A modified constraint shifting homotopy method for solving general nonlinear multiobjective programming


Authors

Zhichuan Zhu - School of Statistics, Jilin University of Finance and Economics, Changchun, Jilin 130117, China. - School of Mathematics and Statistics, Northeast Normal University, Changchun, Jilin 130024, China. Yonghong Yao - School of Mathematics and Statistics, Northeast Normal University, Changchun, Jilin 130024, China.


Abstract

In this paper, for solving the general nonconvex multiobjective programming with both inequality and equality constraints, a modified constraint shifting homotopy is constructed, and the existence and global convergence of the smooth homotopy pathway is proven for any initial point in the almost Euclidean space under some mild conditions. The advantage of the newly proposed method requires that the initial point can be chosen much more conveniently, which needs to be only in the shifted feasible set not necessarily in the original feasible set. Meanwhile, the normal cone condition for proving the global convergence, which is much weaker than the existing interior method, need only be satisfied at the boundary of the shifted feasible set but not the original constraint set.


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ISRP Style

Zhichuan Zhu, Yonghong Yao, A modified constraint shifting homotopy method for solving general nonlinear multiobjective programming, Journal of Nonlinear Sciences and Applications, 10 (2017), no. 9, 4687--4694

AMA Style

Zhu Zhichuan, Yao Yonghong, A modified constraint shifting homotopy method for solving general nonlinear multiobjective programming. J. Nonlinear Sci. Appl. (2017); 10(9):4687--4694

Chicago/Turabian Style

Zhu, Zhichuan, Yao, Yonghong. "A modified constraint shifting homotopy method for solving general nonlinear multiobjective programming." Journal of Nonlinear Sciences and Applications, 10, no. 9 (2017): 4687--4694


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