An iterative vertex enumeration method for objective space based vector optimization algorithms

An application area of vertex enumeration problem (VEP) is the usage within objective space based linear/convex vector optimization algorithms whose aim to generate (an approximation of) Pareto frontier. In such algorithms, VEP, which defined in space, solved each iteration and it has a special structure. Namely, recession cone polyhedron be generated ordering cone. We consider give detailed description procedure, iterates by calling modified “double (DD) method” that works for unbounded polyhedrons. employ this procedure as function an existing algorithm (Algorithm 1); test performance randomly linear multiobjective problems. compare efficiency with another DD method well current subroutine Algorithm 1. observe excels others especially dimension (the number objectives corresponding problem) increases.