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A Full-Newton Step Interior Point Method for Fractional Programming Problem Involving Second Order Cone Constraint

Author(s)
Ali Sadeghi Department of Mathematics, Faculty of Mathematical Sciences and Computer, Shahid Chamran University of Ahvaz,Ahvaz-IRAN,
Mansour Saraj Department of Mathematics, Faculty of Mathematical Sciences and Computer, Shahid Chamran University of Ahvaz, Ahvaz-IRAN,
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.
Publication Details
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

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Keywords
Fractional programming, Self concordant, Logarithm barrier function
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