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2012 Homotopy Interior-Point Method for a General Multiobjective Programming Problem
X. Zhao, S. G. Zhang, Q. H. Liu
J. Appl. Math. 2012: 1-12 (2012). DOI: 10.1155/2012/497345

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.

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X. Zhao. S. G. Zhang. Q. H. Liu. "Homotopy Interior-Point Method for a General Multiobjective Programming Problem." J. Appl. Math. 2012 1 - 12, 2012. https://doi.org/10.1155/2012/497345

Information

Published: 2012
First available in Project Euclid: 14 December 2012

zbMATH: 1244.90215
MathSciNet: MR2915724
Digital Object Identifier: 10.1155/2012/497345

Rights: Copyright © 2012 Hindawi

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