A norm minimization-based convex vector optimization algorithm
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Publication:2156397
DOI10.1007/S10957-022-02045-8zbMATH Open1495.90171arXiv2104.10282OpenAlexW3154547765MaRDI QIDQ2156397FDOQ2156397
Çağın Ararat, Firdevs Ulus, Muhammad Umer
Publication date: 18 July 2022
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Abstract: We propose an algorithm to generate inner and outer polyhedral approximations to the upper image of a bounded convex vector optimization problem. It is an outer approximation algorithm and is based on solving norm-minimizing scalarizations. Unlike Pascolleti-Serafini scalarization used in the literature for similar purposes, it does not involve a direction parameter. Therefore, the algorithm is free of direction-biasedness. We also propose a modification of the algorithm by introducing a suitable compact subset of the upper image, which helps in proving for the first time the finiteness of an algorithm for convex vector optimization. The computational performance of the algorithms is illustrated using some of the benchmark test problems, which shows promising results in comparison to a similar algorithm that is based on Pascoletti-Serafini scalarization.
Full work available at URL: https://arxiv.org/abs/2104.10282
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- Publication:3484643
approximation algorithmmultiobjective optimizationscalarizationnorm minimizationconvex vector optimization
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Cited In (6)
- A polyhedral approximation algorithm for recession cones of spectrahedral shadows
- Geometric Duality Results and Approximation Algorithms for Convex Vector Optimization Problems
- Outer approximation algorithms for convex vector optimization problems
- Convergence analysis of a norm minimization-based convex vector optimization algorithm
- Computing the recession cone of a convex upper image via convex projection
- Algorithms to Solve Unbounded Convex Vector Optimization Problems
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