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
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.
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页码:81 / 92
页数:12
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