Timeline for Linear approximation of fraction for a maximization problem
Current License: CC BY-SA 4.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| May 7 at 3:08 | comment | added | prubin♦ | My answer applied to the original question (real-valued parameters). | |
| May 7 at 0:21 | comment | added | Muhammad | can you show how transformation can done as this is not a standard fraction program. | |
| May 6 at 15:35 | comment | added | prubin♦ | The use of the auxiliary variable does not change the fact that you are maximizing a convex quadratic function. I do not see a way to convert this to a SOCP. | |
| May 6 at 8:19 | comment | added | Muhammad | Yes, I have faced this issue, but I am not sure what to do. What if I apply Charnes Copper transformation and then try to maximise it by the introduction of auxiliary variable $max_{x,y,t } \mathbf{t}^2; t = \mathbf{a}\mathbf{y}; \mathbf{y} = 1/\mathbf{b} + \mathbf{x}$ | |
| May 6 at 5:03 | comment | added | Muhammad | can this or.stackexchange.com/questions/8957/… work in my case formulation as a socp ? | |
| May 4 at 18:55 | history | answered | prubin♦ | CC BY-SA 4.0 |