On the Solution of a Nonconvex Fractional Quadratic Problem
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.
Keywords
Inconsistent linear inequalities, Fractional optimization, Convex optimization
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