TITLE:
A Weaker Constraint Qualification of Globally Convergent Homotopy Method for a Multiobjective Programming Problem
AUTHORS:
Guangming Yao, Wen Song
KEYWORDS:
Multiobjective Programming Problem; Homotopy Method; KKT Condition; Efficient Solution; MFCQ
JOURNAL NAME:
Applied Mathematics,
Vol.4 No.2,
February
27,
2013
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.