On the Solution of a Nonconvex Fractional Quadratic Problem

Authors

  • Saeed Ketabchi Faculty of Mathematical Science, University of Guilan
  • Maziar Salahi Faculty of Mathematical Science, University of Guilan
  • Malihe BehboodiKahoo Faculty of Mathematical Science, University of Guilan

Keywords:

Inconsistent linear inequalities, ‎ ‎Fractional optimization‎, ‎Convex optimization

Abstract

‎In this paper‎, ‎we give an algorithm for solving a class of nonconvex fractional problems that may arise during‎

‎a correction of inconsistent set of linear inequalities.‎

‎first we show that for rank deficient matrices‎, ‎an‎

‎optimal solution for a nonconvex fractional minimization problem‎

‎can be obtained via convex optimization approach‎. ‎Then, an iterative

‎algorithm is designed to solve the problem in the full rank case.‎

‎Finally‎, ‎an illustrative numerical example is presented.‎

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Published

2015-06-28

Issue

Vol. 9

Section

Vol. 9, No. 2, (2015)

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