Complete solutions to nonconvex fractional programming problems

David Yang Gao; Ning Ruan

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arXiv · 1211.4664

Complete solutions to nonconvex fractional programming problems

David Yang Gao·Ning Ruan

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Abstract

This paper presents a canonical dual approach to the problem of minimizing the sum of a quadratic function and the ratio of nonconvex function and quadratic functions, which is a type of non-convex optimization problem subject to an elliptic constraint. We first relax the fractional structure by introducing a family of parametric subproblems. Under certain conditions, we show that the canonical dual of each subproblem becomes a two-dimensional concave maximization problem that exhibits no duality gap. Since the infimum of the optima of the parameterized subproblems leads to a solution to the original problem, we then derive some optimality conditions and existence conditions for finding a global minimizer of the original problem.

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David Yang Gao, Ning Ruan. 2012-11-20. Complete solutions to nonconvex fractional programming problems. https://arxiv.org/abs/1211.4664

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