Copyright © 2012 X. Zhao et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Abstract
A combined interior point homotopy continuation method is proposed for solving general multiobjective programming problem. We prove the existence and convergence of a smooth homotopy path from almost any interior initial interior point to a solution of the KKT system under some basic assumptions.