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Results tagged with nonlinear-optimization
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user 482867
Nonlinear objectives, nonlinear constraints, non-convex objective, non-convex feasible region.
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Optimization problem of the ratio of two quadric forms $f(x) = \frac{x^H A x}{x^H B x}$ [closed]
Let $A, B \in \mathbb{C}^{n\times n}$ be Hermitian matrices ($A^H = A$, $B^H = B$). $x \in \mathbb{C}^{n \times 1}$ is the decision variable, then optimization problem is \begin{equation}
\max\col …
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