A global optimization approach for generating efficient points for multiobjective concave fractional programs

In this article, we present a global optimization approach for generating efficient points for multiobjective concave fractional programming problems. The main work of the approach involves solving an instance of a concave multiplicative fractional program (&Wuml;). Problem (&Wuml;) is a global optimization problem for which no known algorithms are available. Therefore, to render the approach practical, we develop and validate a branch and bound algorithm for globally solving problem (&Wuml;). To illustrate the performance of the global optimization approach, we use it to generate efficient points for a sample multiobjective concave fractional program.