Comp. Appl. Math.
DOI 10.1007/s40314-014-0199-7
Parametric approach for solving quadratic fractional
optimization with a linear and a quadratic constraint
Maziar Salahi · Saeed Fallahi
Received: 13 May 2014 / Revised: 27 September 2014 / Accepted: 19 October 2014
© SBMAC - Sociedade Brasileira de Matemática Aplicada e Computacional 2014
Abstract This paper studies a class of nonconvex fractional minimization problem in which
the feasible region is the intersection of the unit ball with a single linear inequality con-
straint. First, using Dinkelbach’s idea, it is shown that finding the global optimal solution of
the underlying problem is equivalent to find the unique root of a function. Then using a diag-
onalization technique, we present an efficient method to solve the indefinite quadratic mini-
mization problem with the original problem’s constraints within a generalized Newton-based
iterative algorithm. Our preliminary numerical experiments on several randomly generated
test problems show that the new approach is much faster in finding the global optimal solu-
tion than the known semidefinite relaxation approach, especially when solving large-scale
problems.
Keywords Fractional optimization · Extended trust region subproblems · Global
optimization · Generalized Newton method · Semidefinite optimization relaxation
Mathematics Subject Classification 90C32 · 90C26 · 90C22
1 Introduction
Consider the following quadratic fractional problem (QFP)
min
x
T
A
1
x + b
T
1
x + c
1
x
T
A
2
x + b
T
2
x + c
2
(QFP)
Communicated by Natasa Krejic.
M. Salahi (B ) · S. Fallahi
Faculty of Mathematical Sciences, University of Guilan, Rasht, Iran
e-mail: salahim@guilan.ac.ir; salahi.maziar@gmail.com
S. Fallahi
e-mail: saeedf808@gmail.com
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