Is there a library of some programming language (MatLab, C, Python, R, etc.) that includes a function for efficient calculation of convex-convex quadratic fractional programming problems of the form
$$ \begin{align*} \sup& &\frac{x^TQx}{x^TPx}\\ \text{s.t.}& &A^Tx \leq b\\ &&x\geq 0 \end{align*} $$ where $Q\in\mathbb{R}^{n\times n}$ is a given symmetric positive semidefinite matrix, $P\in\mathbb{R}^{n\times n}$ is a given symmetric positive definite matrix, $A \in \mathbb{R}^{m\times n}$ is a given matrix, $b \in\mathbb{R}^{m\times 1}$ is a given column vector, and $m,n \in \{1,2,...\}$ are given.
The function should run fast when $m,n \leq 500$.
EDIT: I'll be satisfied with an implementation of the algorithm described in the following paper:
R. Yamamoto and H. Konno: An efficient algorithm for solving convex-convex quadratic fractional programs. J. Optim. Theory Appl. 133 (2007), 241–255. DOI:10.1007/s10957- 007-9188-y
