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A Weaker Constraint Qualification of Globally Convergent Homotopy Method for a Multiobjective Programming Problem
Department of Mathematics, Clarkson University, Potsdam, USA
Department of Mathematics, Harbin Normal University, Harbin, China
- 1 Department of Mathematics, Clarkson University, Potsdam, USA
- 2 Department of Mathematics, Harbin Normal University, Harbin, China
Applied Mathematics·Volume 04 (2013)·Pages 343–347·Published 22 February 2013·DOI10.4236/am.2013.42052
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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.
KeywordsMultiobjective Programming ProblemHomotopy MethodKKT ConditionEfficient SolutionMFCQ
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