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Information Journal Paper

Title

A SEMIDEFINITE OPTIMIZATION APPROACH TO QUADRATIC FRACTIONAL OPTIMIZATION WITH A STRICTLY CONVEX QUADRATIC CONSTRAINT

Pages

  65-71

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.

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    Cite

    APA: Copy

    MAZIAR, SALAHI, & FALLAHI, SAEED. (2014). A SEMIDEFINITE OPTIMIZATION APPROACH TO QUADRATIC FRACTIONAL OPTIMIZATION WITH A STRICTLY CONVEX QUADRATIC CONSTRAINT. IRANIAN JOURNAL OF MATHEMATICAL SCIENCES AND INFORMATICS (IJMSI), 9(2), 65-71. SID. https://sid.ir/paper/310383/en

    Vancouver: Copy

    MAZIAR SALAHI, FALLAHI SAEED. A SEMIDEFINITE OPTIMIZATION APPROACH TO QUADRATIC FRACTIONAL OPTIMIZATION WITH A STRICTLY CONVEX QUADRATIC CONSTRAINT. IRANIAN JOURNAL OF MATHEMATICAL SCIENCES AND INFORMATICS (IJMSI)[Internet]. 2014;9(2):65-71. Available from: https://sid.ir/paper/310383/en

    IEEE: Copy

    SALAHI MAZIAR, and SAEED FALLAHI, “A SEMIDEFINITE OPTIMIZATION APPROACH TO QUADRATIC FRACTIONAL OPTIMIZATION WITH A STRICTLY CONVEX QUADRATIC CONSTRAINT,” IRANIAN JOURNAL OF MATHEMATICAL SCIENCES AND INFORMATICS (IJMSI), vol. 9, no. 2, pp. 65–71, 2014, [Online]. Available: https://sid.ir/paper/310383/en

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