ON POLYNOMIALITY OF THE METHOD OF ANALYTIC CENTERS FOR FRACTIONAL PROBLEMS

We establish polynomial time convergence of the method of analytic cen ters for the fractional programming problem t --> min \ x is an elemen t of G, tB(x) - A(x) is an element of K, where G subset of R(n) is a c losed and bounded convex domain, K subset of R(m) is a closed convex c one and A(x) : G --> R(m), B(x) : G --> K are regular enough (say, aff ine) mappings.