The nonlinear propagation of heavy-ion-acoustic (HIA) waves (HIAWs) in a four-component multi-ion plasma (containing inertial heavy negative ions and light positive ions, as well as inertialess nonextensive electrons and positrons) has been theoretically investigated. The nonlinear Schrödinger (NLS) equation is derived by employing the reductive perturbation method. It is found that the NLS equation leads to the modulational instability (MI) of HIAWs, and to the formation of HIA rogue waves (HIARWs), which are due to the effects of nonlinearity and dispersion in the propagation of HIAWs. The conditions for the MI of HIAWs and the basic properties of the generated HIARWs are identified. It is observed that the striking features (viz., instability criteria, growth rate of MI, amplitude and width of HIARWs, etc.) of the HIAWs are significantly modified by the effects of nonextensivity of electrons and positrons, the ratio of light positive ion mass to heavy negative ion mass, the ratio of electron number density to light positive ion number density, the ratio of electron temperature to positron temperature, etc. The relevancy of our present investigation to the observations in space (viz., cometary comae and earth's ionosphere) and laboratory (viz., solid-high intense laser plasma interaction experiments) plasmas is pointed out.

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