Quotation Löhne, Andreas, Rudloff, Birgit, Ulus, Firdevs. 2014. Primal and dual approximation algorithms for convex vector optimization problems. Journal of Global Optimization 60 (4): S. 713-736.


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Abstract

Two approximation algorithms for solving convex vector optimization problems (CVOPs) are provided. Both algorithms solve the CVOP and its geometric dual problem simultaneously. The first algorithm is an extension of Benson’s outer approximation algorithm, and the second one is a dual variant of it. Both algorithms provide an inner as well as an outer approximation of the (upper and lower) images. Only one scalar convex program has to be solved in each iteration. We allow objective and constraint functions that are not necessarily differentiable, allow solid pointed polyhedral ordering cones, and relate the approximations to an appropriate ε-solution concept. Numerical examples are provided.

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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Journal article
Journal Journal of Global Optimization
Citation Index SCI
WU-Journal-Rating new FIN-A
Language English
Title Primal and dual approximation algorithms for convex vector optimization problems
Volume 60
Number 4
Year 2014
Page from 713
Page to 736
Reviewed? Y
URL http://arxiv.org/pdf/1308.6809.pdf
DOI http://dx.doi.org/10.1007/s10898-013-0136-0

Associations

People
Rudloff, Birgit (Details)
External
Löhne, Andreas (Friedrich-Schiller-Universität Jena, Germany)
Ulus, Firdevs (Bilkent University, Turkey)
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