Algorithms

Abstract

This chapter is devoted to algorithms to compute finitely generated solutions to (P) and (D). There are several methods in the literature that evaluate the set of all efficient vertices (and efficient extreme directions) of the feasible set. For large problems, this can be rather expensive. It is sufficient and often less expensive to compute finitely generated solutions. This means that a subset of the efficient vertices (and efficient extreme directions) is sufficient but the requirement is to get a full description of the upper and lower images, respectively. With the terminology of Chapter 2 this is just the attainment of the infimum or supremum.