On minimizing quadratically constrained ratio of two quadratic functions

Amir Beck*, Marc Teboulle

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

26 Scopus citations

Abstract

We consider the nonconvex problem of minimizing the ratio of two quadratic functions over finitely many nonconvex quadratic inequalities. Relying on the homogenization technique we establish a sufficient condition that warrants the attainment of an optimal solution. Our result allows to extend and recover known conditions for some interesting special instances of the problem and to derive further results on its algorithmic and modeling aspects.

Original languageEnglish
Pages (from-to)789-804
Number of pages16
JournalJournal of Convex Analysis
Volume17
Issue number3-4
StatePublished - 2010

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