In this paper, a new vector exponential penalty function method for nondifferentiable multiobjective programming problems with inequality constraints is introduced. First, the case when a sequence of vector penalized optimization problems with vector exponential penalty function constructed for the original multiobjective programming problem is considered, and the convergence of this method is established. Further, the exactness property of a vector exact penalty function method is defined and analyzed in the context of the introduced vector exponential penalty function method. Conditions are given guaranteeing the equivalence of the sets of (weak) Pareto solutions of the considered nondifferentiable multiobjective programming problem and the associated vector penalized optimization problem with the vector exact exponential penalty function. This equivalence is established for nondifferentiable vector optimization problems with inequality constraints in which involving functions are r -invex.Keywords Multiobjective programming · (weak) Pareto solution · Vector exact exponential penalty function · Penalized vector optimization problem · r -Invex function Mathematics Subject Classification 49M37 · 90C29 · 90C30 · 90C26 Communicated by