A New Method to Solve Multi-Objective Linear Fractional Problems

Background: In the literature, there exists several approaches to address the multi-objective linear fractional programming problem (MOLFPP). However, there is a drawback to these methods.Aim: This paper presents an efficient method treating the MOLFPP.Methodology: To construct our approach, the membership functions of the objectives, suitable non-linear variable transformations, and max-min technique are used.Results: In our proposed method, the MOLFPP is finally changed into a linear programming problem (LPP). It is proven that the optimal solution of the LPP is an efficient solution for the MOLFPP.Conclusion: Numerical examples are solved, and the results demonstrate that our method with less computational expenses and cost reach the efficient solutions.