
arXiv: 1811.06708
Constrained quasiconvex optimization problems appear in many fields, such as economics, engineering, and management science. In particular, fractional programming, which models ratio indicators such as the profit/cost ratio as fractional objective functions, is an important instance. Subgradient methods and their variants are useful ways for solving these problems efficiently. Many complicated constraint sets onto which it is hard to compute the metric projections in a realistic amount of time appear in these applications. This implies that the existing methods cannot be applied to quasiconvex optimization over a complicated set. Meanwhile, thanks to fixed point theory, we can construct a computable nonexpansive mapping whose fixed point set coincides with a complicated constraint set. This paper proposes an algorithm that uses a computable nonexpansive mapping for solving a constrained quasiconvex optimization problem. We provide convergence analyses for constant and diminishing step-size rules. Numerical comparisons between the proposed algorithm and an existing algorithm show that the proposed algorithm runs stably and quickly even when the running time of the existing algorithm exceeds the time limit.
fractional programming, Optimization and Control (math.OC), Nonsmooth analysis, nonlinear programming, FOS: Mathematics, Fractional programming, Nonconvex programming, global optimization, Mathematics - Optimization and Control
fractional programming, Optimization and Control (math.OC), Nonsmooth analysis, nonlinear programming, FOS: Mathematics, Fractional programming, Nonconvex programming, global optimization, Mathematics - Optimization and Control
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