A Full-Newton Step Interior Point Method for Fractional Programming Problem Involving Second Order Cone Constraint
2021 ◽
pp. 427-433
Keyword(s):
Some efficient interior-point methods (IPMs) are based on using a self-concordant barrier function related to the feasibility set of the underlying problem.Here, we use IPMs for solving fractional programming problems involving second order cone constraints. We propose a logarithmic barrier function to show the self concordant property and present an algorithm to compute $\varepsilon-$solution of a fractional programming problem. Finally, we provide a numerical example to illustrate the approach.
2017 ◽
Vol 11
(4)
◽
pp. 435
2006 ◽
Vol 181
(1)
◽
pp. 563-578
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2013 ◽
Vol 43
(1-2)
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pp. 11-30
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2019 ◽
Vol 1324
◽
pp. 012031
Keyword(s):
2013 ◽
Vol 31
(5_6)
◽
pp. 835-852
2019 ◽
Vol 26
(3)
◽
pp. 393-404
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2009 ◽
Vol 54
(5)
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pp. 447-464
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