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, issue 1
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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https://doi.org/10.1155/2012/497345
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Persistent link: https://EconPapers.repec.org/RePEc:wly:jnljam:v:2012:y:2012:i:1:n:497345
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