BENSOLVE

swMATH12273MaRDI QIDQ24204FDOQ24204

Author name not available (Why is that?)

Described by source

• Vector Optimization with Infimum and Supremum

Cited In (89)

• Approximation of convex bodies by multiple objective optimization and an application in reachable sets
• Horizon Maps and Graphical Convergence Revisited
• Optimal constants in normed planes
• Lagrange multipliers, duality, and sensitivity in set-valued convex programming via pointed processes
• Duality in Vector Optimization with Infimum and Supremum
• Set Relations via Families of Scalar Functions and Approximate Solutions in Set Optimization
• On robustness for set-valued optimization problems
• Компромиссные паретовские оценки параметров линейной регрессии
• Inner approximation algorithm for solving linear multiobjective optimization problems
• Abstract convexity of set-valued topical functions with application in DC-type optimization
• Efficient allocation of resources to a portfolio of decision making units
• Approximate Lagrangian duality and saddle point optimality in set optimization
• MathOptInterface: A Data Structure for Mathematical Optimization Problems
• Cyclically antimonotone vector equilibrium problems
• Branch-and-bound and objective branching with three or more objectives
• Computation of quantile sets for bivariate ordered data
• Regularization of vector equilibrium problems
• Editorial. Choosing sets: preface to the special issue on set optimization and applications
• A topological convergence on power sets well-suited for set optimization
• A new concept of slope for set-valued maps and applications in set optimization studied with Kuroiwa's set approach
• Multi-criteria decision making via multivariate quantiles
• A Benson-type algorithm for bounded convex vector optimization problems with vertex selection
• Vectorial form of Ekeland variational principle with applications to vector equilibrium problems
• 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
• 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
• Applying set optimization to weak efficiency
• AN ALGORITHM FOR CALCULATING THE SET OF SUPERHEDGING PORTFOLIOS IN MARKETS WITH TRANSACTION COSTS
• Set Optimization Meets Variational Inequalities
• Guaranteeing highly robust weakly efficient solutions for uncertain multi-objective convex programs
• Geometric duality for convex vector optimization problems
• Reducing wall-clock time for the computation of all efficient extreme points in multiple objective linear programming
• A characterization theorem for Aumann integrals
• Geometric Duality Results and Approximation Algorithms for Convex Vector Optimization Problems
• Time Consistency of the Mean-Risk Problem
• Linear Vector Optimization and European Option Pricing Under Proportional Transaction Costs
• Title not available (Why is that?)
• Cone distribution functions and quantiles for multivariate random variables
• A set optimization approach to utility maximization under transaction costs
• Solution concepts in vector optimization: a fresh look at an old story
• A set optimization approach to zero-sum matrix games with multi-dimensional payoffs
• Complete duality for quasiconvex and convex set-valued functions
• A Comparison of Techniques for Dynamic Multivariate Risk Measures
• Minmax robustness for multi-objective optimization problems
• Locating a semi-obnoxious facility in the special case of Manhattan distances
• A vector linear programming approach for certain global optimization problems
• Tractability of convex vector optimization problems in the sense of polyhedral approximations
• Solving polyhedral d.c. optimization problems via concave minimization
• 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
• Convex projection and convex multi-objective optimization
• A Benson type algorithm for nonconvex multiobjective programming problems
• The polyhedral projection problem
• Multivariate risk measures: a constructive approach based on selections
• On the approximation of unbounded convex sets by polyhedra
• A new exact method for linear bilevel problems with multiple objective functions at the lower level
• A graph-based algorithm for the multi-objective optimization of gene regulatory networks
• Robust counterparts and robust efficient solutions in vector optimization under uncertainty
• Conjugate Duality for Constrained Vector Optimization in Abstract Convex Frame
• Decision uncertainty in multiobjective optimization
• A Minty variational principle for set optimization
• PolySCIP
• Images and existence of constrained scalar and vector extrema
• Images, fixed points and vector extremum problems
• Vector topical function, abstract convexity and image space analysis
• A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle
• Primal and dual approximation algorithms for convex vector optimization problems
• Warm-starting lower bound set computations for branch-and-bound algorithms for multi objective integer linear programs
• Equivalence between polyhedral projection, multiple objective linear programming and vector linear programming
• Multi-portfolio time consistency for set-valued convex and coherent risk measures
• Lagrange duality in set optimization
• Calculus of convex polyhedra and polyhedral convex functions by utilizing a multiple objective linear programming solver
• Variational inequalities characterizing weak minimality in set optimization
• Set-valued average value at risk and its computation
• Lagrange duality, stability and subdifferentials in vector optimization
• A Survey of Set Optimization Problems with Set Solutions
• Set approach for set optimization with variable ordering structures. I: Set relations and relationship to vector approach
• Benson type algorithms for linear vector optimization and applications
• Scalar representation and conjugation of set-valued functions
• Solving DC programs with a polyhedral component utilizing a multiple objective linear programming solver
• The vector linear program solver Bensolve -- notes on theoretical background
• Incomplete risk-preference information in portfolio decision analysis
• An exact algorithm for biobjective integer programming problems
• A parametric simplex algorithm for linear vector optimization problems
• An algorithm to solve polyhedral convex set optimization problems

This page was built for software: BENSOLVE