Homotopy interior-point method for a general multiobjective programming problem (Q442940)

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scientific article; zbMATH DE number 6063405
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    Homotopy interior-point method for a general multiobjective programming problem
    scientific article; zbMATH DE number 6063405

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      Homotopy interior-point method for a general multiobjective programming problem (English)
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      6 August 2012
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      Summary: We present a combined homotopy interior-point method for a general multiobjective programming problem. For solving the KKT points of the multiobjective programming problem, the homotopy equation is constructed. We prove the existence and convergence of a smooth homotopy path from almost any initial interior point to a solution of the KKT system under some basic assumptions.
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