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

Affiliation(s)

Department of Mathematics, Clarkson University, Potsdam, USA.

Department of Mathematics, Harbin Normal University, Harbin, China.

Department of Mathematics, Clarkson University, Potsdam, USA.

Department of Mathematics, Harbin Normal University, Harbin, China.

Abstract

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.

Keywords

Multiobjective Programming Problem; Homotopy Method; KKT Condition; Efficient Solution; MFCQ

Multiobjective Programming Problem; Homotopy Method; KKT Condition; Efficient Solution; MFCQ

Cite this paper

G. Yao and W. Song, "A Weaker Constraint Qualification of Globally Convergent Homotopy Method for a Multiobjective Programming Problem,"*Applied Mathematics*, Vol. 4 No. 2, 2013, pp. 343-347. doi: 10.4236/am.2013.42052.

G. Yao and W. Song, "A Weaker Constraint Qualification of Globally Convergent Homotopy Method for a Multiobjective Programming Problem,"

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