[图书][B] Set-valued optimization

AA Khan, C Tammer, C Zalinescu - 2016 - Springer
Set-valued optimization is a vibrant and expanding branch of applied mathematics that
deals with optimization problems where the objective map and/or the constraint maps are …

[图书][B] Vector optimization

J Jahn - 2009 - Springer
The continuous and increasing interest concerning vector optimization perceptible in the
research community, where contributions dealing with the theory of duality abound lately …

[图书][B] Duality in vector optimization

RI Bot, SM Grad, G Wanka - 2009 - books.google.com
Page 1 VECTOR OPTIMIZATION Radu loan Bot Sorin-Mihai Grad Gert Wanka Duality in Vector
Optimization Springer Page 2 Vector Optimization Series Editor: Johannes Jahn University of …

Measures of systemic risk

Z Feinstein, B Rudloff, S Weber - SIAM Journal on Financial Mathematics, 2017 - SIAM
Systemic risk refers to the risk that the financial system is susceptible to failures due to the
characteristics of the system itself. The tremendous cost of systemic risk requires the design …

[图书][B] Vector optimization with infimum and supremum

A Löhne - 2011 - books.google.com
The theory of Vector Optimization is developed by a systematic usage of infimum and
supremum. In order to get existence and appropriate properties of the infimum, the image …

Set optimization—a rather short introduction

AH Hamel, F Heyde, A Löhne, B Rudloff… - … The State of the Art: From …, 2015 - Springer
Recent developments in set optimization are surveyed and extended including various set
relations as well as fundamental constructions of a convex analysis for set-and vector …

Benson type algorithms for linear vector optimization and applications

AH Hamel, A Löhne, B Rudloff - Journal of Global Optimization, 2014 - Springer
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 …

Solution concepts in vector optimization: a fresh look at an old story

F Heyde, A Löhne - Optimization, 2011 - Taylor & Francis
Over the past decades various solution concepts for vector optimization problems have been
established and used: among them are efficient, weakly efficient and properly efficient …

Geometric duality in multiple objective linear programming

F Heyde, A Löhne - SIAM Journal on Optimization, 2008 - SIAM
We develop in this article a geometric approach to duality in multiple objective linear
programming. This approach is based on a very old idea, the duality of polytopes, which can …

On the choice of parameters for the weighting method in vector optimization

LMG Drummond, N Maculan, BF Svaiter - Mathematical Programming, 2008 - Springer
We present a geometrical interpretation of the weighting method for constrained (finite
dimensional) vector optimization. This approach is based on rigid movements which …