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A derivative-free descent method in set optimization

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  • Johannes Jahn

Abstract

Based on a vectorization result in set optimization with respect to the set less order relation, this paper shows how to relate two nonempty sets on a computer. This result is developed for generalized convex sets and polyhedral sets in finite dimensional spaces. Using this approach a numerical method for the determination of optimal scenarios is presented. A new derivative-free descent method for the solution of set optimization problems is given together with numerical results in low dimensions. Copyright Springer Science+Business Media New York 2015

Suggested Citation

  • Johannes Jahn, 2015. "A derivative-free descent method in set optimization," Computational Optimization and Applications, Springer, vol. 60(2), pages 393-411, March.
    • Handle: RePEc:spr:coopap:v:60:y:2015:i:2:p:393-411
    DOI: 10.1007/s10589-014-9674-8
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    Cited by:

    1. Gabriele Eichfelder & Julia Niebling & Stefan Rocktäschel, 2020. "An algorithmic approach to multiobjective optimization with decision uncertainty," Journal of Global Optimization, Springer, vol. 77(1), pages 3-25, May.
    2. Gemayqzel Bouza & Ernest Quintana & Christiane Tammer, 2021. "A Steepest Descent Method for Set Optimization Problems with Set-Valued Mappings of Finite Cardinality," Journal of Optimization Theory and Applications, Springer, vol. 190(3), pages 711-743, September.
    3. Gabriele Eichfelder & Corinna Krüger & Anita Schöbel, 2017. "Decision uncertainty in multiobjective optimization," Journal of Global Optimization, Springer, vol. 69(2), pages 485-510, October.
    4. Gabriele Eichfelder & Maria Pilecka, 2016. "Set Approach for Set Optimization with Variable Ordering Structures Part II: Scalarization Approaches," Journal of Optimization Theory and Applications, Springer, vol. 171(3), pages 947-963, December.
    5. Y. D. Xu & S. J. Li, 2016. "On the solution continuity of parametric set optimization problems," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 84(1), pages 223-237, August.

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