
1 Mirnia, Kamal
1 Murat, Cécile
1 Nava, Consuelo Rubina
1 Nazemi, Alireza
1 Oberdieck, Richard
1 Pangia, Andrew C.
1 Parthasarathy, Purushottam
1 Pesenti, Silvana M.
1 Pinar, Mustafa Çelebi
1 Pistikopoulos, Efstratios N.
1 Qi, Houduo
1 Ricci, Jacopo Maria
1 Roshdi, Israfil
1 Sharma, Vikas Kumar
1 Tardella, Fabio
1 Targino, Rodrigo S.
1 Thiele, Aurélie C.
1 Tran, Quang Khoi
1 Vera, Juan-Carlos
1 Wang, Fei
1 Wiecek, Margaret M.
1 Wu, Weiping
1 Zhang, Feng
1 Zoia, Maria Grazia
1 Zuluaga, Luis Fernando
all top 5

Cited in 20 Serials

6 Annals of Operations Research
5 European Journal of Operational Research
2 Journal of Global Optimization
2 Applied Mathematics. Series B (English Edition)
2 Quantitative Finance
2 EURO Journal on Computational Optimization
2 Journal of Mathematical Modeling
1 Physica A
1 Automatica
1 Journal of Optimization Theory and Applications
1 Operations Research Letters
1 International Journal of Adaptive Control and Signal Processing
1 Numerical Algorithms
1 International Transactions in Operational Research
1 Mathematical Problems in Engineering
1 CEJOR. Central European Journal of Operations Research
1 Journal of Applied Mathematics
1 Iranian Journal of Fuzzy Systems
1 Journal of Industrial and Management Optimization
1 SIAM Journal on Financial Mathematics
all top 5

Cited in 8 Fields

27 Operations research, mathematical programming (90-XX)
13 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
3 Numerical analysis (65-XX)
2 Calculus of variations and optimal control; optimization (49-XX)
2 Systems theory; control (93-XX)
1 Statistics (62-XX)
1 Computer science (68-XX)
1 Statistical mechanics, structure of matter (82-XX)

Citations by Year