Global solutions to fractional programming problem with ratio of nonconvex functions

David Gao, N. Ruan

    Research output: Contribution to journalArticlepeer-review

    Abstract

    This paper presents a canonical dual approach for minimizing a sum of quadratic function and a ratio of nonconvex functions in Rn. By introducing a parameter, the problem is first equivalently reformed as a nonconvex polynomial minimization with elliptic constraint. It is proved that under certain conditions, the canonical dual is a concave maximization problem in R2 that exhibits no duality gap. Therefore, the global optimal solution of the primal problem can be obtained by solving the canonical dual problem.
    Original languageEnglish
    Pages (from-to)66-72
    JournalApplied Mathematics and Computation
    Volume255
    DOIs
    Publication statusPublished - 2015

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