quality indicator

The convergence rate of the Sandwiching algorithm for convex bounded multiobjective optimization

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

    Sandwiching algorithms, also known as Benson-type algorithms, approximate the nondominated set of convex bounded multiobjective optimization problems by constructing and iteratively improving polyhedral inner and outer approximations. Using a set-valued metric, an estimate of the approximation quality is determined as the distance between the inner and outer approximation. The convergence of the algorithm is evaluated … Read more

    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