TY - JOUR
T1 - Quadratic fractional programming under asymptotic analysis
AU - Lara, F.
N1 - Publisher Copyright:
© Heldermann Verlag
PY - 2019
Y1 - 2019
N2 - This paper considers the quadratic fractional programming problem, which minimizes a ratio of two functions; a quadratic (not necessarily convex) function over an a affine function on an unbounded set. As is well-known, if the quadratic function is convex or quasiconvex, then the quadratic fractional function is pseudoconvex, a particular case of the quasiconvex minimization problem. Thus, we develop optimality conditions for the general case by introducing a generalized asymptotic function to deal with quasiconvexity. We established two characterization results for the nonemptiness and compactness for the set of minimizers of any quasiconvex function. In addition, an extension for the Frank-Wolfe theorem from the quadratic to the quadratic fractional problem will be given. Finally, applications to pseudoconvex quadratic fractional programming are also provided.
AB - This paper considers the quadratic fractional programming problem, which minimizes a ratio of two functions; a quadratic (not necessarily convex) function over an a affine function on an unbounded set. As is well-known, if the quadratic function is convex or quasiconvex, then the quadratic fractional function is pseudoconvex, a particular case of the quasiconvex minimization problem. Thus, we develop optimality conditions for the general case by introducing a generalized asymptotic function to deal with quasiconvexity. We established two characterization results for the nonemptiness and compactness for the set of minimizers of any quasiconvex function. In addition, an extension for the Frank-Wolfe theorem from the quadratic to the quadratic fractional problem will be given. Finally, applications to pseudoconvex quadratic fractional programming are also provided.
KW - Asymptotic functions
KW - Frank-wolfe theorem
KW - Nonconvex optimization
KW - Optimality conditions
KW - Quadratic fractional programming
KW - Quasiconvexity
KW - Second order asymptotic functions
UR - https://www.scopus.com/pages/publications/85056492064
M3 - Article
AN - SCOPUS:85056492064
SN - 0944-6532
VL - 26
SP - 15
EP - 32
JO - Journal of Convex Analysis
JF - Journal of Convex Analysis
IS - 1
ER -