sdo relaxation approach to fractional quadratic minimization with one quadratic constraint
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abstract
in this paper, we study the problem of minimizing the ratio of two quadratic functions subject to a quadratic constraint. first we introduce a parametric equivalent of the problem. then a bisection and a generalized newton-based method algorithms are presented to solve it. in order to solve the quadratically constrained quadratic minimization problem within both algorithms, a semidefinite optimization relaxation approach is presented. finally, two set of examples are presented to compare the performance of algorithms.
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Journal title:
journal of mathematical modelingPublisher: university of guilan
ISSN 2345-394X
volume 3
issue 1 2015
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