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

References in zbMATH (referenced in 40 articles , 1 standard article )

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  1. Dinh, N.; Goberna, M.A.; López, Marco Antonio; Mo, Tran Hong: Farkas-type results for vector-valued functions with applications (2017)
  2. Eichfelder, Gabriele; Krüger, Corinna; Schöbel, Anita: Decision uncertainty in multiobjective optimization (2017)
  3. Feinstein, Zachary; Rudloff, Birgit: A recursive algorithm for multivariate risk measures and a set-valued Bellman’s principle (2017)
  4. Hamel, Andreas H.; Wang, Sophie Qingzhen: A set optimization approach to utility maximization under transaction costs (2017)
  5. Lalitha, C. S.; Dhingra, Mansi: Approximate Lagrangian duality and saddle point optimality in set optimization (2017)
  6. Löhne, Andreas; Wagner, Andrea: Solving DC programs with a polyhedral component utilizing a multiple objective linear programming solver (2017)
  7. Nobakhtian, Soghra; Shafiei, Narjes: A Benson type algorithm for nonconvex multiobjective programming problems (2017)
  8. Rudloff, Birgit; Ulus, Firdevs; Vanderbei, Robert: A parametric simplex algorithm for linear vector optimization problems (2017)
  9. Borndörfer, Ralf; Schenker, Sebastian; Skutella, Martin; Strunk, Timo: PolySCIP (2016)
  10. Drapeau, Samuel; Hamel, Andreas H.; Kupper, Michael: Complete duality for quasiconvex and convex set-valued functions (2016)
  11. Eichfelder, Gabriele; Pilecka, Maria: Set approach for set optimization with variable ordering structures. I: Set relations and relationship to vector approach (2016)
  12. Greco, Salvatore (ed.); Ehrgott, Matthias (ed.); Figueira, José Rui (ed.): Multiple criteria decision analysis. State of the art surveys. In 2 volumes (2016)
  13. Löhne, Andreas; Weißing, Benjamin: Equivalence between polyhedral projection, multiple objective linear programming and vector linear programming (2016)
  14. Molchanov, Ilya; Cascos, Ignacio: Multivariate risk measures: a constructive approach based on selections (2016)
  15. Ararat, Çağın; Rudloff, Birgit: A characterization theorem for Aumann integrals (2015)
  16. Bruni, Renato; Cesarone, Francesco; Scozzari, Andrea; Tardella, Fabio: A linear risk-return model for enhanced indexation in portfolio optimization (2015)
  17. Crespi, Giovanni P.; Hamel, Andreas H.; Schrage, Carola: A Minty variational principle for set optimization (2015)
  18. Crespi, Giovanni P.; Rocca, Matteo; Schrage, Carola: Variational inequalities characterizing weak minimality in set optimization (2015)
  19. Crespi, Giovanni P.; Schrage, Carola: Set optimization meets variational inequalities (2015)
  20. Feinstein, Zachary; Rudloff, Birgit: Multi-portfolio time consistency for set-valued convex and coherent risk measures (2015)

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