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Multi objective programming problems have been widely applied to various engineering areas which include optimal design of an automotive engine, economics, and military strategies. In this paper, we propose a noninterior path following algorithm to solve a class of multi objective programming problems. Under suitable conditions, a smooth path will be proven to exist. This can give a constructive proof of the existence of solutions and lead to an implementable globally convergent algorithm. Several numerical examples are given to illustrate the results of this paper. [ABSTRACT FROM AUTHOR]