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

Song, W.; Yao, G. M.

J. Optim. Theory Appl. 138, No. 1, 139-153 (2008).

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

Keywords:

multiobjective programming problems; homotopy methods; KKT conditions; efficient solutions

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