A Linear-Time Algorithm for Globally Maximizing the Sum of a Generalized Rayleigh Quotient and a Quadratic Form on the Unit Sphere
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Publication:5231687
DOI10.1137/18M1164639zbMath1421.90122WikidataQ127518853 ScholiaQ127518853MaRDI QIDQ5231687
Publication date: 27 August 2019
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
semidefinite programmingbranch and boundRayleigh quotientfractional programmingS-lemmaquadratic constrained quadratic programming
Semidefinite programming (90C22) Nonconvex programming, global optimization (90C26) Quadratic programming (90C20) Fractional programming (90C32)
Related Items (5)
On Local Minimizers of Nonconvex Homogeneous Quadratically Constrained Quadratic Optimization with at Most Two Constraints ⋮ Globally minimizing the sum of a convex-concave fraction and a convex function based on wave-curve bounds ⋮ A survey of hidden convex optimization ⋮ Globally maximizing the sum of squares of quadratic forms over the unit sphere ⋮ An outcome-space-based branch-and-bound algorithm for a class of sum-of-fractions problems
Uses Software
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