The Aggregate Homotopy Method for Multi-objective Max-min Problems

Abstract

Multi-objective programming problem was transformed into a class of simple unsmooth single-objective programming problem by Max-min ways. After smoothing with aggregate function, a new homotopy mapping was constructed. The minimal weak efficient solution of the multi-objective optimization problem was obtained by path tracking. Numerical simulation confirmed the viability of this method. Index Terms—multi-objective optimization, homotopy method, aggregate function