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

Maximizing the sum of a generalized Rayleigh quotient and another Rayleigh quotient on the unit sphere via semidefinite programming (Q5964247)

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scientific article; zbMATH DE number 6546941
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Maximizing the sum of a generalized Rayleigh quotient and another Rayleigh quotient on the unit sphere via semidefinite programming
scientific article; zbMATH DE number 6546941

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    Maximizing the sum of a generalized Rayleigh quotient and another Rayleigh quotient on the unit sphere via semidefinite programming (English)
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    29 February 2016
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    fractional programming
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    (generalized) Rayleigh quotient
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    quadratically constrained quadratic programming
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    S-lemma
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    semidefinite programming
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    quadratic fit line search
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