Homotopy Method for a General Multiobjective Programming Problem under Generalized Quasinormal Cone Condition

[摘要] A combined interior point homotopy continuation method is proposed for solving general multiobjective programming problem. We prove the existence and convergence of a smooth homotopy path from almost any interior initial interior point to a solution of the KKT system under some basic assumptions.

[发布日期] 2012-09-04