A modified objective function method for solving nonlinear multiobjective fractional programming problems

A new method is used for solving nonlinear multiobjective fractional programming problems having V -invex objective and constraint functions with respect to the same function η. In this approach, an equivalent vector programming problem is constructed by a modification of the objective fractional function in the original nonlinear multiobjective fractional problem. Furthermore, a modified Lagrange function is introduced for a constructed vector optimization problem. By the help of the modified Lagrange function, saddle point results are presented for the original nonlinear fractional programming problem with several ratios. Finally, a Mond–Weir type dual is associated, and weak, strong and converse duality results are established by using the introduced method with a modified function. To obtain these duality results between the original multiobjective fractional programming problem and its original Mond–Weir duals, a modified Mond–Weir vector dual problem with a modified objective function is constructed. © 2005 Elsevier Inc. All rights reserved.