Maximizing the sum of a generalized Rayleigh quotient and another Rayleigh quotient on the unit sphere via semidefinite programming

The problem is a type of “sum-of-ratios” fractional programming and is known to be NP-hard. Due to many local maxima, finding the global maximizer is in general difficult. The best attempt so far is a critical point approach based on a necessary optimality condition. The problem therefore has not be...

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Bibliographic Details
Published in:	Journal of global optimization Vol. 64; no. 2; pp. 399 - 416
Main Authors:	Nguyen, Van-Bong, Sheu, Ruey-Lin, Xia, Yong
Format:	Journal Article
Language:	English
Published:	New York Springer US 01.02.2016 Springer Springer Nature B.V
Subjects:	Algorithms Computer Science Discriminant analysis Eigenvalues Intervals Investment analysis Mathematical analysis Mathematical models Mathematics Mathematics and Statistics Maximization Operations Research/Decision Theory Optimization Polynomials Programming Quadratic programming Quotients Rankings Ratios Rayleigh number Real Functions Semidefinite programming Studies Texts Semidefinite programming Quadratic fit line search S-Lemma 90C25 90C22 Fractional programming Quadratically constrained quadratic programming (Generalized) Rayleigh quotient
ISSN:	0925-5001, 1573-2916
Online Access:	Get full text
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