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On Quadratic Programming with a Ratio Objective [article]

Aditya Bhaskara, Moses Charikar, Rajsekar Manokaran, Aravindan Vijayaraghavan
2011 arXiv   pre-print
As with other problems with ratio objectives (e.g. uniform sparsest cut), it seems difficult to obtain inapproximability results based on P!=NP.  ...  We also give a natural distribution on instances of QP-Ratio for which an n^ϵ approximation (for ϵ roughly 1/10) seems out of reach of current techniques.  ...  the quadratic programming objective i<j∈S a i,j x i x j to the (normalized) size of S.  ... 
arXiv:1101.1710v2 fatcat:ugdoaxaynzc4rgrm5xawslbvpu

On complementary quadratic fractional programming problem

Basiya Abdulrahim
2014 International Journal of Applied Mathematical Research  
In this paper, a class of optimization problems has been considered where quadratic fractional programming problem has an additional characteristic, i.e Complementary quadratic fractional programming problem  ...  (CQFPP) and consequently a convergent algorithm has been developed in the following discussion.  ...  In (1982) Gupta and Sharma had developed an algorithm for solving a quadratic complementary programming problem with indefinite [4] .  ... 
doi:10.14419/ijamr.v3i3.3138 fatcat:lwh47a2kyzdgdcr2q3dyja2xte

A new modified simplex method to solve quadratic fractional programming problem and compared it to a traditional simplex method by using pseudoaffinity of quadratic fractional functions

Nejmaddin A. Suleiman, Maher A. Nawkhass
2013 Applied Mathematical Sciences  
The special case for this problem was solved by Converting objective function to pseudoaffinity of quadratic fractional functions (PQFF) to a linear programming problem to be solved by simplex method.  ...  In this paper, we defined a new modified simplex method to solve quadratic fractional programming problem (QFPP) and suggested an algorithm for it.  ...  ., K. (2011) studies on Solving Quadratic Programming Problem with Extreme Point [2] . Also M. Biggs at (2005) worked on Nonlinear Optimization with Financial Applications [8] .  ... 
doi:10.12988/ams.2013.36298 fatcat:h4hxocdmabawnfxcispzglrgtq

Solution Methods for Linear Factorized Quadratic Optimization and Quadratic Fractional Optimization Problem

Sharma
2013 IOSR Journal of Mathematics  
Quadratic fractional program is an optimization problem wherein one either minimizes or maximizes a quadratic fractional objective function subject to finite number of linear inequality or equality constraints  ...  Like a linear fractional programming problem (LFPP), linear factorized quadratic optimization problem (LFQOP) and quadratic fractional optimization problem (LFQFOP) can be usefully applied in a wide range  ...  The technique moves from one extreme point to another, with a smaller value for the objective function f(x).  ... 
doi:10.9790/5728-0838186 fatcat:eawcl6qjyjh25jw22l2j7b56gq

Using Pseudoaffinity To Translation QFPP To LFPP

Basiya Abdulrahim
2017 Evaluation Study of Three Diagnostic Methods for Helicobacter pylori Infection  
In this paper, deal we with the problem of optimizing the ratio of two quadratic functions subject to a set linear constraints with the additional restriction that the optimal solution should also translation  ...  quadratic fractional programming problem (QFPP) to linear fractional programming problem (LFPP) by using pseudoaffinity after solving by modified simplex method.  ...  Moreover, in (2008) Fukushima and Hayashi have been addressed QFPP with quadratic constraints [8] . Abdulrahim, (2011) studies on solving QPP with extreme points [2] .  ... 
doi:10.24271/garmian.134 fatcat:o4unuwvbzfhf3papelpvkxvveu

Multi-way clustering and biclustering by the Ratio cut and Normalized cut in graphs

Neng Fan, Panos M. Pardalos
2010 Journal of combinatorial optimization  
In this paper, we consider the multi-way clustering problem based on graph partitioning models by the Ratio cut and Normalized cut. We formulate the problem using new quadratic models.  ...  Spectral relaxations, new semidefinite programming relaxations and linearization techniques are used to solve these problems.  ...  Ratio cut and Normalized cut in Sect. 2; Sect. 3 is a brief review of the spectral relaxation approaches; In Sect. 4, we present the semidefinite programming approaches; Sect. 5 includes the quadratically  ... 
doi:10.1007/s10878-010-9351-5 fatcat:5nethrsts5brhgcbv7nslr53pe

Optimal mean-variance portfolio selection using Cauchy–Schwarz maximization

Hsin-Hung Chen, Hsien-Tang Tsai, Dennis K. J. Lin
2011 Applied Economics  
Fund managers highly prioritize selecting portfolios with a high Sharpe ratio.  ...  Traditionally, this task can be achieved by revising the objective function of the Markowitz mean-variance portfolio model and then resolving quadratic programming problems to obtain the maximum Sharpe  ...  Specifically, fund managers can revise the objective function of Markowitz mean-variance model and then apply quadratic programming techniques to obtain the maximum Sharpe ratio portfolio.  ... 
doi:10.1080/00036840903388285 fatcat:gia6ari5obcljlqkpeu4e74hwe

Multi-objective optimization on mix proportions of HSHPC applied to SRC composite structures

Shan-Suo Zheng, Lei Zeng, Wei-Hong Zhang, Jie Zheng, Bin Wang, Lei Li
2008 International Journal for Simulation and Multidisciplinary Design Optimization  
Optimal mix design is implemented with an application of convergent sequential quadratic programming and based on Matlab language.  ...  For designing high strength and high performance concrete (HSHPC) applied to steel reinforced concrete (SRC) structures, a mathematical model of multi-objective and nonlinear optimization is established  ...  The optimum problem is solved by convergent sequence quadratic programming and the design program is compiled based on Matlab language [16, 17] .  ... 
doi:10.1051/ijsmdo:2008031 fatcat:figudrijtrei5pbrhm2tavvscy

MULTI-QUADRATIC DYNAMIC PROGRAMMING PROCEDURE OF EDGE– PRESERVING DENOISING FOR MEDICAL IMAGES

C. T. Pham, A. V. Kopylov
2015 The International Archives of the Photogrammetry, Remote Sensing and Spatial Information Sciences  
In this paper, we present a computationally efficient technique for edge preserving in medical image smoothing, which is developed on the basis of dynamic programming multi-quadratic procedure.  ...  Comparative study shows, that our algorithm has high accuracy to speed ratio, especially in the case of high-resolution medical images.  ...  ACKNOWLEDGEMENTS This work was supported by Russian Foundation for Basic Research (RFBR), project № 13-07-00529-a.  ... 
doi:10.5194/isprsarchives-xl-5-w6-101-2015 fatcat:5cnih34hxnfezkol72zmijio4y

NEW APPROACH FOR WOLFE'S MODIFIED SIMPLEX METHOD TO SOLVE QUADRATIC PROGRAMMING PROBLEMS

Kirtiwant P. Ghadle .
2015 International Journal of Research in Engineering and Technology  
This method is easy to solve quadratic programming problem (QPP) concern with non-linear programming problem (NLPP).  ...  In linear programming models, the characteristic assumption is the linearity of the objective function and constraints.  ...  INTRODUCTION Quadratic programming problems (QPP) deals with the nonlinear programming problem (NLPP) of maximizing (or minimizing) the quadratic objective function subject to a set of linear inequality  ... 
doi:10.15623/ijret.2015.0401055 fatcat:qqcgvzajqfgsrity4dt3rulzeq

Data-driven integration of regularized mean-variance portfolios [article]

Andrew Butler, Roy H. Kwon
2021 arXiv   pre-print
The resulting program is a parameterized penalized quadratic program (PPQP) whose primal and dual form are shown to be constrained quadratic programs (QPs).  ...  In this paper, we augment the standard MVO program with a convex combination of parameterized L_1 and L_2 norm penalty functions.  ...  Motivation for Norm Penalty Augmenting the objective of Program Equation ( 2 ) with the norm penalty (1) results in a parameterized penalized quadratic programs (PPQP), presented below: minimize z c P  ... 
arXiv:2112.07016v1 fatcat:qj3k77mkjvch7lvgxjvj7c22me

Building design optimization using sequential linear programming

Rekha Bhowmik
2007 Proceedings 2007 IEEE SoutheastCon  
In this paper a nonlinear programming approach is used for the minimization of total communication cost to determine the optimum room dimensions for each room.  ...  The nonlinear programming problem is solved by the Improved Move Limit Method of Sequential Linear Programming.  ...  The linear programming problem is solved with the following additional constraints on the movement of design variables If x k+1 is a feasible point, the objective function is checked for improvement [F  ... 
doi:10.1109/secon.2007.342952 fatcat:gteshsrzc5cibphozk5axjy2im

Building Design Optimization Using Sequential Linear Programming

Rekha Bhowmik
2008 Journal of Computers  
In this paper a nonlinear programming approach is used for the minimization of total communication cost to determine the optimum room dimensions for each room.  ...  The nonlinear programming problem is solved by the Improved Move Limit Method of Sequential Linear Programming.  ...  The linear programming problem is solved with the following additional constraints on the movement of design variables If x k+1 is a feasible point, the objective function is checked for improvement [F  ... 
doi:10.4304/jcp.3.4.58-64 fatcat:idhosqbebzgx3ej5o44i7yhxmq

Numerical Analyses of a Directed Graph Formulation of the Multistage Distribution Expansion Problem

M. Vaziri, K. Tomsovic, A. Bose
2004 IEEE Transactions on Power Delivery  
The approximate objective function is employed without sacrificing optimality. A complete nonlinear mathematical programming optimization is employed to identify the global optimum.  ...  Index Terms-Distribution expansion planning, mixed integer mathematical programming, multistage planning.  ...  The quadratic dominance ratio, Q/L ratio, may be used as a measure of linear or nonlinear dominance in a QP.  ... 
doi:10.1109/tpwrd.2004.829948 fatcat:lncu4iaprzcbflrij33dycrujy

A Proposed New Model for Denton Proportional Method Generalization in Quarterly Disaggregation of the Gross Domestic Product

Raïmi Aboudou Essessino, Guy Degla
2019 Mathematics Letters  
In fact, we group together on the one hand, all the elementary objective functions identified with respect to the various branches, and on the other hand, all the prescribed constraints according to the  ...  The proportional method proposed by Denton (1971) leads to solving several optimization programs and doesn't take into account the links between branches when searching for a quarterly GDP through indirect  ...  Theorem 1 If Ω is a normed vector space with finite dimension, then any finite value quadratic optimization problem on Ω admits (at least) a solution.  ... 
doi:10.11648/j.ml.20190504.12 fatcat:3qyg4by55jexjjvenj32inc5fe
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