1 research outputs found
A Benson-Type Algorithm for Bounded Convex Vector Optimization Problems with Vertex Selection
We present an algorithm for approximately solving bounded convex vector
optimization problems. The algorithm provides both an outer and an inner
polyhedral approximation of the upper image. It is a modification of the primal
algorithm presented by L\"ohne, Rudloff, and Ulus in 2014. There, vertices of
an already known outer approximation are successively cut off to improve the
approximation error. We propose a new and efficient selection rule for deciding
which vertex to cut off. Numerical examples are provided which illustrate that
this method may solve fewer scalar problems overall and therefore may be faster
while achieving the same approximation quality.Comment: 19 pages, 4 figures, 4 table