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Homotopy Interior-Point Method for a General Multiobjective Programming Problem
oleh: X. Zhao, S. G. Zhang, Q. H. Liu
Format: | Article |
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Diterbitkan: | Wiley 2012-01-01 |
Deskripsi
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.