Global solutions to fractional programming problem with ratio of nonconvex functions

نویسندگان

  • Ning Ruan
  • David Y. Gao
چکیده

This paper presents a canonical dual approach for minimizing a sum of quadratic function and a ratio of nonconvex functions in R. By introducing a parameter, the problem is first equivalently reformed as a nonconvex polynomial minimization with elliptic constraint. It is proved that under certain conditions, the canonical dual is a concave maximization problem in R that exhibits no duality gap. Therefore, the global optimal solution of the primal problem can be obtained by solving the canonical dual problem.

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عنوان ژورنال:
  • Applied Mathematics and Computation

دوره 255  شماره 

صفحات  -

تاریخ انتشار 2015