This article proposes a novel digital predistortion (DPD) scheme for mitigating the effects of nonlinear distortion caused by frequency multipliers when driven with wideband vector modulated signals. An effective pruning strategy is applied to limit the number of coefficients that consequently reduces the complexity of the DPD scheme while maintaining excellent linearization capacity. Extensive tests are conducted using different millimeter-wave frequency multipliers for proof-of-concept validation. These multipliers include two frequency doublers (25 and 28 GHz), a tripler (63 GHz), and a quadrupler (25 GHz), each driven by vector-modulated signals with an instantaneous bandwidth of up to 400 MHz. Using 44 coefficients or less, the proposed DPD approach allows for excellent frequency-doubler distortion cancellation and improves the error vector magnitude (EVM) and adjacent channel power ratio (ACPR) from about 21% and 21 dB to 1.8%-0.8% and 47-54 dB for the different test signals. Similarly, in the case of the frequency tripler, the EVM and ACPR improve from 8% and 30 dB to less than 1.7% and 45-51 dB after applying the proposed DPD scheme with 57 coefficients under different test signals. Finally, in the case of the frequency quadrupler (composed of two cascaded frequency doublers), the proposed DPD scheme achieves the EVM and ACPR of 0.9%-1.6% and 53-45 dB, respectively, with a higher number of coefficients.