142 citations · 658 across the 32 of their papers we have counts for
3 papers · 1 filter
Primal and Dual Approximation Algorithms for Convex Vector Optimization Problems
Andreas Löhne, Birgit Rudloff, Firdevs Ulus
Two approximation algorithms for solving convex vector optimization problems (CVOPs) are provided. Both algorithms solve the CVOP and its geometric dual problem simultaneously. The…
A comparison of techniques for dynamic multivariate risk measures
Zachary Feinstein, Birgit Rudloff
This paper contains an overview of results for dynamic multivariate risk measures. We provide the main results of four different approaches. We will prove under which assumptions r…
Benson type algorithms for linear vector optimization and applications
Andreas H. Hamel, Andreas Löhne, Birgit Rudloff
New versions and extensions of Benson's outer approximation algorithm for solving linear vector optimization problems are presented. Primal and dual variants are provided in which…