On Minimizing Quadratically Constrained Ratio of Two Quadratic Functions
Journal of convex analysis, Tome 17 (2010) no. 3, pp. 789-804
Cet article a éte moissonné depuis la source Heldermann Verlag
We consider the nonconvex problem minimizing the ratio of two quadratic functions over finitely many nonconvex quadratic inequalities. Relying on the homogenization technique we establish a sufficient condition that warrants the attainment of an optimal solution. Our result allows to extend and recover known conditions for some interesting special instances of the problem and to derive further results on its algorithmic and modeling aspects.
@article{JCA_2010_17_3_JCA_2010_17_3_a6,
author = {A. Beck and M. Teboulle},
title = {On {Minimizing} {Quadratically} {Constrained} {Ratio} of {Two} {Quadratic} {Functions}},
journal = {Journal of convex analysis},
pages = {789--804},
year = {2010},
volume = {17},
number = {3},
url = {http://geodesic.mathdoc.fr/item/JCA_2010_17_3_JCA_2010_17_3_a6/}
}
TY - JOUR AU - A. Beck AU - M. Teboulle TI - On Minimizing Quadratically Constrained Ratio of Two Quadratic Functions JO - Journal of convex analysis PY - 2010 SP - 789 EP - 804 VL - 17 IS - 3 UR - http://geodesic.mathdoc.fr/item/JCA_2010_17_3_JCA_2010_17_3_a6/ ID - JCA_2010_17_3_JCA_2010_17_3_a6 ER -
A. Beck; M. Teboulle. On Minimizing Quadratically Constrained Ratio of Two Quadratic Functions. Journal of convex analysis, Tome 17 (2010) no. 3, pp. 789-804. http://geodesic.mathdoc.fr/item/JCA_2010_17_3_JCA_2010_17_3_a6/