Solution of fractional quadratic programs on the simplex and application to the eigenvalue complementarity problem

DOI10.1007/s10957-022-02019-wzbMath1492.90114OpenAlexW4200634162MaRDI QIDQ2139271

Valentina Sessa, Masao Fukushima, Joaquim Joao Júdice

Publication date: 17 May 2022

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-022-02019-w

zbMATH Keywords

quadratic programmingcomplementarity problemseigenvalue problemsfractional quadratic programming

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Quadratic programming (90C20) Fractional programming (90C32) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Eigenvalue problems (93B60)

Uses Software

• Gurobi
• Ipopt
• DIMACS

Cites Work

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