GENERATION OF K-CONVEX TEST PROBLEMS IN VARIABLE ORDERING SETTINGS

Resumen

Vector optimization problem with variable ordering structure is an extension of classical VOP with
applications in Medicine and Economy. An approach that has been extended to this class is the
projected gradient method. Although its theoretical convergence has been obtained, numerical ex-
perience is needed. In this work we propose two methods for generating test problems for this
algorithm. Our proposals are based on Bishop-Phelps and simplicial cones respectively. In both
cases we ensure that the hypothesis for the convergence of the projected gradient are satised.
KEYWORDS: K-convexity variable ordering structure vector optimization
MSC: 90C29, 90C52, 65K05