Main Article Content
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 $\varepsilon-$solution of a fractional programming problem. Finally, we provide a numerical example to illustrate the approach.
Keywords
Article Details
This work is licensed under a Creative Commons Attribution 4.0 International License.
Authors who publish with this journal agree to the following License
CC BY: This license allows reusers to distribute, remix, adapt, and build upon the material in any medium or format, so long as attribution is given to the creator. The license allows for commercial use.
