Maximization of the ratio of two convex quadratic functions over a polytope

DOI10.1023/A:1011219422283zbMath0984.90046OpenAlexW1592347417MaRDI QIDQ5946768

Hiroshi Konno, Jun-Ya Gotoh

Publication date: 5 March 2002

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

Full work available at URL: https://doi.org/10.1023/a:1011219422283

zbMATH Keywords

global optimizationfractional programmingbranch and bound algorithmDinkelbach's approachmaximizing predictability portfolio

Mathematics Subject Classification ID

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