TY - JOUR
T1 - Copositivity and constrained fractional quadratic problems
AU - Amaral, Paula
AU - Bomze, Immanuel
AU - Júdice, Joaquim João
PY - 2014/8
Y1 - 2014/8
N2 - 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.
AB - 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.
KW - ISOR
KW - 90C30 Nonlinear programming
KW - 90C25 Convex programming
KW - Mathematics Subject Classification (2010): 90C22 Semidefinite programming
KW - 90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions)
KW - 90C32 Fractional programming
KW - 90C26 Nonconvex programming, global optimization
UR - https://www.scopus.com/pages/publications/84905572321
U2 - 10.1007/s10107-013-0690-8
DO - 10.1007/s10107-013-0690-8
M3 - Article
SN - 0025-5610
VL - 146
SP - 325
EP - 350
JO - Mathematical Programming
JF - Mathematical Programming
IS - 1-2
ER -