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Copositivity and constrained fractional quadratic problems

Paula Amaral (paca***at***fct.unl.pt)
Immanuel Bomze (immanuel.bomze***at***univie.ac.at)
Joaquim Júdice (joaquim.judice***at***co.it.pt)

Abstract: We provide Completely Positive and Copositive Programming formulations for the Constrained Fractional Quadratic Problem (CFQP) and Standard Fractional Quadratic Problem (StFQP). Based on these formulations, Semidefinite Programming (SDP) relaxations are derived for finding good lower bounds to these fractional programs, which are used in a global optimization branch-and-bound approach. Applications of the CFQP and StFQP, related with the correction of infeasible linear systems and eigenvalue complementarity problems are also discussed.

Keywords: copositive optimization; conic duality; fractional programming

Category 1: Nonlinear Optimization (Constrained Nonlinear Optimization )

Category 2: Linear, Cone and Semidefinite Programming (Other )

Category 3: Global Optimization (Theory )

Citation: Technical Report TR-ISDS 2010-05, University of Vienna

Download: [PDF]

Entry Submitted: 06/02/2010
Entry Accepted: 06/02/2010
Entry Last Modified: 11/18/2011

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