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An efficient global optimization algorithm for maximizing the sum of two generalized Rayleigh quotients
| Content Provider | Semantic Scholar |
|---|---|
| Author | Wang, Xiaohui Wang, Longfei Xia, Yong |
| Copyright Year | 2017 |
| Abstract | Maximizing the sum of two generalized Rayleigh quotients (SRQ) can be reformulated as a one-dimensional optimization problem, where the function value evaluations are reduced to solving semi-definite programming (SDP) subproblems. In this paper, we first use the dual SDP subproblem to construct an explicit overestimation and then propose a branch-and-bound algorithm to globally solve (SRQ). Numerical results demonstrate that it is even more efficient than the recent SDP-based heuristic algorithm. |
| Starting Page | 4412 |
| Ending Page | 4422 |
| Page Count | 11 |
| File Format | PDF HTM / HTML |
| DOI | 10.1007/s40314-018-0575-9 |
| Alternate Webpage(s) | https://arxiv.org/pdf/1706.00596v2.pdf |
| Alternate Webpage(s) | https://doi.org/10.1007/s40314-018-0575-9 |
| Volume Number | 37 |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |
