Philipp Süss

Efficient Computation of the Approximation Quality in Sandwiching Algorithms

  • Ina Lammel
  • Karl-Heinz Küfer
  • Philipp Süss
    • Categories Convex Optimization, Multi-Criteria Optimization Tags , , ,

    Computing the approximation quality is a crucial step in every iteration of Sandwiching algorithms (also called Benson-type algorithms) used for the approximation of convex Pareto fronts, sets or functions. Two quality indicators often used in these algorithms are polyhedral gauge and epsilon indicator. In this article, we develop an algorithm to compute the polyhedral gauge … Read more

    An approximation algorithm for multi-objective mixed-integer convex optimization

  • Ina Lammel
  • Karl-Heinz Küfer
  • Philipp Süss
    • Categories (Mixed) Integer Nonlinear Programming, Multi-Criteria Optimization Tags , ,

    In this article we introduce an algorithm that approximates Pareto fronts of multiobjective mixed-integer convex optimization problems. The algorithm constructs an inner and outer approximation of the front exploiting the convexity of the patches and is applicable to problems with an arbitrary number of criteria. In the algorithm, the problem is decomposed into patches, which … Read more