An interior-point method for multifractional programs with convex constraints
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Publication:1893345
DOI10.1007/BF02192302zbMATH Open0824.90127MaRDI QIDQ1893345FDOQ1893345
Authors: Roland W. Freund, Florian Jarre 
Publication date: 3 July 1995
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Recommendations
convex constraintsconvex setsinterior-point methodself-concordant barrier functionsmultifractional programspredictor-corrector step
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Cited In (18)
- Maximal and supremal tolerances in multiobjective linear programming
- Interval division and linearization algorithm for minimax linear fractional program
- Additive and multiplicative tolerance in multiobjective linear programming
- Radii of solvability and unsolvability of linear systems
- The convergence of an interior-point method using modified search directions in final iterations
- On the implementation of the Dirichlet-to-Neumann radiation condition for iterative solution of the Helmholtz equation
- Adjustable robust optimization models for a nonlinear two-period system
- Minisymposium 2 : Optimierung
- On self-concordant barrier functions for conic hulls and fractional programming
- Robust optimal solutions in interval linear programming with forall-exists quantifiers
- Generalized linear fractional programming under interval uncertainty
- Software for simplified Lanczos and QMR algorithms
- EIV regression with bounded errors in data: total `least squares' with Chebyshev norm
- An Efficient Interior-Point Method for Convex Multicriteria Optimization Problems
- Explicit solutions for interval semidefinite linear programs
- An interior method for nonconvex semidefinite programs
- A fifth bibliography of fractional programming*
- Regularity radius: properties, approximation and a not a priori exponential algorithm
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