BENSOLVE
BENSOLVE is a solver for vector linear programs (VLP), in particular, for the subclass of multiple objective linear programs (MOLP). It is based on Benson’s algorithm and its extensions. BENSOLVE is a free software published under the terms of the GNU General Public License. It utilizes the GNU Linear Programming Kit (GLPK). BENSOLVE (from version 2) is written in C programming language. BENSOLVE provides the following features: arbitrary pointed solid polyhedral ordering cones; primal and dual algorithms; primal and dual solutions; support of unbounded problems; 3D graphics format output
Keywords for this software
References in zbMATH (referenced in 29 articles , 1 standard article )
Showing results 1 to 20 of 29.
Sorted by year (- Drapeau, Samuel; Hamel, Andreas H.; Kupper, Michael: Complete duality for quasiconvex and convex set-valued functions (2016)
- Eichfelder, Gabriele; Pilecka, Maria: Set approach for set optimization with variable ordering structures. I: Set relations and relationship to vector approach (2016)
- Greco, Salvatore (ed.); Ehrgott, Matthias (ed.); Figueira, José Rui (ed.): Multiple criteria decision analysis. State of the art surveys. In 2 volumes (2016)
- Löhne, Andreas; Weißing, Benjamin: Equivalence between polyhedral projection, multiple objective linear programming and vector linear programming (2016)
- Ararat, Çağın; Rudloff, Birgit: A characterization theorem for Aumann integrals (2015)
- Bruni, Renato; Cesarone, Francesco; Scozzari, Andrea; Tardella, Fabio: A linear risk-return model for enhanced indexation in portfolio optimization (2015)
- Crespi, Giovanni P.; Hamel, Andreas H.; Schrage, Carola: A Minty variational principle for set optimization (2015)
- Crespi, Giovanni P.; Rocca, Matteo; Schrage, Carola: Variational inequalities characterizing weak minimality in set optimization (2015)
- Crespi, Giovanni P.; Schrage, Carola: Set optimization meets variational inequalities (2015)
- Feinstein, Zachary; Rudloff, Birgit: Multi-portfolio time consistency for set-valued convex and coherent risk measures (2015)
- Feinstein, Zachary; Rudloff, Birgit: A comparison of techniques for dynamic multivariate risk measures (2015)
- Hernández, Elvira: A survey of set optimization problems with set solutions (2015)
- Roux, Alet; Zastawniak, Tomasz: Linear vector optimization and European option pricing under proportional transaction costs (2015)
- Schrage, Carola: Scalar representation and conjugation of set-valued functions (2015)
- Ehrgott, Matthias; Ide, Jonas; Schöbel, Anita: Minmax robustness for multi-objective optimization problems (2014)
- Hamel, Andreas H.; Löhne, Andreas: Lagrange duality in set optimization (2014)
- Hamel, Andreas H.; Löhne, Andreas; Rudloff, Birgit: Benson type algorithms for linear vector optimization and applications (2014)
- Löhne, Andreas; Rudloff, Birgit: An algorithm for calculating the set of superhedging portfolios in markets with transaction costs (2014)
- Löhne, Andreas; Rudloff, Birgit; Ulus, Firdevs: Primal and dual approximation algorithms for convex vector optimization problems (2014)
- Hamel, Andreas H.; Rudloff, Birgit; Yankova, Mihaela: Set-valued average value at risk and its computation (2013)