Primal and dual approximation algorithms for convex vector optimization problems
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Publication:475807
DOI10.1007/S10898-013-0136-0zbMATH Open1334.90160DBLPjournals/jgo/LohneRU14arXiv1308.6809OpenAlexW2048944090WikidataQ57612119 ScholiaQ57612119MaRDI QIDQ475807FDOQ475807
Authors: Andreas Löhne, Birgit Rudloff, Firdevs Ulus 
Publication date: 27 November 2014
Published in: Journal of Global Optimization (Search for Journal in Brave)
Abstract: Two approximation algorithms for solving convex vector optimization problems (CVOPs) are provided. Both algorithms solve the CVOP and its geometric dual problem simultaneously. The first algorithm is an extension of Benson's outer approximation algorithm, and the second one is a dual variant of it. Both algorithms provide an inner as well as an outer approximation of the (upper and lower) images. Only one scalar convex program has to be solved in each iteration. We allow objective and constraint functions that are not necessarily differentiable, allow solid pointed polyhedral ordering cones, and relate the approximations to an appropriate epsilon-solution concept. Numerical examples are provided.
Full work available at URL: https://arxiv.org/abs/1308.6809
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algorithmsconvex programmingdualityouter approximationvector optimizationmultiple objective optimization
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