Complete solutions to nonconvex fractional programming problems
Optimization and Control
2012-11-21 v1
Abstract
This paper presents a canonical dual approach to the problem of minimizing the sum of a quadratic function and the ratio of nonconvex function and quadratic functions, which is a type of non-convex optimization problem subject to an elliptic constraint. We first relax the fractional structure by introducing a family of parametric subproblems. Under certain conditions, we show that the canonical dual of each subproblem becomes a two-dimensional concave maximization problem that exhibits no duality gap. Since the infimum of the optima of the parameterized subproblems leads to a solution to the original problem, we then derive some optimality conditions and existence conditions for finding a global minimizer of the original problem.
Cite
@article{arxiv.1211.4664,
title = {Complete solutions to nonconvex fractional programming problems},
author = {David Yang Gao and Ning Ruan},
journal= {arXiv preprint arXiv:1211.4664},
year = {2012}
}