A Full-Newton Step Interior Point Method for Fractional Programming Problem Involving Second Order Cone Constraint
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...
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Veröffentlicht in: | Pakistan journal of statistics and operation research 2021-06, p.427-433 |
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Hauptverfasser: | , , |
Format: | Artikel |
Sprache: | eng |
Online-Zugang: | Volltext |
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Zusammenfassung: | 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. |
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ISSN: | 1816-2711 2220-5810 |
DOI: | 10.18187/pjsor.v17i2.2431 |