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Homotopy method for a general multiobjective programming problem. (English) Zbl 1211.90219

Summary: In this paper, we present a combined homotopy interior-point method for a general multiobjective programming problem. The algorithm generated by this method associated to Karush-Kuhn-Tucker points of the multiobjective programming problem is proved to be globally convergent under some basic assumptions.

MSC:

90C29 Multi-objective and goal programming
90C51 Interior-point methods
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