Global solutions to fractional programming problem with ratio of nonconvex functions
نویسندگان
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