- Title
- Global solutions to fractional programming problem with ratio of nonconvex functions
- Creator
- Ruan, Ning; Gao, David
- Date
- 2015
- Type
- Text; Journal article
- Identifier
- http://researchonline.federation.edu.au/vital/access/HandleResolver/1959.17/76985
- Identifier
- vital:7646
- Identifier
-
https://doi.org/10.1016/j.amc.2014.08.060
- Identifier
- ISSN:0096-3003
- 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. © 2014 Elsevier Inc. All rights reserved.
- Publisher
- Elsevier Inc.
- Relation
- Applied Mathematics and Computation Vol. 255, no. (2015), p. 66-72
- Rights
- Copyright © 2014 Elsevier Inc. All rights reserved.
- Rights
- This metadata is freely available under a CCO license
- Subject
- 0102 Applied Mathematics; 0103 Numerical and Computational Mathematics; Canonical duality theory; Global optimization; Nonconvex fractional programming; Sum-of-ratios; Fractional programming; Global optimal solutions; Global solutions; Maximization problem; Nonconvex functions; Quadratic function; Mathematical programming
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