학술논문

A parameter-free approach for solving SOS-convex semi-algebraic fractional programs
Document Type
Working Paper
Source
Subject
Mathematics - Optimization and Control
90C32, 90C22, 90C23
Language
Abstract
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.
Comment: 22 pages