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

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

Format: Article
Diterbitkan: Wiley 2012-01-01

Deskripsi

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.