Global optimization for a class of fractional programming problems

This paper presents a canonical dual approach to minimizing the sum of a quadratic function and the ratio of two quadratic functions, which is a type of non-convex optimization problem subject to an elliptic constraint. We first relax the fractional structure by introducing a family of parametric su...

Full description

Bibliographic Details

Published in:	Journal of global optimization Vol. 45; no. 3; pp. 337 - 353
Main Authors:	Fang, Shu-Cherng, Gao, David Y., Sheu, Ruey-Lin, Xing, Wenxun
Format:	Journal Article
Language:	English
Published:	Boston Springer US 01.11.2009 Springer Nature B.V
Subjects:	Computer Science Eigenvalues Mathematics Mathematics and Statistics Operations Research/Decision Theory Optimization Ratios Real Functions Canonical duality Global optimization Sum-of-ratios Quadratic fractional programming
ISSN:	0925-5001, 1573-2916
Online Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!