On the Indefinite Quadratic Fractional Optimization with Two Quadratic Constraints

被引：6
|
作者：
Fallahi, S. [1 ]
Salahi, M. [1 ]
机构：
[1] Univ Guilan, Fac Math Sci, Dept Appl Math, Rasht, Iran
来源：
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2014年 / 162卷 / 01期
关键词：
Fractional quadratic optimization; Global optimization; Semidefinite optimization; Relaxation; TIKHONOV REGULARIZATION;
D O I：
10.1007/s10957-013-0417-2
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
In this paper, we consider minimizing the ratio of two indefinite quadratic functions subject to two quadratic constraints. Using the extension of Charnes-Cooper transformation, we transform the problem to a homogenized quadratic problem. Then, we show that, under certain assumptions, it can be solved to global optimality using semidefinite optimization relaxation.
引用
收藏
页码：249 / 256
页数：8
相关论文
共 50 条
  • [1] On the Indefinite Quadratic Fractional Optimization with Two Quadratic Constraints
    S. Fallahi
    M. Salahi
    [J]. Journal of Optimization Theory and Applications, 2014, 162 : 249 - 256
  • [2] Comments on "On the Indefinite Quadratic Fractional Optimization with Two Quadratic Constraints"
    Fallahi, Saeed
    Salahi, Maziar
    [J]. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2017, 175 (01) : 283 - 285
  • [3] Comments on “On the Indefinite Quadratic Fractional Optimization with Two Quadratic Constraints”
    Saeed Fallahi
    Maziar Salahi
    [J]. Journal of Optimization Theory and Applications, 2017, 175 : 283 - 285
  • [4] ON FRACTIONAL QUADRATIC OPTIMIZATION PROBLEM WITH TWO QUADRATIC CONSTRAINTS
    Zare, Arezu
    Keyanpour, Mohammad
    Salahi, Maziar
    [J]. NUMERICAL ALGEBRA CONTROL AND OPTIMIZATION, 2020, 10 (03): : 301 - 315
  • [5] Strong duality in nonconvex quadratic optimization with two quadratic constraints
    Beck, Amir
    Eldar, Yonina C.
    [J]. SIAM JOURNAL ON OPTIMIZATION, 2006, 17 (03) : 844 - 860
  • [6] On Indefinite Quadratic Optimization over the Intersection of Balls and Linear Constraints
    Temadher A. Almaadeed
    Saeid Ansary Karbasy
    Maziar Salahi
    Abdelouahed Hamdi
    [J]. Journal of Optimization Theory and Applications, 2022, 194 : 246 - 264
  • [7] On Indefinite Quadratic Optimization over the Intersection of Balls and Linear Constraints
    Almaadeed, Temadher A.
    Karbasy, Saeid Ansary
    Salahi, Maziar
    Hamdi, Abdelouahed
    [J]. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2022, 194 (01) : 246 - 264
  • [8] QUADRATIC OPTIMIZATION WITH TWO BALL CONSTRAINTS
    Karbasy, Saeid Ansary
    Salahi, Maziar
    [J]. NUMERICAL ALGEBRA CONTROL AND OPTIMIZATION, 2020, 10 (02): : 165 - 175
  • [9] Indefinite stochastic linear quadratic control with integral quadratic constraints
    Ma, Hongji
    Zhang, Weihai
    Hou, Ting
    [J]. DYNAMICS OF CONTINUOUS DISCRETE AND IMPULSIVE SYSTEMS-SERIES A-MATHEMATICAL ANALYSIS, 2006, 13 : 806 - 811
  • [10] INDEFINITE QUADRATIC FRACTIONAL FUNCTIONAL PROGRAMMING
    BECTOR, CR
    [J]. METRIKA, 1971, 18 (01) : 21 - 30
12345