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
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.