Abstract
We provide Completely Positive and Copositive Optimization formulations for the Constrained Fractional Quadratic Problem (CFQP) and Standard Fractional Quadratic Problem (StFQP). Based on these formulations, Semidefinite Programming relaxations are derived for finding good lower bounds to these fractional programs, which can be used in a global optimization branch-and-bound approach. Applications of the CFQP and StFQP, related with the correction of infeasible linear systems and eigenvalue complementarity problems are also discussed.
| Original language | English |
|---|---|
| Pages (from-to) | 325-350 |
| Number of pages | 26 |
| Journal | Mathematical Programming |
| Volume | 146 |
| Issue number | 1-2 |
| DOIs | |
| Publication status | Published - Aug 2014 |
Keywords
- TOTAL LEAST-SQUARES
- EIGENVALUE COMPLEMENTARITY-PROBLEM
- OPTIMIZATION PROBLEMS
- GLOBAL OPTIMIZATION
- SEMIDEFINITE
- ALGORITHM
- PROGRAMS
- MOMENTS
- SYSTEM
- NUMBER
Cite this
Amaral, P., Bomze, I. M., & Judice, J. (2014). Copositivity and constrained fractional quadratic problems. Mathematical Programming, 146(1-2), 325-350. https://doi.org/10.1007/s10107-013-0690-8