A constraint shifting homotopy method for convex multi-objective programming

  • Authors:
  • Yufeng Shang;Bo Yu

  • Affiliations:
  • School of Mathematical Sciences, Dalian University of Technology, Dalian 116024, China and Section of Mathematics, Aviation University of the Air Force, Changchun 130022, China;School of Mathematical Sciences, Dalian University of Technology, Dalian 116024, China

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2011

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Abstract

In this paper, a constraint shifting combined homotopy method for solving multi-objective programming problems with both equality and inequality constraints is presented. It does not need the starting point to be an interior point or a feasible point and hence is convenient to use. Under some assumptions, the existence and convergence of a smooth path to an efficient solution are proven. Simple numerical results are given.