Homotopy Interior-Point Method for a General Multiobjective Programming Problem
Keyword(s):
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.
2008 ◽
Vol 48
(10)
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pp. 1746-1767
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2010 ◽
Vol 87
(10)
◽
pp. 2173-2187
2014 ◽
Vol 276
◽
pp. 589-611
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Keyword(s):