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ORCIDCsaba I. Fábián
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2020 – today
- 2022
[j11]Pavlo Glushko
, Csaba I. Fábián, Achim Koberstein:
An L-shaped method with strengthened lift-and-project cuts. Comput. Manag. Sci. 19(4): 539-565 (2022)- 2021
- [j10]Csaba I. Fábián:
Gaining traction: on the convergence of an inner approximation scheme for probability maximization. Central Eur. J. Oper. Res. 29(2): 491-519 (2021)
2010 – 2019
- 2015
- [j9]Csaba I. Fábián, Krisztián Eretnek, Olga Papp:
A regularized simplex method. Central Eur. J. Oper. Res. 23(4): 877-898 (2015) - [j8]Csaba I. Fábián, Christian Wolf, Achim Koberstein, Leena Suhl:
Risk-Averse Optimization in Two-Stage Stochastic Models: Computational Aspects and a Study. SIAM J. Optim. 25(1): 28-52 (2015) - 2014
- [j7]Christian Wolf, Csaba I. Fábián, Achim Koberstein, Leena Suhl:
Applying oracles of on-demand accuracy in two-stage stochastic programming - A computational study. Eur. J. Oper. Res. 239(2): 437-448 (2014) - 2013
- [j6]Csaba I. Fábián, Olga Papp, Krisztián Eretnek:
Implementing the simplex method as a cutting-plane method, with a view to regularization. Comput. Optim. Appl. 56(2): 343-368 (2013) - 2012
- [j5]Victor Zverovich, Csaba I. Fábián, Eldon F. D. Ellison, Gautam Mitra:
A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition. Math. Program. Comput. 4(3): 211-238 (2012) - 2011
- [j4]Csaba I. Fábián, Gautam Mitra, Diana Roman:
Processing second-order stochastic dominance models using cutting-plane representations. Math. Program. 130(1): 33-57 (2011)
2000 – 2009
- 2009
- [r1]András Prékopa, Csaba I. Fábián:
Cutting-Stock Problem. Encyclopedia of Optimization 2009: 594-595 - 2008
- [j3]Csaba I. Fábián:
Handling CVaR objectives and constraints in two-stage stochastic models. Eur. J. Oper. Res. 191(3): 888-911 (2008) - 2007
- [j2]Csaba I. Fábián, Zoltán Szoke:
Solving two-stage stochastic programming problems with level decomposition. Comput. Manag. Sci. 4(4): 313-353 (2007) - 2002
- [j1]Csaba I. Fábián, András Prékopa, Olga Ruf-Fiedler:
On a dual method for a specially structured linear programming problem with application to stochastic programming. Optim. Methods Softw. 17(3): 445-492 (2002)
Coauthor Index
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