Article ID: | iaor19961363 |
Country: | Netherlands |
Volume: | 67 |
Issue: | 3 |
Start Page Number: | 407 |
End Page Number: | 440 |
Publication Date: | Dec 1994 |
Journal: | Mathematical Programming (Series A) |
Authors: | Jarre Florian, Freund Roland W. |
The authors present an interior-point method for a class of fractional programs with convex constraints. The poposed algorithm converges at a polynomial rate, similarly as in the case of a convex problem, even though fractional programs are only pseudo-convex. Here, the rate of convergence is measured in terms of the area of two-dimensional convex sets