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Main Authors: Yang, Chengmiao, Jiao, Liguo, Lee, Jae Hyoung
Format: Preprint
Published: 2024
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Online Access:https://arxiv.org/abs/2401.16716
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author Yang, Chengmiao
Jiao, Liguo
Lee, Jae Hyoung
author_facet Yang, Chengmiao
Jiao, Liguo
Lee, Jae Hyoung
contents In this paper, we study a class of nonsmooth fractional programs {\rm (FP, for short)} with SOS-convex semi-algebraic functions. Under suitable assumptions, we derive a strong duality result between the problem (FP) and its semidefinite programming (SDP) relaxations. Remarkably, we extract an optimal solution of the problem (FP) by solving one and only one associated SDP problem. Numerical examples are also given.
format Preprint
id arxiv_https___arxiv_org_abs_2401_16716
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle A parameter-free approach for solving SOS-convex semi-algebraic fractional programs
Yang, Chengmiao
Jiao, Liguo
Lee, Jae Hyoung
Optimization and Control
90C32, 90C22, 90C23
In this paper, we study a class of nonsmooth fractional programs {\rm (FP, for short)} with SOS-convex semi-algebraic functions. Under suitable assumptions, we derive a strong duality result between the problem (FP) and its semidefinite programming (SDP) relaxations. Remarkably, we extract an optimal solution of the problem (FP) by solving one and only one associated SDP problem. Numerical examples are also given.
title A parameter-free approach for solving SOS-convex semi-algebraic fractional programs
topic Optimization and Control
90C32, 90C22, 90C23
url https://arxiv.org/abs/2401.16716