Abstract
We study box-constrained total least squares problem (BTLS), which minimizes the ratio of two quadratic functions with lower and upper bounded constraints. We first prove that (BTLS) is NP-hard. Then we show that for fixed number of dimension, it is polynomially solvable. When the constraint box is centered at zero, a relative 4/7-approximate solution can be obtained in polynomial time based on SDP relaxation. For zero-centered and unit-box case, we show that the direct nontrivial least square relaxation could provide an absolute (n + 1)/2-approximate solution. In the general case, we propose an enhanced SDP relaxation for (BTLS). Numerical results demon-strate significant improvements of the new relaxation.
| Original language | English |
|---|---|
| Pages (from-to) | 439-449 |
| Number of pages | 11 |
| Journal | Numerical Algebra, Control and Optimization |
| Volume | 10 |
| Issue number | 4 |
| DOIs | |
| State | Published - Dec 2020 |
Keywords
- Approximation
- Fractional programming
- Quadratic optimization
- Semidefinite programming
- Total least squares
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