Copositivity and constrained fractional quadratic problems

We provide Completely Positive and Copositive Optimization formulations for the Constrained Fractional Quadratic Problem (CFQP) and Standard Fractional Quadratic Problem (StFQP). Based on these formulations, Semidefinite Programming relaxations are derived for finding good lower bounds to these frac...

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Vydané v:	Mathematical programming Ročník 146; číslo 1-2; s. 325 - 350
Hlavní autori:	Amaral, Paula, Bomze, Immanuel M., Júdice, Joaquim
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Berlin/Heidelberg Springer Berlin Heidelberg 01.08.2014 Springer Nature B.V
Predmet:	Algorithms Analysis Calculus of Variations and Optimal Control; Optimization Combinatorics Constraints Eigenvalues Full Length Paper Linear algebra Linear systems Lower bounds Mathematical analysis Mathematical and Computational Physics Mathematical Methods in Physics Mathematical programming Mathematics Mathematics and Statistics Mathematics of Computing Numerical Analysis Optimization Quadratic programming Studies Theoretical 90C30 Nonlinear programming 90C25 Convex programming 90C22 Semidefinite programming 90C26 Nonconvex programming, global optimization 90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) 90C32 Fractional programming
ISSN:	0025-5610, 1436-4646
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