Journal
JOURNAL OF APPLIED MATHEMATICS AND COMPUTING
Volume 69, Issue 1, Pages 589-602Publisher
SPRINGER HEIDELBERG
DOI: 10.1007/s12190-022-01762-7
Keywords
Fractional programming; Minimax optimization; Quadratic programming; Semidefinite programming; Global optimization
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This paper proposes a solution to the complex quadratic double-ratio minimax optimization problem and evaluates the efficiency of the algorithm through numerical examples.
Complex quadratic double-ratio minimax optimization (CQRMO) problem under a quadratic constraint has the potential to solve the total least squares problem. In order to solve it, a variant of S-Lemma is proposed and found to be interesting because it leads to a generalized linear conic fractional problem. Then, we achieve the global optimum of CQRMO problem with a quadratic constraint by using two algorithms for the generalized linear conic fractional problem. The efficiency of the proposed algorithms is evaluated by several numerical examples.
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