Convergence of exponential penalty function method for multiobjective fractional programming problems

Abstract

In this paper, we extend the application of exponential penalty function method for solving multiobjective programming problem introduced by Liu and Feng (2010) to solve multiobjective fractional programming problem and analyze the relationship between weak efficient solutions of penalized problems and multiobjective fractional programming problem. Furthermore, we examine the convergence of this method for multiobjective fractional programming problems.

Keywords

• Exponential penalty function method
• Multiobjective fractional programming problem
• Convergence