Optimality Conditions for Multi-Objective Linear Fractional Programming Problem with Homogeneous Constraints

Abstract

This paper presents an algorithm for solving a multi-objective linear fractional functional program when some of its constraints are homogeneous. It constructs a transformation matrix which transforms the given problem into another multiobjective linear fractional functional program, but with fewer constraints. It also establishes a relationship between the transformed problem and the original problem, so that it can be confirmed that the solution of the original problem can be obtained from the transformed problem. Further, it illustrates the algorithm with the help of a numerical example.

Keywords: Multi-objective, Linear fractional, Homogeneous constraints, Transformation matrix