scholarly journals Homotopy Interior-Point Method for a General Multiobjective Programming Problem

2012 ◽  
Vol 2012 ◽  
pp. 1-12 ◽  
Author(s):  
X. Zhao ◽  
S. G. Zhang ◽  
Q. H. Liu

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.

2012 ◽  
Vol 2012 ◽  
pp. 1-12
Author(s):  
X. Zhao ◽  
S. G. Zhang ◽  
Y. T. Yang ◽  
Q. H. Liu

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.


2010 ◽  
Vol 87 (10) ◽  
pp. 2173-2187
Author(s):  
Predrag S. Stanimirović ◽  
Nebojša V. Stojković ◽  
Ivan M. Jovanović

2012 ◽  
Vol 459 ◽  
pp. 16-18
Author(s):  
Yun Feng Gao

Non-convex programming problem is a hot problem in research field of optimization problems, since the interior point method is applied for solving programming problem. In this paper, we use the homotopy interior point method for solving a class of optimization problems by the existing theoretical results under quasi-norm cone condition. Contrary to this partial reverse convex constrained domain, we give the structure method of the quasi-norm cone condition, construct the combined homotopy method under quasi-norm cone condition and show some numerical examples


2020 ◽  
Vol 177 (2) ◽  
pp. 141-156
Author(s):  
Behrouz Kheirfam

In this paper, we propose a Mizuno-Todd-Ye type predictor-corrector infeasible interior-point method for linear optimization based on a wide neighborhood of the central path. According to Ai-Zhang’s original idea, we use two directions of distinct and orthogonal corresponding to the negative and positive parts of the right side vector of the centering equation of the central path. In the predictor stage, the step size along the corresponded infeasible directions to the negative part is chosen. In the corrector stage by modifying the positive directions system a full-Newton step is removed. We show that, in addition to the predictor step, our method reduces the duality gap in the corrector step and this can be a prominent feature of our method. We prove that the iteration complexity of the new algorithm is 𝒪(n log ɛ−1), which coincides with the best known complexity result for infeasible interior-point methods, where ɛ > 0 is the required precision. Due to the positive direction new system, we improve the theoretical complexity bound for this kind of infeasible interior-point method [1] by a factor of n . Numerical results are also provided to demonstrate the performance of the proposed algorithm.


2014 ◽  
Vol 276 ◽  
pp. 589-611 ◽  
Author(s):  
İ. Temizer ◽  
M.M. Abdalla ◽  
Z. Gürdal

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