Logarithmic penalty function method for invex multi-objective fractional programming problems

Abstract

In this paper, a new logarithmic penalty function method is used for solving nonlinear multi-objective fractional programming problems (MOFPP) involving invex objectives and constraints functions with respect to the same function η. This approach is implemented by modifying fractional objective function to $\alpha $-invex function, no parameterizations to multi-objective fractional programming problem are required. Furthermore, the constrained multi-objective FPP has been converted to a sequence of unconstrained optimization problems by adding a new logarithmic penalty function to each objective function.

Keywords

• multi-objective
• fractional programming
• logarithmic penalty function