A Full-Newton Step Interior Point Method for Fractional Programming Problem Involving Second Order Cone Constraint | [Pakistan Journal of Statistics and Operation Research • 2021]

Author(s):

1. Ali Sadeghi: Department of Mathematics, Faculty of Mathematical Sciences and Computer, Shahid Chamran University of Ahvaz,Ahvaz-IRAN,

2. Mansour Saraj: Department of Mathematics, Faculty of Mathematical Sciences and Computer, Shahid Chamran University of Ahvaz, Ahvaz-IRAN,

3. Nezam Mahdavi Amiri: Faculty of Mathematical Sciences, Sharif University of Technology, Tehran, Iran,

Abstract:

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 " solution of a fractional programming problem. Finally, we provide a numerical example to illustrate the approach.

Page(s): 427-433

DOI: 10.18187/pjsor.v17i2.2431

Published: Journal: Pakistan Journal of Statistics and Operation Research, Volume: 17, Issue: 2, Year: 2021

Keywords:

Fractional programming , Self concordant , Logarithm barrier function

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