An Interior-Point Method for Fractional Programs with Convex Constrains

(PREVIOUS TITLE: AN INTERIOR-POINT METHOD FOR CONVEX FRACTIONAL PROGRAMMING) We present an interior-point method for convex fractional programming. The proposed algorithm converges in polynomial time, just as in the case of a convex problem, even though convex fractional programs are only pseudo-convex. More precisely, the rate of convergence is measured in terms of the area of two-dimensional convex sets C subk containing the optimal points, and the area of C sub k is reduced by a constant factor c