Tractability of convex vector optimization problems in the sense of polyhedral approximations
Firdevs Ulus ()
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Firdevs Ulus: Bilkent University
Journal of Global Optimization, 2018, vol. 72, issue 4, No 6, 742 pages
Abstract:
Abstract There are different solution concepts for convex vector optimization problems (CVOPs) and a recent one, which is motivated from a set optimization point of view, consists of finitely many efficient solutions that generate polyhedral inner and outer approximations to the Pareto frontier. A CVOP with compact feasible region is known to be bounded and there exists a solution of this sense to it. However, it is not known if it is possible to generate polyhedral inner and outer approximations to the Pareto frontier of a CVOP if the feasible region is not compact. This study shows that not all CVOPs are tractable in that sense and gives a characterization of tractable problems in terms of the well known weighted sum scalarization problems.
Keywords: Vector optimization; Multiobjective optimization; Convex programming; Polyhedral approximation; 90C29; 90C25 (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (4)
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DOI: 10.1007/s10898-018-0666-6
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