Lecture 6: (Generalized) Linear-Fractional Program

author: Stephen P. Boyd, Department of Electrical Engineering, Stanford University
published: Aug. 17, 2010,   recorded: January 2008,   views: 4543
released under terms of: Creative Commons Attribution Non-Commercial (CC-BY-NC)

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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

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