swMATH12273MaRDI QIDQ24204FDOQ24204
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Official website: http://bensolve.org/
Cited In (only showing first 100 items - show all)
- Essential supremum with respect to a random partial order
- Essential supremum and essential maximum with respect to random preference relations
- A linear risk-return model for enhanced indexation in portfolio optimization
- Multiple criteria decision analysis. State of the art surveys. In 2 volumes
- Geometric duality for convex vector optimization problems
- Solution concepts in vector optimization: a fresh look at an old story
- Complete duality for quasiconvex and convex set-valued functions
- Minmax robustness for multi-objective optimization problems
- Continuity concepts for set-valued functions and a fundamental duality formula for set-valued optimization
- Pointwise well-posedness in set optimization with cone proper sets
- An algorithm for calculating the set of superhedging portfolios in markets with transaction costs
- DEA
- FuzzME
- HIPRE 3+
- IRIS
- A Minty variational principle for set optimization
- ADBASE
- SDPNAL
- MARKEX
- diviz
- JSMAA
- VISA
- Analytica
- DecideIT
- PolySCIP
- TRIMAP
- 1000Minds
- 4eMka2
- ACADEA
- Criterium DecisionPlus
- d2
- Decision Explorer
- D-Sight
- ComPAIRS
- DPL
- Equity3
- ESY
- Expert Choice
- FGM
- HiPriority
- Hiview
- IDS Multicriteria Assessor
- IND-NIMBUS
- iMOLPe
- INPRE
- Group Decision Support System
- JAMM
- Logical Decisions
- MakeItRational
- MindDecider
- MINORA
- MOIRA
- NAIADE
- OnBalance
- Optimus
- Pareto Front Viewer
- PRIME Decisions
- Priority Mapper
- PROBE
- RGDB
- RICH Decisions
- Rubis
- SANNA
- Visual PROMETHEE
- SOLVEX
- TransparentChoice
- Triptych
- Visual Market/2
- WINGDSS
- WINPRE
- PolySCIP
- POP
- DEXi
- FPBH.jl
- Super Decisions
- MOIP_AIRA
- MOrepo
- Primal and dual approximation algorithms for convex vector optimization problems
- ELECTRE III
- Equivalence between polyhedral projection, multiple objective linear programming and vector linear programming
- Lagrange duality in set optimization
- Set-valued average value at risk and its computation
- Decisionarium
- Set optimization meets variational inequalities
- Benson type algorithms for linear vector optimization and applications
- Solving DC programs with a polyhedral component utilizing a multiple objective linear programming solver
- Linear vector optimization and European option pricing under proportional transaction costs
- An exact algorithm for biobjective integer programming problems
- The vector linear program solver \textit{Bensolve} -- notes on theoretical background
- An algorithm to solve polyhedral convex set optimization problems
- A comparison of techniques for dynamic multivariate risk measures
- New Farkas-type results for vector-valued functions: a non-abstract approach
- On epi-convergence for set-valued maps
- Farkas-type results for vector-valued functions with applications
- Approximation of convex bodies by multiple objective optimization and an application in reachable sets
- Applying set optimization to weak efficiency
- Guaranteeing highly robust weakly efficient solutions for uncertain multi-objective convex programs
- Optimal constants in normed planes
- Reducing wall-clock time for the computation of all efficient extreme points in multiple objective linear programming
- Lagrange multipliers, duality, and sensitivity in set-valued convex programming via pointed processes
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