AN INTERACTIVE METHOD BASED ON EXACT PENALTY FUNCTION FOR MULTIOBJECTIVE PROGRAMMING
多目标规划的一类基于精确罚函数的交互式方法

The existence of exact penalty function for multiobjective programming is proved under the condition that the linearized cone of constraints is nonempty, and the lower boundedness of penalty factor is obtained by using the Kuhn-Tucker multipliers of quadratic programming subproblem of the primal problem at some points. On this basis, an interactive algorithm is proposed by using the idea of maximum entropy method. Numerical experiments indicate that the algorithm is stable, efficient and easily used.