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A derivative-free descent method in set optimization

Johannes Jahn ()

Computational Optimization and Applications, 2015, vol. 60, issue 2, 393-411

Abstract: Based on a vectorization result in set optimization with respect to the set less order relation, this paper shows how to relate two nonempty sets on a computer. This result is developed for generalized convex sets and polyhedral sets in finite dimensional spaces. Using this approach a numerical method for the determination of optimal scenarios is presented. A new derivative-free descent method for the solution of set optimization problems is given together with numerical results in low dimensions. Copyright Springer Science+Business Media New York 2015

Keywords: Set optimization; Set less order relation; Vectorization; 90C56; 90C29; 06A06 (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (5)

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DOI: 10.1007/s10589-014-9674-8

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