摘要
考虑具有等式和不等式约束的非凸多目标优化问题(MOP).在某些基本假设条件下,构造了一个新的连续同伦映射,证明了由该映射可以得到一个有界光滑的同伦路径,且收敛到多目标优化问题的KKT系统的解.同时又保证了该算法的全局收敛性及数值结果的有效性.
In this paper, we considered noneonvex multiobjeetive optimization problem （MOP） with equality and inequality constraints. Under the suitable assumptions, we construct a new homotopy continuation mapping, and obtain a smooth bounded homotopy path which converges to a solution of KKT system of MOP. We also proved the global convergence of algorithm and give a numerical result.
出处
《哈尔滨师范大学自然科学学报》
CAS
2008年第5期1-4,共4页
Natural Science Journal of Harbin Normal University
基金
黑龙江省自然科学基金项目(No.A200607)
关键词
多目标优化
连续同伦方法
全局收敛
Muhiobjective problem
Homotopy continuation method
Global convergence
