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
volume 3 issue 1
pages 1- 13
publication date 2015-06-01
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