Wednesday, 15:45 - 16:10 h, Room: H 1029

 

Andreas Löhne
BENSOLVE - A solver for multi-objective linear programs

 

Abstract:
BENSOLVE is a MOLP solver based on Benson's outer approximation algorithm and its dual variant. The algorithms are explained and the usage of the solver is demonstrated by different applications, among them applications from Mathematical Finance concerning markets with transaction costs.

 

Talk 2 of the invited session Wed.3.H 1029
"Applications of vector and set optimization" [...]
Cluster 15
"Multi-objective optimization" [...]

 

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