Volume 9, Issue 2 (11-2014)
IJMSI 2014, 9(2): 65-71 |
Back to browse issues page
Download citation:
BibTeX | RIS | EndNote | Medlars | ProCite | Reference Manager | RefWorks
Send citation to:
BibTeX | RIS | EndNote | Medlars | ProCite | Reference Manager | RefWorks
Send citation to:
Salahi M, Fallahi S. A Semidefinite Optimization Approach to Quadratic Fractional Optimization with a Strictly Convex Quadratic Constraint. IJMSI 2014; 9 (2) :65-71
URL: http://ijmsi.ir/article-1-643-en.html
URL: http://ijmsi.ir/article-1-643-en.html
Abstract:
In this paper we consider a fractional optimization problem that minimizes the ratio of two quadratic functions subject to a strictly convex quadratic constraint. First using the extension of Charnes-Cooper transformation, an equivalent homogenized quadratic reformulation of the problem is given. Then we show that under certain assumptions, it can be solved to global optimality using semidefinite optimization relaxation in polynomial time.
Keywords: Quadratic fractional optimization, Semidefinite optimization relaxation, Global optimization.
Type of Study: Research paper |
Subject:
General
| Rights and permissions | |
 |
This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License. |
