A parameter-free approach for solving SOS-convex semi-algebraic fractional programs

Chengmiao Yang; Liguo Jiao; Jae Hyoung Lee

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arXiv · 2401.16716

A parameter-free approach for solving SOS-convex semi-algebraic fractional programs

Chengmiao Yang·Liguo Jiao·Jae Hyoung Lee

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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.

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BibTeX RIS

Chengmiao Yang, Liguo Jiao, Jae Hyoung Lee. 2024-01-30. A parameter-free approach for solving SOS-convex semi-algebraic fractional programs. https://arxiv.org/abs/2401.16716

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