| Article ID: | iaor19971097 |
| Country: | Netherlands |
| Volume: | 69 |
| Issue: | 1 |
| Start Page Number: | 177 |
| End Page Number: | 204 |
| Publication Date: | Jul 1995 |
| Journal: | Mathematical Programming (Series A) |
| Authors: | Nesterov Yu.E., Nemirovskii A.S. |
| Keywords: | programming: fractional, programming: nonlinear |
The authors develop an interior-point polynomial-time algorithm for a generalized linear-fractional problem. The latter problem can be regarded as a nonpolyhedral extension of the usual linear-fractional programming; typical example (which is of interest for control theory) is the minimization of the generalized eigenvalue of a pair of symmetric matrices lienarly depending on the decision variables.