Iranian Journal of Mathematical Sciences and Informatics
مجله علوم ریاضی و انفورماتیک
IJMSI
Basic Sciences
http://ijmsi.ir
1
admin
1735-4463
2008-9473
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8888
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en
jalali
1398
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gregorian
2019
10
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online
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fulltext
en
Solving A Fractional Program with Second Order Cone Constraint
عمومى
General
پژوهشي
Research paper
<p style="margin: 0px 0px 10.66px;"><font face="Calibri">We consider a fractional program with both linear and quadratic equation in numerator and denominator<span style="margin: 0px;"> </span>having second order cone (SOC) constraints. With a suitable change of variable, we transform the problem into a<span style="margin: 0px;"> </span>second order cone programming (SOCP)<span style="margin: 0px;"> </span>problem.</font></p>
<p style="margin: 0px 0px 10.66px;"><font face="Calibri"><span style="margin: 0px;"> </span>For the quadratic fractional case, using a relaxation, the problem is reduced to a semi-definite optimization (SDO) program. The problem is solved with SDO relaxation and the obtained results are compared with the interior point method (IPM), a sequential quadratic programming (SQP) approach, an active set strategy and a genetic algorithm. It is observed that the SDO relaxation method is much more accurate and faster than the other methods. Finally,a few numerical examples are worked through to demonstrate the applicability of the procedure.</font></p>
Fractional Programming, Second Order Cone, SDP Relaxation.
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http://ijmsi.ir/browse.php?a_code=A-10-3467-1&slc_lang=en&sid=1
M.
Saraj
msaraj@scu.ac.ir
`10031947532846006439`

10031947532846006439
Yes
Shahid Chamran Universwity
A.
Sadeghi
: a-sadeghi@phdstu.scu.ac.ir
`10031947532846006440`

10031947532846006440
No
Shahid Chamran Universwity
N.
Mahdavi Amiri
nezaam@sharif.edu
`10031947532846006441`

10031947532846006441
No
Sharif University