Title : ( Conversion of some classes of fractional programming to second-order cone programming and solving it by potential reduction interior point method )
Authors: Sohrab Effati ,
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Abstract
In this paper we introduce second-order cone programming. Then we convert fractional programming into secondorder cone programming and apply interior point method for solving second-order cone programming. Hence by solving second-order cone programming we obtain optimal solution for fractional programming problems.
Keywords
, Second, order cone programming; Fractional programming; Reduction potential algorithm; Barrier function; Potential function
@article{paperid:1009384,
author = {Effati, Sohrab},
title = {Conversion of some classes of fractional programming to second-order cone programming and solving it by potential reduction interior point method},
journal = {Applied Mathematics and Computation},
year = {2006},
month = {June},
issn = {0096-3003},
keywords = {Second-order cone programming; Fractional programming; Reduction potential algorithm; Barrier function; Potential function},
}
%0 Journal Article
%T Conversion of some classes of fractional programming to second-order cone programming and solving it by potential reduction interior point method
%A Effati, Sohrab
%J Applied Mathematics and Computation
%@ 0096-3003
%D 2006
