2015 International Symposium of Computer Application and Information Technology (IsCait 2015)

315 / 1971-01-01 00:00:00

Aggregate Homotopy Method For A General Multi-objective Programming Problem Under Generalized Weak Normal Cone Condition

multi-objective programming,aggregate function,homotopy method

To handle multi-objective programming problems with both equality and inequality constraints, we propose a new aggregate homotopy interior-point algorithm in which the continuous inequality constraints are approximated by smooth aggregate functions. Under a more generalized weak normal cone condition, we prove that for almost any point in the feasible region, there exists a homotopy path that converges to the Karush-Kuhn-Tucker point of the multi-objective programming problem. Numerical examples show that this method is effective and easy to implement