Minimizing rational functions by exact Jacobian SDP relaxation applicable to finite singularities

Feng Guo (), Li Wang () and Guangming Zhou ()

Journal of Global Optimization, 2014, vol. 58, issue 2, 284 pages

Abstract: This paper considers the optimization problem of minimizing a rational function. We reformulate this problem as a polynomial optimization problem by the technique of homogenization. These two problems are shown to be equivalent under some generic conditions. The exact Jacobian SDP relaxation method proposed by Nie is used to solve the resulting polynomial optimization problem. We also prove that the assumption of nonsingularity in Nie’s method can be weakened to the finiteness of singularities. Some numerical examples are given in the end. Copyright Springer Science+Business Media New York 2014

Keywords: Rational function; Minimization; Homogenization; Sum of squares (SOS); Jacobian SDP relaxation; Singularities (search for similar items in EconPapers)
Date: 2014
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://hdl.handle.net/10.1007/s10898-013-0047-0 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:jglopt:v:58:y:2014:i:2:p:261-284

Ordering information: This journal article can be ordered from
http://www.springer. ... search/journal/10898

DOI: 10.1007/s10898-013-0047-0

Access Statistics for this article

Journal of Global Optimization is currently edited by Sergiy Butenko

More articles in Journal of Global Optimization from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().