A Weaker Constraint Qualification of Globally Convergent Homotopy Method for a Multiobjective Programming Problem

• 作者: Guangming Yao Wen Song
• 来源期刊: 应用数学(英文)
• 学科: 数学
• 关键词: MULTIOBJECTIVE PROGRAMMING PROBLEM HOMOTOPY Method KKT CONDITION Efficient Solution MFCQ
• 年，卷（期）: 2013,（2）
• 页码范围: 343-347
• 页数: 5页
• 分类号: O22

摘要

In this paper, we prove that the combined homotopy interior point method for a multiobjective programming problem introduced in Ref. [1] remains valid under a weaker constrained qualification—the Mangasarian-Fromovitz constrained qualification, instead of linear independence constraint qualification. The algorithm generated by this method associated to the Karush-Kuhn-Tucker points of the multiobjective programming problem is proved to be globally convergent.