Benson type algorithms for linear vector optimization and applications
暂无分享,去创建一个
[1] Harold P. Benson,et al. An Outer Approximation Algorithm for Generating All Efficient Extreme Points in the Outcome Set of a Multiple Objective Linear Programming Problem , 1998, J. Glob. Optim..
[2] Nizar Touzi,et al. Vector-valued coherent risk measures , 2002, Finance Stochastics.
[3] H. Isermann,et al. Duality in Multiple Objective Linear Programming , 1978 .
[4] Andreas H. Hamel,et al. Lagrange Duality in Set Optimization , 2014, J. Optim. Theory Appl..
[5] David P. Dobkin,et al. The quickhull algorithm for convex hulls , 1996, TOMS.
[6] Andreas Löhne,et al. Solution concepts in vector optimization: a fresh look at an old story , 2011 .
[7] R. Rockafellar,et al. Optimization of conditional value-at risk , 2000 .
[8] Christiane Tammer,et al. Set-valued duality theory for multiple objective linear programs and application to mathematical finance , 2009, Math. Methods Oper. Res..
[9] H. P. Benson,et al. Further Analysis of an Outcome Set-Based Algorithm for Multiple-Objective Linear Programming , 1998 .
[10] Andreas H. Hamel,et al. A Duality Theory for Set-Valued Functions I: Fenchel Conjugation Theory , 2009 .
[11] Frank Heyde,et al. Geometric Duality for Convex Vector Optimization Problems , 2011, 1109.3592.
[12] Andreas H. Hamel,et al. Set-valued risk measures for conical market models , 2010, 1011.5986.
[13] Andreas Löhne,et al. An algorithm to solve polyhedral convex set optimization problems , 2012 .
[14] Andreas H. Hamel,et al. Set-valued average value at risk and its computation , 2012 .
[15] Lizhen Shao,et al. Approximately solving multiobjective linear programmes in objective space and an application in radiotherapy treatment planning , 2008, Math. Methods Oper. Res..
[16] David Bremner,et al. Primal—Dual Methods for Vertex and Facet Enumeration , 1998, Discret. Comput. Geom..
[17] Andreas Löhne,et al. Geometric Duality in Multiple Objective Linear Programming , 2008, SIAM J. Optim..
[18] László Csirmaz,et al. Using multiobjective optimization to map the entropy region , 2013, Computational Optimization and Applications.
[19] Lizhen Shao,et al. An approximation algorithm for convex multi-objective programming problems , 2011, J. Glob. Optim..
[20] Lizhen Shao,et al. A dual variant of Benson’s “outer approximation algorithm” for multiple objective linear programming , 2012, J. Glob. Optim..
[21] Christiane Tammer,et al. The Attainment of the Solution of the Dual Program in Vertices for Vectorial Linear Programs , 2009 .
[22] Philippe Artzner,et al. Coherent Measures of Risk , 1999 .
[23] Andreas Löhne,et al. Vector Optimization with Infimum and Supremum , 2011, Vector Optimization.
[24] Andreas H. Hamel,et al. Duality for Set-Valued Measures of Risk , 2010, SIAM J. Financial Math..
[25] A. Ruszczynski,et al. Frontiers of Stochastically Nondominated Portfolios , 2003 .
[26] Lizhen Shao,et al. Approximating the nondominated set of an MOLP by approximately solving its dual problem , 2008, Math. Methods Oper. Res..
[27] Andreas H. Hamel. A Fenchel–Rockafellar duality theorem for set-valued optimization , 2011 .
[28] Ralf Korn,et al. The decoupling approach to binomial pricing of multi-asset options , 2009 .
[29] Andreas H. Hamel,et al. Closing the Duality Gap in Linear Vector Optimization , 2004 .
[30] Dinh The Luc,et al. On duality in multiple objective linear programming , 2011, Eur. J. Oper. Res..