An <i>l</i>₁ Exact Exponential Penalty <i>E</i>‐Function Method for <i>E</i>‐Differentiable Vector Optimization Problems Under <i>E</i>‐Exponential Type Invexity

ABSTRACT In this paper, a new concept of generalised convexity and a new class of exact exponential penalty method, namely the concept of ‐ E ‐invexity and exact exponential penalty E ‐function method, respectively are introduced for (not necessarily) differentiable vector optimization problem in which functions are E ‐differentiable. The conditions governing the equivalence between sets of (weak) efficient solutions of the original constrained E ‐differentiable vector optimization problem and of its associated unconstrained exponential penalised vector optimization problem are studied. Examples are given to illustrate the obtained results.