# An efficient global optimization algorithm for maximizing the sum of two generalized Rayleigh quotients

@article{Wang2017AnEG, title={An efficient global optimization algorithm for maximizing the sum of two generalized Rayleigh quotients}, author={Xiaohui Wang and Longfei Wang and Yong Xia}, journal={Computational and Applied Mathematics}, year={2017}, volume={37}, pages={4412-4422} }

Maximizing the sum of two generalized Rayleigh quotients (SRQ) can be reformulated as a one-dimensional optimization problem, where the function value evaluations are reduced to solving semi-definite programming (SDP) subproblems. In this paper, we first use the dual SDP subproblem to construct an explicit overestimation and then propose a branch-and-bound algorithm to globally solve (SRQ). Numerical results demonstrate that it is even more efficient than the recent SDP-based heuristic…

## 3 Citations

### A Linear-Time Algorithm for Globally Maximizing the Sum of a Generalized Rayleigh Quotient and a Quadratic Form on the Unit Sphere

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- 2019

The problem, which is referred to as problem (P), of maximizing the sum of a generalized Rayleigh quotient and a quadratic form on the unit sphere is studied.

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### Buckling and free vibration analysis of non-prismatic columns using optimized shape functions and Rayleigh method

- EngineeringEuropean Journal of Mechanics - A/Solids
- 2022

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