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
Hauptverfasser: Saraj, Mansour, Sadeghi, Ali, Mahdavi Amiri, Nezam
Format: Artikel
Sprache:eng
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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.
ISSN:1816-2711
2220-5810
DOI:10.18187/pjsor.v17i2.2431