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A solution method for arbitrary polyhedral convex set optimization problems (2310.06602v4)
Published 10 Oct 2023 in math.OC
Abstract: We provide a solution method for the polyhedral convex set optimization problem, that is, the problem to minimize a set-valued mapping with polyhedral convex graph with respect to a set ordering relation which is generated by a polyhedral convex cone . The method is proven to be correct and finite without any further assumption to the problem.
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