A POLYNOMIAL-TIME ALGORITHM FOR FRACTIONAL PROGRAMS WITH CONVEX CONSTRAINTS

被引：0
|
作者：
FREUND, RW [1 ]
JARRE, F [1 ]
机构：
[1] UNIV WURZBURG,INST ANGEW MATH & STAT,D-97074 WURZBURG,GERMANY
来源：
ZEITSCHRIFT FUR ANGEWANDTE MATHEMATIK UND MECHANIK | 1994年 / 74卷 / 06期
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D O I：
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中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We describe an interior-point method for solving a class of fractional programs. Even though the programs under consideration are only pseudo-convex, the proposed method converges in polynomial time, just as in the case of a convex problem. Here, the rate of convergence is measured in terms of suitably constructed two-dimensional sets whose areas are reduced by a constant factor at each iteration.
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页码：T523 / T525
页数：3
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