Abstract: We solved the multiobjective convex smooth programming problem. At first we turned multi-objective convex smooth programming into convex smooth programming by means of aggregate funtion, then we turned convex smooth multi-constrains into convex smooth single constrain by virtue of aggregate function, at last we solved convex smooth programming via the aggregate homotopy method and got the weak effective solutions of multi-objective smooth programming. This method reduces the scale of the homotopy method, so it is easier to practice.

Key words: smooth optimization, multiobjective optimization, a ggregate function, convex programming