SDO and LDO relaxation approaches to complex fractional quadratic optimization

This paper examines a complex fractional quadratic optimization problem subject to two quadratic constraints. The original problem is transformed into a parametric quadratic programming problem by the well-known classical Dinkelbach method. Then a semidefinite and Lagrangian dual optimization approa...

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Published inR.A.I.R.O. Recherche opérationnelle Vol. 55; pp. S2241 - S2258
Main Authors Ashrafi, Ali, Zare, Arezu
Format Journal Article
LanguageEnglish
Published Paris EDP Sciences 2021
Subjects
Algorithms
Iterative methods
Optimization
Quadratic programming
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Summary:This paper examines a complex fractional quadratic optimization problem subject to two quadratic constraints. The original problem is transformed into a parametric quadratic programming problem by the well-known classical Dinkelbach method. Then a semidefinite and Lagrangian dual optimization approaches are presented to solve the nonconvex parametric problem at each iteration of the bisection and generalized Newton algorithms. Finally, the numerical results demonstrate the effectiveness of the proposed approaches.
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ISSN:0399-0559
1290-3868
DOI:10.1051/ro/2020090