同伦内点法求一类多目标优化问题的最小弱有效解  

Homotopy Interior-point Method of Solving Minimal Weak Efficient Solution for a Multi-objective Programming Problem

作　　者：贺莉[1] 金鉴禄[1] 谭佳伟[1] 刘庆怀[1] 

机构地区：[1]长春工业大学基础科学学院,吉林长春130012

出　　处：《哈尔滨理工大学学报》2010年第6期62-65,共4页Journal of Harbin University of Science and Technology

基　　金：国家自然科学基金资助项目(10771020);吉林省自然科学基金资助项目(20101599)

摘　　要：本文针对客观实际中不同决策者在已有条件下自我需求实现问题,根据"自报公议"原则,将多目标优化问题转化成含有权系数变量的一个新单目标优化问题.利用组合同伦内点法来求解单目标问题,通过路径跟踪得到多目标优化问题的最小弱有效解,从而实现"公议",达到相对最佳目的,并证明了该方法是整体收敛的.In order to fulfill the different needs of different decision-makers,the multi-objective optimization problem has been translated into a new single-object optimization problem with weight factors according to the ＂self-assessment and public discussion＂ principle.Combined homotopy interior-point method is used to solve the single-object optimization problem.The minimal weak efficient solution of the multi-objective optimization problem has been obtained by path tracking.The convergence of this method has also been investigated.

关 键 词：多目标规划 同伦内点法 最小弱有效解 

分 类 号：O221[理学—运筹学与控制论]