A Benson-type algorithm for bounded convex vector optimization problems with vertex selection

We present an algorithm for approximately solving bounded convex vector optimization problems. The provides both outer and inner polyhedral approximation of the upper image. It is a modification primal presented by Löhne, Rudloff, Ulus in 2014. There, vertices already known are successively cutoff to improve error. propose new efficient selection rule deciding which vertex cutoff. Numerical examples provided illustrate that this method may solve fewer scalar problems overall therefore be faster while achieving same quality.