Is there an efficient way (for example to convexify, lower bound (except special cases), or something like that) to optimize quadratic fractions?
For example: $$ min_x \frac{x^\top A x + x^\top B + C}{ x^\top D x + x^\top E + F } $$
Is there an efficient way (for example to convexify, lower bound (except special cases), or something like that) to optimize quadratic fractions?
For example: $$ min_x \frac{x^\top A x + x^\top B + C}{ x^\top D x + x^\top E + F } $$
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I found this paper. It gives a very high level description,but I think you will find what are you looking for there.
In short, this paper uses Newton method to obtain upper and lower bounds on the objective and later uses the solution of a CDT subproblem(defined therein) to obtain solutions.
Can you tell where have you encountered such objective functions? I am curious.