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

X. Zhao, S. G. Zhang, Y. T. Yang and Q. H. Liu

Abstract and Applied Analysis, 2012, vol. 2012, 1-12

Abstract:

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.

Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlaaa:591612

DOI: 10.1155/2012/591612

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