HOMOTOPY METHOD FOR A CLASS OF MULTIOBJECTIVE OPTIMIZATION PROBLEMS WITH EQUILIBRIUM CONSTRAINTS

被引：0

作者：

Zhang, Chunyang ^{[1
,2
]}

Zhang, Shugong ^{[1
]}

Liu, Qinghuai ^{[2
]}

机构：

[1] Jilin Univ, Dept Math, Changchun 130012, Peoples R China

[2] Changchun Univ Technol, Inst Appl Math, Changchun 130012, Peoples R China

来源：

JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION | 2017年 / 13卷 / 01期

关键词：

Homotopy method; Normal cone condition; Multiobjective optimization; Equilibrium constraints; MATHEMATICAL PROGRAMS; COMPLEMENTARITY CONSTRAINTS; VARIATIONAL INEQUALITY; STATIONARY-POINTS; ALGORITHM; SETS;

D O I：

10.3934/jimo.2016005

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

In this paper, we present a combined homotopy interior point method for solving multiobjective programs with equilibrium constraints. Under suitable conditions, we prove the existence and convergence of a smooth homotopy path from almost any interior point to a solution of the K-K-T system. Numerical results are presented to show the effectiveness of this algorithm.

引用

页码：81 / 92

页数：12

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