An SDP approach for quadratic fractional problems with a two-sided quadratic constraint

DOI10.1080/10556788.2015.1029575zbMath1385.90027OpenAlexW1993244617MaRDI QIDQ2829557

Ruey-Lin Sheu, Yong Xia, Van-Bong Nguyen

Publication date: 8 November 2016

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2015.1029575

zbMATH Keywords

S-lemmasemi-definite relaxationgeneralized trust region subproblemSlater pointDinkelbach algorithmquadratic fractional programmingnon-convex quadratic programmingpositive-definite matrixpencil

Mathematics Subject Classification ID

Integer programming (90C10) Quadratic programming (90C20) Fractional programming (90C32) Boolean programming (90C09)

Related Items (14)

Geometric properties for level sets of quadratic functions ⋮ On Lagrangian duality gap of quadratic fractional programming with a two-sided quadratic constraint ⋮ A survey of hidden convex optimization ⋮ Exact two steps SOCP/SDP formulation for a modified conic trust region subproblem ⋮ Calabi-Polyak convexity theorem, Yuan'S lemma and S-lemma: extensions and applications ⋮ On solving a class of fractional semi-infinite polynomial programming problems ⋮ Semidefinite relaxation for the total least squares problem with Tikhonov-like regularization ⋮ Efficient local search procedures for quadratic fractional programming problems ⋮ A linear-time algorithm for minimizing the ratio of quadratic functions with a quadratic constraint ⋮ Solving a Type of the Tikhonov Regularization of the Total Least Squares by a New S-Lemma ⋮ On fractional quadratic optimization problem with two quadratic constraints ⋮ A Linear-Time Algorithm for Globally Maximizing the Sum of a Generalized Rayleigh Quotient and a Quadratic Form on the Unit Sphere ⋮ Unnamed Item ⋮ S-lemma with equality and its applications

Cites Work

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• New Results on Quadratic Minimization
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• Indefinite Trust Region Subproblems and Nonsymmetric Eigenvalue Perturbations
• On minimizing the ratio of quadratic functions over an ellipsoid
• On Nonlinear Fractional Programming
• On Cones of Nonnegative Quadratic Functions
• A Survey of the S-Lemma

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