BENSOLVE
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Related Items (89)
Time Consistency of the Mean-Risk Problem ⋮ Geometric Duality Results and Approximation Algorithms for Convex Vector Optimization Problems ⋮ Farkas-type results for vector-valued functions with applications ⋮ Applying set optimization to weak efficiency ⋮ A Benson-type algorithm for bounded convex vector optimization problems with vertex selection ⋮ Complete duality for quasiconvex and convex set-valued functions ⋮ Minmax robustness for multi-objective optimization problems ⋮ A set optimization approach to zero-sum matrix games with multi-dimensional payoffs ⋮ Convex projection and convex multi-objective optimization ⋮ Duality in Vector Optimization with Infimum and Supremum ⋮ Unnamed Item ⋮ On epi-convergence for set-valued maps ⋮ A graph-based algorithm for the multi-objective optimization of gene regulatory networks ⋮ Equivalence between polyhedral projection, multiple objective linear programming and vector linear programming ⋮ A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle ⋮ Cone distribution functions and quantiles for multivariate random variables ⋮ Set-valued average value at risk and its computation ⋮ Vector topical function, abstract convexity and image space analysis ⋮ Images and existence of constrained scalar and vector extrema ⋮ Images, fixed points and vector extremum problems ⋮ MathOptInterface: A Data Structure for Mathematical Optimization Problems ⋮ A Benson type algorithm for nonconvex multiobjective programming problems ⋮ An exact algorithm for biobjective integer programming problems ⋮ Solving DC programs with a polyhedral component utilizing a multiple objective linear programming solver ⋮ Decision uncertainty in multiobjective optimization ⋮ On the approximation of unbounded convex sets by polyhedra ⋮ Warm-starting lower bound set computations for branch-and-bound algorithms for multi objective integer linear programs ⋮ Efficient allocation of resources to a portfolio of decision making units ⋮ Essential supremum with respect to a random partial order ⋮ Essential supremum and essential maximum with respect to random preference relations ⋮ A new exact method for linear bilevel problems with multiple objective functions at the lower level ⋮ A topological convergence on power sets well-suited for set optimization ⋮ Branch-and-bound and objective branching with three or more objectives ⋮ Pointwise well-posedness in set optimization with cone proper sets ⋮ A set optimization approach to utility maximization under transaction costs ⋮ Solving polyhedral d.c. optimization problems via concave minimization ⋮ Approximate Lagrangian duality and saddle point optimality in set optimization ⋮ Regularization of vector equilibrium problems ⋮ Conjugate Duality for Constrained Vector Optimization in Abstract Convex Frame ⋮ A Minty variational principle for set optimization ⋮ Primal and dual approximation algorithms for convex vector optimization problems ⋮ Компромиссные паретовские оценки параметров линейной регрессии ⋮ Multi-portfolio time consistency for set-valued convex and coherent risk measures ⋮ PolySCIP ⋮ Reducing wall-clock time for the computation of all efficient extreme points in multiple objective linear programming ⋮ Geometric Duality for Convex Vector Optimization Problems ⋮ Variational inequalities characterizing weak minimality in set optimization ⋮ Set approach for set optimization with variable ordering structures. I: Set relations and relationship to vector approach ⋮ Cyclically antimonotone vector equilibrium problems ⋮ Lagrange duality in set optimization ⋮ The vector linear program solver Bensolve -- notes on theoretical background ⋮ Guaranteeing highly robust weakly efficient solutions for uncertain multi-objective convex programs ⋮ An algorithm to solve polyhedral convex set optimization problems ⋮ Lagrange duality, stability and subdifferentials in vector optimization ⋮ A parametric simplex algorithm for linear vector optimization problems ⋮ A vector linear programming approach for certain global optimization problems ⋮ Tractability of convex vector optimization problems in the sense of polyhedral approximations ⋮ Continuity concepts for set-valued functions and a fundamental duality formula for set-valued optimization ⋮ Locating a semi-obnoxious facility in the special case of Manhattan distances ⋮ Approximation of convex bodies by multiple objective optimization and an application in reachable sets ⋮ On robustness for set-valued optimization problems ⋮ Robust counterparts and robust efficient solutions in vector optimization under uncertainty ⋮ Calculus of convex polyhedra and polyhedral convex functions by utilizing a multiple objective linear programming solver ⋮ A linear risk-return model for enhanced indexation in portfolio optimization ⋮ A Comparison of Techniques for Dynamic Multivariate Risk Measures ⋮ A Survey of Set Optimization Problems with Set Solutions ⋮ Linear Vector Optimization and European Option Pricing Under Proportional Transaction Costs ⋮ Set Optimization Meets Variational Inequalities ⋮ Benson type algorithms for linear vector optimization and applications ⋮ Vectorial form of Ekeland variational principle with applications to vector equilibrium problems ⋮ Editorial. Choosing sets: preface to the special issue on set optimization and applications ⋮ The polyhedral projection problem ⋮ Multi-criteria decision making via multivariate quantiles ⋮ A new concept of slope for set-valued maps and applications in set optimization studied with Kuroiwa's set approach ⋮ AN ALGORITHM FOR CALCULATING THE SET OF SUPERHEDGING PORTFOLIOS IN MARKETS WITH TRANSACTION COSTS ⋮ Optimal constants in normed planes ⋮ Scalar representation and conjugation of set-valued functions ⋮ MULTIVARIATE RISK MEASURES: A CONSTRUCTIVE APPROACH BASED ON SELECTIONS ⋮ New Farkas-type results for vector-valued functions: a non-abstract approach ⋮ Horizon Maps and Graphical Convergence Revisited ⋮ Set Relations via Families of Scalar Functions and Approximate Solutions in Set Optimization ⋮ Computation of quantile sets for bivariate ordered data ⋮ Solution concepts in vector optimization: a fresh look at an old story ⋮ Incomplete risk-preference information in portfolio decision analysis ⋮ Inner approximation algorithm for solving linear multiobjective optimization problems ⋮ Abstract convexity of set-valued topical functions with application in DC-type optimization ⋮ A characterization theorem for Aumann integrals ⋮ Multiple criteria decision analysis. State of the art surveys. In 2 volumes ⋮ Lagrange multipliers, duality, and sensitivity in set-valued convex programming via pointed processes
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