On polynomiality of the method of analytic centers for fractional problems

On polynomiality of the method of analytic centers for fractional problems

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Article ID: iaor19972092
Country: Netherlands
Volume: 73
Issue: 2
Start Page Number: 175
End Page Number: 198
Publication Date: May 1996
Journal: Mathematical Programming (Series A)
Authors:
Keywords: programming: mathematical
Abstract:

The paper establishes polynomial time convergence of the method of analytic centers for the fractional programming problem t⇒min•x∈G, tB(x)-A(x)∈K, where Gℝℝn is a closed and bounded convex domain, Kℝℝm is a closed convex cone and A(x):G⇒ℝn, B(x):G⇒K are regular enough (say, affine) mappings.

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