A parameter-free approach for solving SOS-convex semi-algebraic fractional programs
Optimization and Control
2024-01-31 v1
Abstract
In this paper, we study a class of nonsmooth fractional programs {\rm (FP, for short)} with SOS-convex semi-algebraic functions. Under suitable assumptions, we derive a strong duality result between the problem (FP) and its semidefinite programming (SDP) relaxations. Remarkably, we extract an optimal solution of the problem (FP) by solving one and only one associated SDP problem. Numerical examples are also given.
Cite
@article{arxiv.2401.16716,
title = {A parameter-free approach for solving SOS-convex semi-algebraic fractional programs},
author = {Chengmiao Yang and Liguo Jiao and Jae Hyoung Lee},
journal= {arXiv preprint arXiv:2401.16716},
year = {2024}
}
Comments
22 pages