Comments on "On the Indefinite Quadratic Fractional Optimization with Two Quadratic Constraints"
نویسندگان
چکیده
In this paper, we consider minimizing the ratio of two indefinite quadratic functions subject to two quadratic constraints. Using the extension of Charnes– Cooper transformation, we transform the problem to a homogenized quadratic problem. Then, we show that, under certain assumptions, it can be solved to global optimality using semidefinite optimization relaxation.
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ورودعنوان ژورنال:
- J. Optimization Theory and Applications
دوره 162 شماره
صفحات -
تاریخ انتشار 2014