[图书][B] Variational methods in partially ordered spaces
A Göpfert, H Riahi, C Tammer, C Zalinescu - 2003 - Springer
CMS/CAIMS Books in Mathematics is a collection of monographs and graduatelevel
textbooks published in cooperation jointly with the Canadian Mathematical Society-Societé …
textbooks published in cooperation jointly with the Canadian Mathematical Society-Societé …
[图书][B] Scalarization and separation by translation invariant functions
C Tammer, P Weidner - 2020 - Springer
Our scientific collaboration began about 35 years ago, when both of us had just finished our
Ph. D. Theses. The first article which we submitted together dealt with a certain type of …
Ph. D. Theses. The first article which we submitted together dealt with a certain type of …
Scalarization in set optimization with solid and nonsolid ordering cones
C Gutiérrez, B Jiménez, E Miglierina… - Journal of Global …, 2015 - Springer
This paper focuses on characterizations via scalarization of several kinds of minimal
solutions of set-valued optimization problems, where the objective values are compared …
solutions of set-valued optimization problems, where the objective values are compared …
Beyond cash-additive risk measures: when changing the numéraire fails
We discuss risk measures representing the minimum amount of capital a financial institution
needs to raise and invest in a pre-specified eligible asset to ensure it is adequately …
needs to raise and invest in a pre-specified eligible asset to ensure it is adequately …
Lipschitz properties of the scalarization function and applications
C Tammer, C Zălinescu - Optimization, 2010 - Taylor & Francis
The scalarization functions were used in vector optimization for a long period. Similar
functions were introduced and used in economics under the name of shortage function or in …
functions were introduced and used in economics under the name of shortage function or in …
Multivariate risks and depth-trimmed regions
I Cascos, I Molchanov - Finance and stochastics, 2007 - Springer
We describe a general framework for measuring risks, where the risk measure takes values
in an abstract cone. It is shown that this approach naturally includes the classical risk …
in an abstract cone. It is shown that this approach naturally includes the classical risk …
A Benson-type algorithm for bounded convex vector optimization problems with vertex selection
D Dörfler, A Löhne, C Schneider… - … Methods and Software, 2022 - Taylor & Francis
We present an algorithm for approximately solving bounded convex vector optimization
problems. The algorithm provides both an outer and an inner polyhedral approximation of …
problems. The algorithm provides both an outer and an inner polyhedral approximation of …
Set order relations, set optimization, and Ekeland's variational principle
This chapter provides a brief survey on different kinds of set order relations which are used
to compare the objective values of set-valued maps and play a key role to study set …
to compare the objective values of set-valued maps and play a key role to study set …
Variable ordering structures in vector optimization
G Eichfelder - Recent Developments in Vector Optimization, 2011 - Springer
In vector optimization one assumes in general that a partial ordering is given by some
nontrivial convex cone K in the considered space Y. But already in 1974 in one of the first …
nontrivial convex cone K in the considered space Y. But already in 1974 in one of the first …
Vector variational principles for set-valued functions
C Tammer, C Zălinescu - Recent Developments in Vector Optimization, 2011 - Springer
Deriving existence results and necessary conditions for approximate solutions of nonlinear
optimization problems under week assumptions is an interesting and modern field in …
optimization problems under week assumptions is an interesting and modern field in …