Abstract:

The aggregate homotopy interiorpoint method was used to solve the convex multiobjective programming problem with mixed equality and inequality constraints. The objective functions and contraints were smoothed with aggregate functions. A path tracing algorithm was adopted to find its weakeffective solutions, which was proved by homotopy method. Numerical examples demonstrated the effectivness and feasibility of this method.

Key words: multiobjective programming, aggregate function, homotopy method