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., & Zare, A. (2015). SDO relaxation approach to fractional quadratic minimization with one quadratic constraint. Journal of Mathematical Modeling, 3(1), 1-13.
MLA
Maziar Salahi; Arezo Zare. "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.
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.
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