A Weaker Constraint Qualification of Globally Convergent Homotopy Method for a Multiobjective Programming Problem

Abstract

In this paper, we prove that the combined homotopy interior point method for a multiobjective programming problem introduced in Ref.[1] remains valid under a weaker constrained qualification-the Mangasarian-Fromovitz constrained qualification, instead of linear independence constraint qualification. The algorithm generated by this method associated to the Karush-Kuhn-Tucker points of the multiobjective programming problem is proved to be globally convergent.