Convergence of hausdorff approximation methods for the Edgeworth–Pareto hull of a compact set
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 55 (2015) no. 11, pp. 1803-1811 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

The Hausdorff methods comprise an important class of polyhedral approximation methods for convex compact bodies, since they have an optimal convergence rate and possess other useful properties. The concept of Hausdorff methods is extended to a problem arising in multicriteria optimization, namely, to the polyhedral approximation of the Edgeworth–Pareto hull (EPH) of a convex compact set. It is shown that the sequences of polyhedral sets generated by Hausdorff methods converge to the EPH to be approximated. It is shown that the Estimate Refinement method, which is most frequently used to approximate the EPH of convex compact sets, is a Hausdorff method and, hence, generates sequences of sets converging to the EPH.
@article{ZVMMF_2015_55_11_a0,
     author = {R. V. Efremov},
     title = {Convergence of hausdorff approximation methods for the {Edgeworth{\textendash}Pareto} hull of a compact set},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {1803--1811},
     year = {2015},
     volume = {55},
     number = {11},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_2015_55_11_a0/}
}
TY  - JOUR
AU  - R. V. Efremov
TI  - Convergence of hausdorff approximation methods for the Edgeworth–Pareto hull of a compact set
JO  - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
PY  - 2015
SP  - 1803
EP  - 1811
VL  - 55
IS  - 11
UR  - http://geodesic.mathdoc.fr/item/ZVMMF_2015_55_11_a0/
LA  - ru
ID  - ZVMMF_2015_55_11_a0
ER  - 
%0 Journal Article
%A R. V. Efremov
%T Convergence of hausdorff approximation methods for the Edgeworth–Pareto hull of a compact set
%J Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
%D 2015
%P 1803-1811
%V 55
%N 11
%U http://geodesic.mathdoc.fr/item/ZVMMF_2015_55_11_a0/
%G ru
%F ZVMMF_2015_55_11_a0
R. V. Efremov. Convergence of hausdorff approximation methods for the Edgeworth–Pareto hull of a compact set. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 55 (2015) no. 11, pp. 1803-1811. http://geodesic.mathdoc.fr/item/ZVMMF_2015_55_11_a0/

[1] Podinovskii V. V., Nogin V. D., Pareto-optimalnye resheniya mnogokriterialnykh zadach, Fizmatlit, M., 2007

[2] Lotov A. V., Bushenkov V. A., Kamenev G. K., Chernykh O. L., Kompyuter i poisk kompromissa. Metod dostizhimykh tselei, Nauka, M., 1997

[3] Lotov A. V., Bushenkov V. A., Kamenev G. K., Interactive decision maps. Approximation and visualization of Pareto frontier, Kluwer Academic Publishers, Boston, 2004 | MR | Zbl

[4] Sawaragi Y., Nakayama H., Tanino T., Theory of multiobjective optimization, Orlando Academic Press, 1985 | MR | Zbl

[5] Bushenkov V. A., Lotov A. V., Metody postroeniya i ispolzovaniya obobschennykh mnozhestv dostizhimosti, VTs AN SSSR, M., 1982

[6] Chernykh O. L., “Postroenie vypukloi obolochki konechnogo mnozhestva tochek pri priblizhennykh vychisleniyakh”, Zh. vychisl. matem. i matem. fiz., 28:9 (1988), 1386–1396 | MR | Zbl

[7] Kamenev G. K., “Ob odnom klasse adaptivnykh algoritmov approksimatsii vypuklykh tel mnogogrannikami”, Zh. vychisl. matem. i matem. fiz., 32:1 (1992), 136–152 | MR

[8] Kamenev G. K., “Issledovanie odnogo algoritma approksimatsii vypuklykh tel”, Zh. vychisl. matem. i matem. fiz., 34:4 (1994), 608–616 | MR | Zbl

[9] Efremov R. V., Kamenev G. K., “Apriornaya otsenka asimptoticheskoi effektivnosti odnogo klassa algoritmov poliedralnoi approksimatsii vypuklykh tel”, Zh. vychisl. matem. i matem. fiz., 42:1 (2002), 23–32 | MR

[10] Chernykh O. L., “Approksimatsiya pareto-obolochki vypuklogo mnozhestva mnogogrannymi mnozhestvami”, Zh. vychisl. matem. i matem. fiz., 35:8 (1995), 1285–1294 | MR | Zbl

[11] Rokafellar R., Vypuklyi analiz, Mir, M., 1973

[12] Leikhtveis K., Vypuklye mnozhestva, Nauka, M., 1985 | MR

[13] Deza E. I., Deza M.-M., Entsiklopedicheskii slovar rasstoyanii, Nauka, M., 2008

[14] Kolmogorov A. N., Fomin S. V., Elementy teorii funktsii i funktsionalnogo analiza, Nauka, M., 1976 | MR

[15] Karmanov V. G., Matematicheskoe programmirovanie, Nauka, M., 1975 | MR