Parametric approach for solving quadratic fractional optimization with a linear and a quadratic constraint

DOI10.1007/s40314-014-0199-7zbMath1370.90270OpenAlexW2110311953MaRDI QIDQ2013617

Saeed Fallahi, Maziar Salahi

Publication date: 8 August 2017

Published in: Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40314-014-0199-7

zbMATH Keywords

global optimizationgeneralized Newton methodsemidefinite optimization relaxationfractional optimizationextended trust region subproblems

Mathematics Subject Classification ID

Semidefinite programming (90C22) Nonconvex programming, global optimization (90C26) Fractional programming (90C32)

Related Items (4)

An iterative algorithm for the conic trust region subproblem ⋮ Unnamed Item ⋮ Optimization for multi-objective sum of linear and linear fractional programming problem: fuzzy nonlinear programming approach ⋮ FGP approach to quadratically constrained multi-objective quadratic fractional programming with parametric functions

Cites Work

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• A short note on \(\min_{x\in \mathbb{R}^n}\frac{\| Ax-b\|^2}{1+\| x \| ^2}\)
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• MAXIMIZING PREDICTABILITY IN THE STOCK AND BOND MARKETS
• Second-Order-Cone Constraints for Extended Trust-Region Subproblems
• On Nonlinear Fractional Programming
• Strong Duality in Nonconvex Quadratic Optimization with Two Quadratic Constraints

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