AN INTERIOR-POINT METHOD FOR GENERALIZED LINEAR-FRACTIONAL PROGRAMMING

Authors
NESTEROV YE NEMIROVSKII AS
Citation
Ye. Nesterov et As. Nemirovskii, AN INTERIOR-POINT METHOD FOR GENERALIZED LINEAR-FRACTIONAL PROGRAMMING, Mathematical programming, 69(1), 1995, pp. 177-204
Citations number
9
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science",Mathematics,"Computer Science Software Graphycs Programming
Journal title
Mathematical programming → ACNP
ISSN journal
00255610
Volume
69
Issue
1
Year of publication
1995
Pages
177 - 204
Database
ISI
SICI code
0025-5610(1995)69:1<177:AIMFGL>2.0.ZU;2-1
Abstract
We develop an interior-point polynomial-time algorithm for a generaliz ed linear-fractional problem. The latter problem can be regarded as a nonpolyhedral extension of the usual linear-fractional programming; ty pical example (which is of interest for control theory) is the minimiz ation of the generalized eigenvalue of a pair of symmetric matrices li nearly depending on the decision variables.