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A Full-Newton step interior point method for fractional programming problem involving second order cone constraint

Sadeghi, A ; Sharif University of Technology | 2021

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  1. Type of Document: Article
  2. DOI: 10.18187/pjsor.v17i2.2431
  3. Publisher: University of Punjab (new Campus) , 2021
  4. Abstract:
  5. 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 ε—solution of a fractional programming problem. Finally, we provide a numerical example to illustrate the approach. © 2021. All Rights Reserved
  6. Keywords:
  7. Fractional programming ; Logarithm barrier function ; Self concordant
  8. Source: Pakistan Journal of Statistics and Operation Research ; Volume 17, Issue 2 , 2021 , Pages 427-433 ; 18162711 (ISSN)
  9. URL: https://pjsor.com/pjsor/article/view/2431