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 language | English |
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Pages (from-to) | 66-72 |
Journal | Applied Mathematics and Computation |
Volume | 255 |
DOIs | |
Publication status | Published - 2015 |