4 papers · 1 filter
MOCVXPY: a CVXPY extension for multiobjective optimization
Ludovic Salomon, Daniel Dörfler, Andreas Löhne
MOCVXPY is an open-source Python library for convex vector optimization. It is built on top of CVXPY, a domain-specific language for single-objective convex optimization. MOCVXPY e…
Computing all Nash equilibria of low-rank bi-matrix games
Zachary Feinstein, Andreas Löhne, Birgit Rudloff
We study constrained bi-matrix games, with a particular focus on low-rank games. Our main contribution is a framework that reduces low-rank games to smaller, equivalent constrained…
A Decision-Making Method in Polyhedral Convex Set Optimization
Andreas Löhne
Optimization problems with set-valued objective functions arise in contexts such as multi-stage optimization with vector-valued objectives. The aim is to identify an optimizer -- a…
Geometric duality and parametric duality for multiple objective linear programs are equivalent
Daniel Dörfler, Andreas Löhne
In 2011, Luc introduced parametric duality for multiple objective linear programs. He showed that geometric duality, introduced in 2008 by Heyde and Löhne, is a consequence of para…