The following pages link to BENSOLVE (Q24204):
Displaying 50 items.
- Multiple criteria decision analysis. State of the art surveys. In 2 volumes (Q257374) (← links)
- Complete duality for quasiconvex and convex set-valued functions (Q288327) (← links)
- Minmax robustness for multi-objective optimization problems (Q297049) (← links)
- Equivalence between polyhedral projection, multiple objective linear programming and vector linear programming (Q343821) (← links)
- Set-valued average value at risk and its computation (Q356482) (← links)
- Essential supremum with respect to a random partial order (Q393278) (← links)
- Essential supremum and essential maximum with respect to random preference relations (Q393279) (← links)
- Pointwise well-posedness in set optimization with cone proper sets (Q412628) (← links)
- A Minty variational principle for set optimization (Q465450) (← links)
- Primal and dual approximation algorithms for convex vector optimization problems (Q475807) (← links)
- Multi-portfolio time consistency for set-valued convex and coherent risk measures (Q486928) (← links)
- Variational inequalities characterizing weak minimality in set optimization (Q495729) (← links)
- Set approach for set optimization with variable ordering structures. I: Set relations and relationship to vector approach (Q504807) (← links)
- A parametric simplex algorithm for linear vector optimization problems (Q526835) (← links)
- Benson type algorithms for linear vector optimization and applications (Q743969) (← links)
- Applying set optimization to weak efficiency (Q828871) (← links)
- A set optimization approach to zero-sum matrix games with multi-dimensional payoffs (Q1631178) (← links)
- A graph-based algorithm for the multi-objective optimization of gene regulatory networks (Q1651738) (← links)
- Cone distribution functions and quantiles for multivariate random variables (Q1661335) (← links)
- Vector topical function, abstract convexity and image space analysis (Q1670127) (← links)
- Images and existence of constrained scalar and vector extrema (Q1670137) (← links)
- Images, fixed points and vector extremum problems (Q1670138) (← links)
- Solving DC programs with a polyhedral component utilizing a multiple objective linear programming solver (Q1679488) (← links)
- Decision uncertainty in multiobjective optimization (Q1679496) (← links)
- A set optimization approach to utility maximization under transaction costs (Q1693856) (← links)
- Reducing wall-clock time for the computation of all efficient extreme points in multiple objective linear programming (Q1737503) (← links)
- The vector linear program solver Bensolve -- notes on theoretical background (Q1753500) (← links)
- Guaranteeing highly robust weakly efficient solutions for uncertain multi-objective convex programs (Q1754722) (← links)
- A vector linear programming approach for certain global optimization problems (Q1756780) (← links)
- Tractability of convex vector optimization problems in the sense of polyhedral approximations (Q1756800) (← links)
- Continuity concepts for set-valued functions and a fundamental duality formula for set-valued optimization (Q1759940) (← links)
- Robust counterparts and robust efficient solutions in vector optimization under uncertainty (Q1785362) (← links)
- Locating a semi-obnoxious facility in the special case of Manhattan distances (Q2009180) (← links)
- On robustness for set-valued optimization problems (Q2022296) (← links)
- Computation of quantile sets for bivariate ordered data (Q2076122) (← links)
- Incomplete risk-preference information in portfolio decision analysis (Q2079418) (← links)
- Lagrange multipliers, duality, and sensitivity in set-valued convex programming via pointed processes (Q2116620) (← links)
- Convex projection and convex multi-objective optimization (Q2141728) (← links)
- Efficient allocation of resources to a portfolio of decision making units (Q2184153) (← links)
- Solving polyhedral d.c. optimization problems via concave minimization (Q2200081) (← links)
- Lagrange duality in set optimization (Q2247892) (← links)
- Editorial. Choosing sets: preface to the special issue on set optimization and applications (Q2304903) (← links)
- The polyhedral projection problem (Q2304906) (← links)
- Multi-criteria decision making via multivariate quantiles (Q2304907) (← links)
- A new concept of slope for set-valued maps and applications in set optimization studied with Kuroiwa's set approach (Q2304910) (← links)
- New Farkas-type results for vector-valued functions: a non-abstract approach (Q2315254) (← links)
- A characterization theorem for Aumann integrals (Q2346266) (← links)
- Farkas-type results for vector-valued functions with applications (Q2363561) (← links)
- A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle (Q2397431) (← links)
- A Benson type algorithm for nonconvex multiobjective programming problems (Q2408519) (← links)
