论文标题
解决无界凸矢量优化问题的算法
Algorithms to solve unbounded convex vector optimization problems
论文作者
论文摘要
本文涉及用于一般凸矢量优化问题(CVOPS)的解决方案算法。到目前为止,用于解决CVOP的解决方案概念和近似算法仅用于有限问题[Ararat等。 2022,Doerfler等。 2021年,Loehne等。 2014]。它们提供了上图的多面体内部和外部近似,其最多为$ \ varepsilon $。但是,众所周知(见[Ulus,2018]),对于某些无限问题,这种多面体近似不存在。在本文中,我们将提出一个通用的解决方案概念,称为$(\ varepsilon,δ)$ - 解决方案,它也允许考虑无限的CVOP。它基于以有意义的方式界定上图像的内部和外部多面体近似值的衰退锥。提出了一种算法,该算法计算上图像的衰退锥的内部近似值 - 外部和$δ$。结合[Loehne等人的结果。 [2014]这提供了一种原始算法和双重算法,该算法允许计算$(\ varepsilon,δ)$ - (潜在无界)CVOPS的解决方案。提供了数值示例。
This paper is concerned with solution algorithms for general convex vector optimization problems (CVOPs). So far, solution concepts and approximation algorithms for solving CVOPs exist only for bounded problems [Ararat et al. 2022, Doerfler et al. 2021, Loehne et al. 2014]. They provide a polyhedral inner and outer approximation of the upper image that have a Hausdorff distance of at most $\varepsilon$. However, it is well known (see [Ulus, 2018]), that for some unbounded problems such polyhedral approximations do not exist. In this paper, we will propose a generalized solution concept, called an $(\varepsilon,δ)$--solution, that allows also to consider unbounded CVOPs. It is based on additionally bounding the recession cones of the inner and outer polyhedral approximations of the upper image in a meaningful way. An algorithm is proposed that computes such $δ$--outer and $δ$--inner approximations of the recession cone of the upper image. In combination with the results of [Loehne et al. 2014] this provides a primal and a dual algorithm that allow to compute $(\varepsilon,δ)$--solutions of (potentially unbounded) CVOPs. Numerical examples are provided.