TY - JOUR T1 - Solving A Fractional Program with Second Order Cone Constraint TT - JF - IJMSI JO - IJMSI VL - 14 IS - 2 UR - http://ijmsi.ir/article-1-1314-en.html Y1 - 2019 SP - 33 EP - 42 KW - Fractional Programming KW - Second Order Cone KW - SDP Relaxation. N2 - We consider a fractional program with both linear and quadratic equation in numerator and denominator having second order cone (SOC) constraints. With a suitable change of variable, we transform the problem into a second order cone programming (SOCP) problem. 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. M3 ER -