Global solutions to fractional programming problem with ratio of nonconvex functions
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...[Show more]
|Collections||ANU Research Publications|
|Source:||Applied Mathematics and Computation|
|Ruan and Gao Global Solutions to Fractional Programming Problem 2015.pdf||116.65 kB||Adobe PDF|
Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.