Primal and dual approximation algorithms for convex vector optimization problems (Q475807): Difference between revisions

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+Q57612119
@@ Property / Wikidata QID: Q57612119 / rank @@
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+.6809
@@ Property / arXiv ID: 1308.6809 / rank @@
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+SET-VALUED SHORTFALL AND DIVERGENCE RISK MEASURES
@@ Property / cites work: SET-VALUED SHORTFALL AND DIVERGENCE RISK MEASURES / rank @@
+Normal rank
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+An outer approximation algorithm for generating all efficient extreme points in the outcome set of a multiple objective linear programming problem
+Normal rank
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+Primal-dual methods for vertex and facet enumeration
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+Geometric Duality for Convex Vector Optimization Problems
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+Approximation methods in multiobjective programming
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+A dual variant of Benson's ``outer approximation algorithm'' for multiple objective linear programming
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+An approximation algorithm for convex multi-objective programming problems
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+Approximating the nondominated set of an MOLP by approximately solving its dual problem
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+Graph Implementations for Nonsmooth Convex Programs
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+Lagrange duality in set optimization
@@ Property / cites work: Lagrange duality in set optimization / rank @@
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+Benson type algorithms for linear vector optimization and applications
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+Set-valued average value at risk and its computation
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+Geometric Duality in Multiple Objective Linear Programming
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+Solution concepts in vector optimization: a fresh look at an old story
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+Q4461359
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+Hedging and liquidation under transaction costs in currency markets
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+Vector Optimization with Infimum and Supremum
@@ Property / cites work: Vector Optimization with Infimum and Supremum / rank @@
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+AN ALGORITHM FOR CALCULATING THE SET OF SUPERHEDGING PORTFOLIOS IN MARKETS WITH TRANSACTION COSTS
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+Convex Analysis
@@ Property / cites work: Convex Analysis / rank @@
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+Approximately solving multiobjective linear programmes in objective space and an application in radiotherapy treatment planning
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