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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 |
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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.