Homotopy method for a class of multiobjective optimization problems with equilibrium constraints
Homotopy method for a class of multiobjective optimization problems with equilibrium constraints
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 …