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Benson type algorithms for linear vector optimization and applications
Hamel, Andreas; Löhne, Andreas; Rudloff, Birgit - In: Journal of Global Optimization 59 (2014) 4, pp. 811-836
New versions and extensions of Benson’s outer approximation algorithm for solving linear vector optimization problems are presented. Primal and dual variants are provided in which only one scalar linear program has to be solved in each iteration rather than two or three as in previous...
Persistent link: https://www.econbiz.de/10010994156
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A dual variant of Benson’s “outer approximation algorithm” for multiple objective linear programming
Ehrgott, Matthias; Löhne, Andreas; Shao, Lizhen - In: Journal of Global Optimization 52 (2012) 4, pp. 757-778
Persistent link: https://www.econbiz.de/10010994025
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Dual methods for probabilistic optimization problems<Superscript>*</Superscript>
Dentcheva, Darinka; Lai, Bogumila; Ruszczyński, Andrzej - In: Mathematical Methods of Operations Research 60 (2004) 2, pp. 331-346
approximations of the p-efficient frontier. The algorithms yield an optimal solution for problems involving r-concave probability … distributions. For arbitrary distributions, the algorithms provide upper and lower bounds for the optimal value and nearly optimal …
Persistent link: https://www.econbiz.de/10010999538
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Dual methods for probabilistic optimization problems *
Dentcheva, Darinka; Lai, Bogumila; Ruszczyński, Andrzej - In: Computational Statistics 60 (2004) 2, pp. 331-346
approximations of the p-efficient frontier. The algorithms yield an optimal solution for problems involving r-concave probability … distributions. For arbitrary distributions, the algorithms provide upper and lower bounds for the optimal value and nearly optimal …
Persistent link: https://www.econbiz.de/10010759130
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Unified duality for vector optimization problem over cones involving support functions
Suneja, Surjeet Kaur; Louhan, Pooja - In: RAIRO / Operations research 48 (2014) 3, pp. 271-302
Persistent link: https://www.econbiz.de/10010530200
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Optimality and duality for vector optimization problem with non-convex feasible set
Suneja, S. K.; Sharma, Sunila; Yadav, Priyanka - In: Opsearch : journal of the Operational Research Society … 57 (2020) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10012229915
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Duality and saddle-points for convex-like vector optimization problems on real linear spaces
Adán, Miguel; Novo, Vicente - In: TOP: An Official Journal of the Spanish Society of … 13 (2005) 2, pp. 343-357
Persistent link: https://www.econbiz.de/10005371453
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CONE CONVEX AND RELATED FUNCTIONS IN OPTIMIZATION OVER TOPOLOGICAL VECTOR SPACES
SUNEJA, S. K.; BHATIA, MEETU - In: Asia-Pacific Journal of Operational Research (APJOR) 24 (2007) 06, pp. 741-754
duality results are proved. …
Persistent link: https://www.econbiz.de/10004977552
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Optimality and duality in vector optimization involving generalized type I functions over cones
Suneja, S.; Khurana, Seema; Bhatia, Meetu - In: Journal of Global Optimization 49 (2011) 1, pp. 23-35
Persistent link: https://www.econbiz.de/10008775641
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An algorithm for calculating the set of superhedging portfolios in markets with transaction costs
Löhne, Andreas; Rudloff, Birgit - In: International journal of theoretical and applied finance 17 (2014) 2, pp. 1-33
Persistent link: https://www.econbiz.de/10010363905