Vector Optimization with Infimum and Supremum
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Cited in
(only showing first 100 items - show all)- On supremum of a set in a multidimensional space
- A set optimization approach to zero-sum matrix games with multi-dimensional payoffs
- Time consistency for set-valued dynamic risk measures for bounded discrete-time processes
- 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
- Solving DC programs with a polyhedral component utilizing a multiple objective linear programming solver
- Decision uncertainty in multiobjective optimization
- A set optimization approach to utility maximization under transaction costs
- The vector linear program solver \textit{Bensolve} -- notes on theoretical background
- Guaranteeing highly robust weakly efficient solutions for uncertain multi-objective convex programs
- A vector linear programming approach for certain global optimization problems
- Tractability of convex vector optimization problems in the sense of polyhedral approximations
- Robust counterparts and robust efficient solutions in vector optimization under uncertainty
- On robustness for set-valued optimization problems
- Incomplete risk-preference information in portfolio decision analysis
- Lagrange multipliers, duality, and sensitivity in set-valued convex programming via pointed processes
- Convex projection and convex multi-objective optimization
- A norm minimization-based convex vector optimization algorithm
- Efficient allocation of resources to a portfolio of decision making units
- Lagrange duality in set optimization
- Editorial. Choosing sets: preface to the special issue on set optimization and applications
- The polyhedral projection problem
- A new concept of slope for set-valued maps and applications in set optimization studied with Kuroiwa's set approach
- New Farkas-type results for vector-valued functions: a non-abstract approach
- A characterization theorem for Aumann integrals
- Farkas-type results for vector-valued functions with applications
- A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle
- Set-valued risk statistics with scenario analysis
- A Benson type algorithm for nonconvex multiobjective programming problems
- A topological convergence on power sets well-suited for set optimization
- BENSOLVE
- V-invex functions and vector optimization.
- A linear risk-return model for enhanced indexation in portfolio optimization
- An exact algorithm for biobjective integer programming problems
- On the approximation of unbounded convex sets by polyhedra
- Regularization of vector equilibrium problems
- Supremum of a set in the multi-dimensional extended real space
- Primal and dual multi-objective linear programming algorithms for linear multiplicative programmes
- A comparison of techniques for dynamic multivariate risk measures
- Set Optimization—A Rather Short Introduction
- A survey of set optimization problems with set solutions
- Set optimization meets variational inequalities
- PolySCIP
- Multivariate risk measures: a constructive approach based on selections
- Complete duality for quasiconvex and convex set-valued functions
- Duality in vector optimization with infimum and supremum
- Minmax robustness for multi-objective optimization problems
- Equivalence between polyhedral projection, multiple objective linear programming and vector linear programming
- Set-valued average value at risk and its computation
- Essential supremum with respect to a random partial order
- Essential supremum and essential maximum with respect to random preference relations
- Pointwise well-posedness in set optimization with cone proper sets
- Approximate Lagrangian duality and saddle point optimality in set optimization
- Cyclically antimonotone vector equilibrium problems
- A Minty variational principle for set optimization
- Primal and dual approximation algorithms for convex vector optimization problems
- Multi-portfolio time consistency for set-valued convex and coherent risk measures
- An algorithm to solve polyhedral convex set optimization problems
- Lagrange duality, stability and subdifferentials in vector optimization
- Variational inequalities characterizing weak minimality in set optimization
- An algorithm for calculating the set of superhedging portfolios in markets with transaction costs
- Scalar representation and conjugation of set-valued functions
- Horizon Maps and Graphical Convergence Revisited
- Set Relations via Families of Scalar Functions and Approximate Solutions in Set Optimization
- Abstract convexity of set-valued topical functions with application in DC-type optimization
- Time consistency of the mean-risk problem
- A Benson-type algorithm for bounded convex vector optimization problems with vertex selection
- The inf-translation for solving set minimization problems
- Set approach for set optimization with variable ordering structures. I: Set relations and relationship to vector approach
- On epi-convergence for set-valued maps
- MathOptInterface: A Data Structure for Mathematical Optimization Problems
- Compromise Pareto's evaluation of parameters linear regression
- Calculus of convex polyhedra and polyhedral convex functions by utilizing a multiple objective linear programming solver
- Vectorial form of Ekeland variational principle with applications to vector equilibrium problems
- A parametric simplex algorithm for linear vector optimization problems
- Robust optimization revisited via robust vector Farkas lemmas
- Conjugate duality for constrained vector optimization in abstract convex frame
- Geometric Duality Results and Approximation Algorithms for Convex Vector Optimization Problems
- Outer approximation algorithms for convex vector optimization problems
- Twenty years of continuous multiobjective optimization in the twenty-first century
- Adaptive type-2 neural fuzzy sliding mode control of a class of nonlinear systems
- Limit sets in global multiobjective optimization
- On proper minimality in set optimization
- A polyhedral approximation algorithm for recession cones of spectrahedral shadows
- Scalar representations and Hausdorff continuity of solution mappings to parametric set optimization problems via set less order relations
- Convergence analysis of a norm minimization-based convex vector optimization algorithm
- Computing the recession cone of a convex upper image via convex projection
- Relaxations and duality for multiobjective integer programming
- An outer approximation algorithm for generating the Edgeworth-Pareto hull of multi-objective mixed-integer linear programming problems
- On unbounded polyhedral convex set optimization problems
- A new minimal element theorem and new generalizations of Ekeland's variational principle in complete lattice optimization problem
- Existence of solutions for polyhedral convex set optimization problems
- An approach to duality via image space analysis and applications to linear vector optimization problems
- The natural ordering cone of a polyhedral convex set-valued objective mapping
- Conjugate Paretian inefficiency measures
- Construction of vector-valued weak separation functions with applications to conjugate duality in vector optimization
- Nonlinear scalarizations in set optimization with variable ordering structures and applications
- Generalized conditional gradient methods for multiobjective composite optimization problems with Hölder condition
- Horizon and recession asymptotic notions for sets and mappings: a unified approach
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