Using the notions of asymptotic cone and function, Lara [J. Convex Analysis 26 (2019) 15–32] proposed necessary and sufficient conditions for the existence of minimizers of quadratic fractional programming (QFP) problems. This result could be seen as the first extension of the Frank-Wolfe theorem from the quadratic to the quadratic fractional case. However, the asymptotically linear assumption is quite strong and the denominator of the objective function must be linear. In this paper, we present a new class of convex sets, which contains the previous class of asymptotically linear sets. By using the obtained results we propose necessary and sufficient conditions for the existence of solutions of QFP problems. Finally, we use the above results to investigate the boundedness or unboundedness of the global solution set and the stability for global solution map of a class of QFP problems.

Contact details are reproduced from the original publication and may be historical.

  1. A. Auslender, M. Teboulle: Asymptotic Cones and Functions in Optimization and Variational Inequalities, Springer, New York (2003).Google Scholar
  2. B. Bank, J. Guddat, D. Klatte, B. Kummer, K. Tammer: Non-Linear Parametric Optimization, Akademie-Verlag, Berlin (1982).https://doi.org/10.1007/978-3-0348-6328-5Google Scholar
  3. E. G. Belousov: Introduction to Convex Analysis and Integer Programming, Moscow University Publications, Moscow (1977).Google Scholar
  4. J. F. Bonnans, A. Shapiro: Perturbation Analysis of Optimization Problems, Springer, New York (2000).https://doi.org/10.1007/978-1-4612-1394-9Google Scholar
  5. B. C. Eaves: On quadratic programming, Manage. Sci. 17 (1971) 698–711.https://doi.org/10.1287/mnsc.17.11.698Google Scholar
  6. F. Flores-Bazán, G. Cárcamo: A geometric characterization of strong duality in nonconvex quadratic programming with linear and nonconvex quadratic constraints, Math. Program. 145 (2014) 263–290.https://doi.org/10.1007/s10107-013-0647-yGoogle Scholar
  7. M. Frank, P. Wolfe: An algorithm for quadratic programming, Naval Res. Logist. Quart. 3 (1956) 95–110.https://doi.org/10.1002/nav.3800030109Google Scholar
  8. R. Horst, P. M. Pardalos (eds.): Handbook of Global Optimization, Kluwer Academic Publishers, Dordrecht (1995).https://doi.org/10.1007/978-1-4615-2025-2Google Scholar
  9. A. Iusem, F. Lara: Second order asympotic functions and applications to quadratic programming, J. Convex Analysis 25 (2018) 271–291.https://doi.org/10.68381/jca25016Google Scholar
  10. A. Iusem, F. Lara: Quasiconvex optimization problems and asymptotic analysis in Banach spaces, Optimization (2019), published online.https://doi.org/10.1080/02331934.2019.1612893Google Scholar
  11. D. S. Kim, N. N. Tam, N. D. Yen: Solution existence and stability of quadratic of quadratically constrained convex quadratic programs, Optim. Letters 6 (2012) 363–373.https://doi.org/10.1007/s11590-011-0300-8Google Scholar
  12. B. Kummer: Globale Stabilität quadratischer Optimierungsprobleme, Wiss. Zeitschrift Humboldt Univ. Berlin, Math.-Nat. Reihe 26/5 (1977) 565–569.Google Scholar
  13. F. Lara: Quadratic fractional programming under asymptotic analysis, J. Convex Analysis 26 (2019) 15–32.https://doi.org/10.68381/jca26002Google Scholar
  14. Z. Q. Luo, J. S. Pang, D. Ralph: Mathematical Programs with Equilibrium Constraints, Cambridge University Press, Cambridge (1996).https://doi.org/10.1017/CBO9780511983658Google Scholar
  15. Z. Q. Luo, S. Zhang: On extensions of the Frank-Wolfe theorems, Comput. Optim. Appl. 13 (1999) 87–110.https://doi.org/10.1023/A:1008652705980Google Scholar
  16. J. E. Martínez-Legaz, D. Noll, W. Sosa: Minimization of quadratic functions on convex sets without asymptotes, J. Convex Analysis 25 (2018) 623–641.https://doi.org/10.68381/jca25038Google Scholar
  17. T. V. Nghi: Coderivatives related to parametric extended trust region subproblem and their applications, Taiwanese J. Math. 22 (2018) 485–511.https://doi.org/10.11650/tjm/170907Google Scholar
  18. T. V. Nghi: On stability of solutions to parametric generalized affine variational inequalities, Optimization 67 (2018) 269–285.https://doi.org/10.1080/02331934.2017.1394297Google Scholar
  19. T. V. Nghi, N. N. Tam: Continuity and directional differentiability of the value function in parametric quadratically constrained nonconvex quadratic programs, Acta Math. Vietnam. 42 (2017) 311–336.https://doi.org/10.1007/s40306-016-0179-7Google Scholar
  20. T. V. Nghi, N. N. Tam: Stability for parametric extended trust region subproblems, Pac. J. Optimization 15 (2019) 111–129.Google Scholar
  21. S. M. Robinson: Generalized equations and their solutions. I: Basic theory, Math. Program. Study 10 (1979) 128–141.https://doi.org/10.1007/BFb0120850Google Scholar
  22. R. T. Rockafellar: Convex Analysis, Princeton University Press, Princeton (1970).https://doi.org/10.1515/9781400873173Google Scholar
  23. N. N. Tam, T. V. Nghi: On the solution existence and stability of quadratically constrained nonconvex quadratic programs, Optimization Letters 12 (2018) 1045–1063.https://doi.org/10.1007/s11590-017-1163-4Google Scholar
  24. T. Terlaky: On lp programming, Eur. J. Oper. Res. 22 (1985) 70–100.https://doi.org/10.1016/0377-2217(85)90116-XGoogle Scholar

T. V. Nghi. “An Eaves Type Theorem for Quadratic Fractional Programming Problems and its Applications.” Journal of Convex Analysis 28 (2021), No. 4, 1073–1086. https://doi.org/10.68381/jca28062