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 to show the self concordant property and present an algorithm to compute epsilon-solution of a fractional programming problem. Finally, we provide a numerical example to illustrate the approach.

Automated summary

This paper utilizes interior-point methods for solving fractional programming problems with second order cone constraints, proposing a logarithmic barrier function to demonstrate self-concordance and presenting an algorithm for computing ε-solutions. A numerical example is provided to illustrate the approach.