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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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