19 citations · 62 across the 11 of their papers we have counts for
7 papers · 1 filter
A new view on risk measures associated with acceptance sets
Marcel Marohn, Christiane Tammer
In this paper, we study properties of certain risk measures associated with acceptance sets. These sets describe regulatory preconditions that have to be fulfilled by financial ins…
The Fermat Rule for Set Optimization Problems with Lipschitzian Set-Valued Mappings
Gemayqzel Bouza, Ernest Quintana, Christiane Tammer +1
In this paper, we consider set optimization problems where the solution concept is given by the set approach. Specifically, we deal with the lower less and the upper less set relat…
A Steepest Descent Method for Set Optimization Problems with Set-Valued Mappings of Finite Cardinality
Gemayqzel Bouza, Ernest Quintana, Christiane Tammer
In this paper, we study a first order solution method for a particular class of set optimization problems where the solution concept is given by the set approach. We consider the c…
A Unified Characterization of Nonlinear Scalarizing Functionals in Optimization
Gemayqzel Bouza, Ernest Quintana, Christiane Tammer
Over the years, several classes of scalarization techniques in optimization have been introduced and employed in deriving separation theorems, optimality conditions and algorithms.…
On Clarke's Subdifferential of Marginal Functions
Gemayqzel Bouza, Ernest Quintana, Christiane Tammer
In this short note, we derive an upper estimate of Clarke's subdifferential of marginal functions in Banach spaces. The structure of the upper estimate is very similar to other res…
What if we Increase the Number of Objectives? Theoretical and Empirical Implications for Many-objective Optimization
Richard Allmendinger, Andrzej Jaszkiewicz, Arnaud Liefooghe +1
The difficulty of solving a multi-objective optimization problem is impacted by the number of objectives to be optimized. The presence of many objectives typically introduces a num…
Vector Optimization with Domination Structures: Variational Principles and Applications
Truong Q. Bao, Boris S. Mordukhovich, Antoine Soubeyran +1
This paper addresses a large class of vector optimization problems in infinite-dimensional spaces with respect to two important binary relations derived from domination structures.…