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The vector linear program solver Bensolve -- notes on theoretical background

Andreas Löhne, Benjamin Weißing

TL;DR

In contrast to the existing literature, this article considers a less restrictive class of vector linear programs, which includes the subclass of multiple objective linear programs (MOLP) and its dual variant.

Abstract

Bensolve is an open source implementation of Benson's algorithm and its dual variant. Both algorithms compute primal and dual solutions of vector linear programs (VLP), which include the subclass of multiple objective linear programs (MOLP). The recent version of Bensolve can treat arbitrary vector linear programs whose upper image does not contain lines. This article surveys the theoretical background of the implementation. In particular, the role of VLP duality for the implementation is pointed out. Some numerical examples are provided.

The vector linear program solver Bensolve -- notes on theoretical background

TL;DR

In contrast to the existing literature, this article considers a less restrictive class of vector linear programs, which includes the subclass of multiple objective linear programs (MOLP) and its dual variant.

Abstract

Bensolve is an open source implementation of Benson's algorithm and its dual variant. Both algorithms compute primal and dual solutions of vector linear programs (VLP), which include the subclass of multiple objective linear programs (MOLP). The recent version of Bensolve can treat arbitrary vector linear programs whose upper image does not contain lines. This article surveys the theoretical background of the implementation. In particular, the role of VLP duality for the implementation is pointed out. Some numerical examples are provided.

Paper Structure

This paper contains 5 sections, 4 theorems, 43 equations, 1 figure, 5 tables.

Key Result

Proposition 8

Suppose $\mathcal{P}$ contains a vertex. Then

Figures (1)

  • Figure 1: Approximation of the upper image of the problem instance (PL) from ShaEhr08 with $\varepsilon = 10^{-4}$

Theorems & Definitions (18)

  • Definition 1
  • Definition 2
  • Definition 3
  • Definition 4: Feasibility
  • Definition 5: Minimizer
  • Definition 6: Infimizer
  • Definition 7: Solution
  • Proposition 8
  • proof
  • Definition 9
  • ...and 8 more