Computing the recession cone of a convex upper image via convex projection
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Publication:6432099
arXiv2304.02081MaRDI QIDQ6432099FDOQ6432099
Authors: Gabriela Kováčová, Firdevs Ulus 
Publication date: 4 April 2023
Abstract: It is possible to solve unbounded convex vector optimization problems (CVOPs) in two phases: (1) computing or approximating the recession cone of the upper image and (2) solving the equivalent bounded CVOP where the ordering cone is extended based on the first phase (Wagner et al., 2023). In this paper, we consider unbounded CVOPs and propose an alternative solution methodology to compute or approximate the recession cone of the upper image. In particular, we relate the dual of the recession cone with the Lagrange dual of weighted sum scalarization problems whenever the dual problem can be written explicitly. Computing this set requires solving a convex (or polyhedral) projection problem. We show that this methodology can be applied to semidefinite, quadratic and linear vector optimization problems and provide some numerical examples.
Quadratic programming (90C20) Convex programming (90C25) Management decision making, including multiple objectives (90B50) Linear programming (90C05) Multi-objective and goal programming (90C29) Semidefinite programming (90C22)
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