A solution method for arbitrary polyhedral convex set optimization problems
arXiv:2310.06602
Abstract
We provide a solution method for the polyhedral convex set optimization problem, that is, the problem to minimize a set-valued mapping with polyhedral convex graph with respect to a set ordering relation which is generated by a polyhedral convex cone . The method is proven to be correct and finite without any further assumption to the problem.
arXiv commentreference [11] added, minor changes (typos)