Global solutions to fractional programming problem with ratio of nonconvex functions

Abstract

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 canonical dual problem. Show more