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一类多目标优化问题的凝聚同伦算法

Aggregate homotopy method for aclass of multiobjective programming problem
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摘要 利用凝聚同伦算法求解一类带有等式约束和不等式约束的多目标优化问题.首先用凝聚函数对等价转化后的不等式约束条件进行光滑逼近,然后给出相应的组合同伦方程,在广义弱拟法锥条件下,证明其解几乎处处收敛于该类多目标优化问题的KKT点. The aggregate homotopy method was used to solve aclass of multiobjective programming problem with both equality and inequality constraints.The inequality contraints were deformed and smoothly approximated by aggregate functions.A general weak quasi-normal cone condition was defined in the feasible region and the corresponding homotopy equation was given.For almost all points in the feasible region,it converged to the KKT point of the multi-objective programming problem.
出处 《东北师大学报(自然科学版)》 CAS CSCD 北大核心 2016年第3期41-47,共7页 Journal of Northeast Normal University(Natural Science Edition)
基金 国家自然科学基金资助项目(51278065) 吉林省自然科学基金资助项目(20130101061JC)
关键词 多目标优化 凝聚函数 同伦内点方法 multiobjective optimization aggregate function homotopy method
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