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In this article, we use the monotonic optimization approach to propose anoutcome-space outer approximation by copolyblocks for solving strictlyquasiconvex multiobjective programming problems and especially in the case thatthe objective functions are nonlinear fractional. After the algorithm isterminated, with any given tolerance, we obtain an approximation of the weaklyefficient solution set, that contains the whole weakly efficient solution setof the problem. The algorithm is proved to be convergent and it is suitable tobe implemented in parallel using standard convex programming tools. Somecomputational experiments are reported to show the accuracy and efficiency ofthe proposed algorithm.

A Monotonic Optimization Approach for Solving Strictly Quasiconvex Multiobjective Programming Problems