Faculty of Mathematical Sciences, University of Guilan,Rasht, Iran
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.
Salahi, M. and Zare, A. (2015). SDO relaxation approach to fractional quadratic minimization with one quadratic constraint. Journal of Mathematical Modeling, 3(1), 1-13.
MLA
Salahi, M. , and Zare, A. . "SDO relaxation approach to fractional quadratic minimization with one quadratic constraint", Journal of Mathematical Modeling, 3, 1, 2015, 1-13.
HARVARD
Salahi, M., Zare, A. (2015). 'SDO relaxation approach to fractional quadratic minimization with one quadratic constraint', Journal of Mathematical Modeling, 3(1), pp. 1-13.
CHICAGO
M. Salahi and A. Zare, "SDO relaxation approach to fractional quadratic minimization with one quadratic constraint," Journal of Mathematical Modeling, 3 1 (2015): 1-13,
VANCOUVER
Salahi, M., Zare, A. SDO relaxation approach to fractional quadratic minimization with one quadratic constraint. Journal of Mathematical Modeling, 2015; 3(1): 1-13.
)