Copositivity and constrained fractional quadratic problems

Paula Amaral, Immanuel M. Bomze, Joaquim Judice

Research output: Contribution to journalArticle

16 Citations (Scopus)

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 languageEnglish
Pages (from-to)325-350
Number of pages26
JournalMathematical Programming
Volume146
Issue number1-2
DOIs
Publication statusPublished - Aug 2014

Keywords

  • TOTAL LEAST-SQUARES
  • EIGENVALUE COMPLEMENTARITY-PROBLEM
  • OPTIMIZATION PROBLEMS
  • GLOBAL OPTIMIZATION
  • SEMIDEFINITE
  • ALGORITHM
  • PROGRAMS
  • MOMENTS
  • SYSTEM
  • NUMBER

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