Primal and dual approximation algorithms for convex vector optimization problems
From MaRDI portal
Publication:475807
DOI10.1007/s10898-013-0136-0zbMath1334.90160arXiv1308.6809WikidataQ57612119 ScholiaQ57612119MaRDI QIDQ475807
Andreas Löhne, Birgit Rudloff, Firdevs Ulus
Publication date: 27 November 2014
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1308.6809
algorithms; vector optimization; duality; convex programming; outer approximation; multiple objective optimization
Related Items
A Comparison of Techniques for Dynamic Multivariate Risk Measures, Set Optimization—A Rather Short Introduction
Uses Software
Cites Work
- Unnamed Item
- Set-valued average value at risk and its computation
- A dual variant of Benson's ``outer approximation algorithm for multiple objective linear programming
- An approximation algorithm for convex multi-objective programming problems
- Benson type algorithms for linear vector optimization and applications
- Approximately solving multiobjective linear programmes in objective space and an application in radiotherapy treatment planning
- Approximating the nondominated set of an MOLP by approximately solving its dual problem
- An outer approximation algorithm for generating all efficient extreme points in the outcome set of a multiple objective linear programming problem
- Primal-dual methods for vertex and facet enumeration
- Hedging and liquidation under transaction costs in currency markets
- Lagrange duality in set optimization
- Approximation methods in multiobjective programming
- Geometric Duality for Convex Vector Optimization Problems
- Graph Implementations for Nonsmooth Convex Programs
- Vector Optimization with Infimum and Supremum
- Solution concepts in vector optimization: a fresh look at an old story
- Geometric Duality in Multiple Objective Linear Programming
- AN ALGORITHM FOR CALCULATING THE SET OF SUPERHEDGING PORTFOLIOS IN MARKETS WITH TRANSACTION COSTS
- SET-VALUED SHORTFALL AND DIVERGENCE RISK MEASURES
- Convex Analysis