Hausdorff Methods for Approximating the Convex Edgeworth–Pareto Hull in Integer Problems with Monotone Objectives

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Authors:

Pospelov A.I.

Journal:

Computational Mathematics and Mathematical Physics

Abstract:

Adaptive methods for the polyhedral approximation of the convex Edgeworth–Pareto hull in multiobjective monotone integer optimization problems are proposed and studied. For these methods, theoretical convergence rate estimates with respect to the number of vertices are obtained. The estimates coincide in order with those for filling and augmentation H-methods intended for the approximation of nonsmooth convex compact bodies.

Keywords: Approximation, Optimization, Multi-Objective Optimization