于波
11040

个人信息Personal Information

教授

博士生导师

硕士生导师

性别:男

毕业院校:吉林大学

学位:博士

所在单位:数学科学学院

学科:计算数学. 金融数学与保险精算

电子邮箱:yubo@dlut.edu.cn

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A constraint shifting homotopy method for convex multi-objective programming

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论文类型:期刊论文

发表时间:2011-10-01

发表刊物:7th International Conference on Scientific Computing and Applications

收录刊物:SCIE、EI、CPCI-S、Scopus

卷号:236

期号:5,SI

页面范围:640-646

ISSN号:0377-0427

关键字:Convex multi-objective programs; Minimal efficient solutions; Homotopy method; Global convergence

摘要:In this paper, a constraint shifting combined homotopy method for solving multi-objective programming problems with both equality and inequality constraints is presented. It does not need the starting point to be an interior point or a feasible point and hence is convenient to use. Under some assumptions, the existence and convergence of a smooth path to an efficient solution are proven. Simple numerical results are given. (C) 2011 Elsevier B.V. All rights reserved.