Homotopy Interior-Point Method for a General Multiobjective Programming Problem

[摘要] We present a combined homotopy interior-point method for a general multiobjectiveprogramming problem. For solving the KKT points of the multiobjective programming problem,the homotopy equation is constructed. We prove the existence and convergence of a smooth homotopy pathfrom almost any initial interior point to a solution of the KKT system under some basic assumptions.

[学科分类] 应用数学