A practical but rigorous approach to sum-of-ratios optimization in geometric applications
In this paper, we develop an algorithm for minimizing the L q norm of a vector whose components are linear fractional functions, where q is an arbitrary positive integer. The problem is a kind of sum-of-ratios optimization problem, and often occurs in computer vision. In that case, it is characterized by a large number of ratios and a small number of variables. The algorithm we propose here exploits this feature and generates a globally optimal solution in a practical amount of computational time. Copyright Springer Science+Business Media, LLC 2013
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Volume (Year): 54 (2013)
Issue (Month): 1 (January)
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- James E. Falk & Richard M. Soland, 1969. "An Algorithm for Separable Nonconvex Programming Problems," Management Science, INFORMS, vol. 15(9), pages 550-569, May.
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