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$The long-step method of analytic centers for fractional problems$

34 p, 1.3 MB

The long-step method of analytic centers for fractional problems / Nemirovski, A. (Technion - Israel Institute of Technology)
We develop a long-step surface-following version of the method of analytic centers for the fractional-linear problem min {t_0 t_0B(x) - A(x) (is in) H,B (x) (is in) K, x (is in) G}, where H is a closed convex domain, K is a convex cone contained in the recessive cone of H, G is a convex domain and B(·), A(·) are affine mappings. [...]
1997
Mathematical Programming, vol. 77 n. 2 (1997) p. 191-224

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