Maximizing the sum of a generalized Rayleigh quotient and another Rayleigh quotient on the unit sphere via semidefinite programming - Nguyen, Van-Bong; Sheu, Ruey-Lin; Xia, Yong (Journal of global optimization, 2016)
Keywords: Algorithms; Computer Science; Discriminant analysis; Eigenvalues; Intervals; Investment analysis; Mathematical analysis; Mathematical models; Mathematics; Mathematics and Statistics; Maximization; Operations Research/Decision Theory; Optimization; Polynomials; Programming; Quadratic programming; Quotients; Rankings; Ratios; Rayleigh number; Real Functions; Semidefinite programming; Studies; Texts; Semidefinite programming; Quadratic fit line search; S-Lemma; 90C25; 90C22; Fractional programming; Quadratically constrained quadratic programming; (Generalized) Rayleigh quotient