A Benson-Type Algorithm for Bounded Convex Vector Optimization Problems with Vertex Selection

Autor:	Dörfler, Daniel, Löhne, Andreas, Schneider, Christopher, Weißing, Benjamin
Rok vydání:	2020
Předmět:	Mathematics - Optimization and Control 90C29 90C25 90-08 90C59
Zdroj:	Optimization Software and Methods 37 No.3 (2022), 1006-1026
Druh dokumentu:	Working Paper
DOI:	10.1080/10556788.2021.1880579
Popis:	We present an algorithm for approximately solving bounded convex vector optimization problems. The algorithm provides both an outer and an inner polyhedral approximation of the upper image. It is a modification of the primal algorithm presented by L\"ohne, Rudloff, and Ulus in 2014. There, vertices of an already known outer approximation are successively cut off to improve the approximation error. We propose a new and efficient selection rule for deciding which vertex to cut off. Numerical examples are provided which illustrate that this method may solve fewer scalar problems overall and therefore may be faster while achieving the same approximation quality. Comment: 19 pages, 4 figures, 4 tables
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2006.15600 Zobrazit plný text záznamu Plný text ve formátu PDF Plný text ve formátu HTML
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