Maximizing the sum of a generalized Rayleigh quotient and another Rayleigh quotient on the unit sphere via semidefinite programming
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Publication:5964247
DOI10.1007/s10898-015-0315-2zbMath1360.90244OpenAlexW796735666MaRDI QIDQ5964247
Ruey-Lin Sheu, Van-Bong Nguyen, Yong Xia
Publication date: 29 February 2016
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-015-0315-2
quadratically constrained quadratic programmingsemidefinite programmingfractional programming(generalized) Rayleigh quotientquadratic fit line searchS-lemma
Related Items (4)
Minimizing the sum of linear fractional functions over the cone of positive semidefinite matrices: approximation and applications ⋮ An efficient global optimization algorithm for maximizing the sum of two generalized Rayleigh quotients ⋮ Strong duality in minimizing a quadratic form subject to two homogeneous quadratic inequalities over the unit sphere ⋮ A Linear-Time Algorithm for Globally Maximizing the Sum of a Generalized Rayleigh Quotient and a Quadratic Form on the Unit Sphere
Uses Software
Cites Work
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