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Quadratic double-ratio minimax optimization |
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| Affiliation: | 1. Faculty of Mathematics, Statistics and Computer Science, Semnan University, Semnan, Iran;2. LMIB of the Ministry of Education, School of Mathematics and System Sciences, Beihang University, Beijing, 100191, PR China |
| Abstract: | The quadratic double-ratio minimax optimization (QRM) admits a generalized linear conic fractional reformulation. It leads to two algorithms to globally solve (QRM) from the primal and dual sides, respectively. The hidden convexity of (QRM) remains unknown except for the special case when both denominators are equal. |
| Keywords: | Fractional programming Minimax optimization Quadratic programming Semidefinite programming Global optimization |
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