Lecture 6: (Generalized) Linear-Fractional Program
published: Aug. 17, 2010, recorded: January 2008, views: 4534
released under terms of: Creative Commons Attribution Non-Commercial (CC-BY-NC)
Report a problem or upload filesIf you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
If you can go down to the pad, last time we looked at linear fractional program. That’s a very famous – and maybe the most famous quasi-convex problem. There are lots of variations on it, and a variation – it’s a generalized linear fractional problem is this. You minimize a linear fractional function here. Now always in a linear fractional function, you have to decide which sign the denominator has, and by convention this would be positive. That technically has to be specified. ...
See the whole transcript at Convex Optimization I - Lecture 06
Link this pageWould you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !