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Global optimization of rational functions : A semidefinite programming approach

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  • Jibetean, D.
  • de Klerk, E.

    (Tilburg University, School of Economics and Management)

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  • Jibetean, D. & de Klerk, E., 2006. "Global optimization of rational functions : A semidefinite programming approach," Other publications TiSEM 25febbc3-cd0c-4eb7-9d37-d, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:25febbc3-cd0c-4eb7-9d37-d618f367634c
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/706333/globalopt.pdf
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    References listed on IDEAS

    as
    1. NESTEROV, Yu., 2000. "Squared functional systems and optimization problems," LIDAM Reprints CORE 1472, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. de Klerk, E. & Pasechnik, D.V., 2004. "Products of positive forms, linear matrix inequalities, and Hilbert 17th problem for ternary forms," Other publications TiSEM 90713b98-8cb2-4d0c-981c-8, Tilburg University, School of Economics and Management.
    3. de Klerk, Etienne & Pasechnik, Dmitrii V., 2004. "Products of positive forms, linear matrix inequalities, and Hilbert 17th problem for ternary forms," European Journal of Operational Research, Elsevier, vol. 157(1), pages 39-45, August.
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    Cited by:

    1. Philipp Renner & Karl Schmedders, 2020. "Discrete‐time dynamic principal–agent models: Contraction mapping theorem and computational treatment," Quantitative Economics, Econometric Society, vol. 11(4), pages 1215-1251, November.
    2. Philipp Renner & Karl Schmedders, 2017. "Dynamic Principal–Agent Models," Working Papers 203620456, Lancaster University Management School, Economics Department.
    3. Feng Guo & Li Wang & Guangming Zhou, 2014. "Minimizing rational functions by exact Jacobian SDP relaxation applicable to finite singularities," Journal of Global Optimization, Springer, vol. 58(2), pages 261-284, February.
    4. Jae Hyoung Lee & Liguo Jiao, 2018. "Solving Fractional Multicriteria Optimization Problems with Sum of Squares Convex Polynomial Data," Journal of Optimization Theory and Applications, Springer, vol. 176(2), pages 428-455, February.
    5. Etienne de Klerk & Jean B. Lasserre & Monique Laurent & Zhao Sun, 2017. "Bound-Constrained Polynomial Optimization Using Only Elementary Calculations," Mathematics of Operations Research, INFORMS, vol. 42(3), pages 834-853, August.
    6. Guangming Zhou & Qin Wang & Wenjie Zhao, 2020. "Saddle points of rational functions," Computational Optimization and Applications, Springer, vol. 75(3), pages 817-832, April.
    7. Eleftherios Couzoudis & Philipp Renner, 2013. "Computing generalized Nash equilibria by polynomial programming," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 77(3), pages 459-472, June.

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