sdo relaxation approach to fractional quadratic minimization with one quadratic constraint

Authors

maziar salahi

arezo zare

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 modeling

Publisher: university of guilan

ISSN 2345-394X

volume 3

issue 1 2015

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