Copositivity and constrained fractional quadratic programs

P. Amaral, I. M. Bomze and J. Júdice

Abstract

We provide Completely Positive and Copositive Programming formulations for the Constrained Fractional Quadratic Problem (CFQP) and Standard Fractional Quadratic Problem (StFQP). Based on these formulations, Semidefinite Programming (SDP) relaxations are derived for finding good lower bounds to these fractional programs, which are used in a global optimization branch-and-bound approach. Applications of the CFQP and StFQP, related with the correction of infeasible linear systems and eigenvalue complementarity problems are also discussed.