A constraint shifting homotopy method for convex multi-objective programming

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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.

Keywords

Convex multi-objective programs
Minimal efficient solutions
Homotopy method
Global convergence

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This research was supported by the National Natural Science Foundation of China (10671029), the Research Fund for the Doctoral Programme of Higher Education (20060141029) and the Fundamental Research Funds for the Central Universities.