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How can I use CVX to solve the following fractional quadratic problem?
Nonconvex
Dashan_Huang
(Dashan Huang)
May 11, 2015, 11:27pm
1
maximize x‘Px / x’Qx, st. Ax = b, where P and Q are both positive semi-definite. Thank you.
mcg
(Michael C. Grant)
May 12, 2015, 12:45am
2