Proper efficiency in a linear fractional vector maximum problem with generalized convex constraints

Abstract In the present paper, a vector maximum problem (VMP) with linear fractional objectives and generalized convex constraints is considered. A necessary and sufficient condition for an efficient solution of (VMP) is derived in Kuhn-Tucker's form. Moreover, it is proved that under a certain boundedness assumption an efficient solution is properly efficient. This extends the results of Choo [3] for a linear fractional vector maximum problem with linear constraints to generalized convex constraints. An example is given to illustrate the results.