Copositivity and constrained fractional quadratic problems

• 成果类型: Article
• 署名作者: Amaral, Paula; Bomze, Immanuel M.; Judice, Joaquim
• 署名单位: Universidade Nova de Lisboa; University of Vienna; Universidade de Coimbra; Institute of Telecommunications - Coimbra; Universidade de Coimbra
• 刊物名称: MATHEMATICAL PROGRAMMING
• ISSN/ISSBN: 0025-5610
• DOI: 10.1007/s10107-013-0690-8
• 发表日期: 2014
• 页码: 325-350
• 关键词: total least-squares; global optimization; semidefinite; algorithm; SYSTEM; number; branch; bounds; ratio

摘要

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.