Homotopy Interior-Point Method for a General Multiobjective Programming Problem

X. Zhao, S. G. Zhang and Q. H. Liu

Journal of Applied Mathematics, 2012, vol. 2012, 1-12

Abstract:

We present a combined homotopy interior-point method for a general multiobjective programming 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 path from almost any 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:jnljam:497345

DOI: 10.1155/2012/497345

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