On the Indefinite Quadratic Fractional Optimization with Two Quadratic Constraints

S. Fallahi () and M. Salahi ()
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S. Fallahi: University of Guilan
M. Salahi: University of Guilan

Journal of Optimization Theory and Applications, 2014, vol. 162, issue 1, No 13, 249-256

Abstract: Abstract 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.

Keywords: Fractional quadratic optimization; Global optimization; Semidefinite optimization; Relaxation (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s10957-013-0417-2

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