Volume 9, Issue 2 (11-2014)                   IJMSI 2014, 9(2): 65-71 | Back to browse issues page


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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.

Type of Study: Research paper | Subject: General

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