Csaba I. Fábián

Publication Activity (10 Years)

Years Active: 2002-2022
Publications (10 Years): 2

Top Topics

Posterior Marginals

Interior Point Methods

Stochastic Programming

Top Venues

Central Eur. J. Oper. Res.

Comput. Optim. Appl.

Comput. Manag. Sci.

Publications

Pavlo Glushko, Csaba I. Fábián, Achim Koberstein
An L-shaped method with strengthened lift-and-project cuts. Comput. Manag. Sci. 19 (4) (2022)
Csaba I. Fábián
Gaining traction: on the convergence of an inner approximation scheme for probability maximization. Central Eur. J. Oper. Res. 29 (2) (2021)
Csaba I. Fábián, Krisztián Eretnek, Olga Papp
A regularized simplex method. Central Eur. J. Oper. Res. 23 (4) (2015)
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) (2015)
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) (2014)
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) (2013)
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) (2012)
Csaba I. Fábián, Gautam Mitra, Diana Roman
Processing second-order stochastic dominance models using cutting-plane representations. Math. Program. 130 (1) (2011)
Csaba I. Fábián
Handling CVaR objectives and constraints in two-stage stochastic models. Eur. J. Oper. Res. 191 (3) (2008)
Csaba I. Fábián, Zoltán Szoke
Solving two-stage stochastic programming problems with level decomposition. Comput. Manag. Sci. 4 (4) (2007)
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) (2002)