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On the Indefinite Quadratic Fractional Optimization with Two Quadratic Constraints

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Abstract

In this paper, we consider minimizing the ratio of two indefinite quadratic functions subject to two quadratic constraints. Using the extension of Charnes–Cooper transformation, we transform the problem to a homogenized quadratic problem. Then, we show that, under certain assumptions, it can be solved to global optimality using semidefinite optimization relaxation.

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Authors and Affiliations

  1. Department of Applied Mathematics, Faculty of Mathematical Sciences, University of Guilan, P.O. Box 1914, Rasht, Iran

    S. Fallahi & M. Salahi

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  1. S. Fallahi
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  2. M. Salahi
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Correspondence to M. Salahi.

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Communicated by Sándor Zoltán Németh.

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Fallahi, S., Salahi, M. On the Indefinite Quadratic Fractional Optimization with Two Quadratic Constraints. J Optim Theory Appl 162, 249–256 (2014). https://doi.org/10.1007/s10957-013-0417-2

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  • DOI: https://doi.org/10.1007/s10957-013-0417-2

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