Global Optimization of Mixed-Integer Bound-Constrained Quadratic Fractional Problems
Abstract
We study mixed-integer quadratic fractional optimization problems with binary and continuous box-constrained variables. The objective is the ratio of two quadratic functions, a structure that arises naturally in portfolio selection, signal processing, and data analytics. We propose an exact algorithm based on Dinkelbach's parametric reformulation. At each Dinkelbach iteration, the fractional problem is replaced by a nonconvex mixed-integer quadratic subproblem with box constraints. This subproblem is solved globally by a specialized branch-and-bound solver. To accelerate the outer scheme, we use a Variable Neighborhood Search heuristic to provide an initial feasible solution to the Dinkelbach scheme. The heuristic alternates between continuous local searches and a binary-space exploration phase in which the continuous variables of a feasible incumbent are fixed. Numerical results show that the proposed approach outperforms general-purpose exact algorithms based on Dinkelbach's parametric reformulation.
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BibTeX
@misc{locatelli2026global,
title = {{Global Optimization of Mixed-Integer Bound-Constrained Quadratic Fractional Problems}},
author = {Marco Locatelli and Veronica Piccialli and Antonio M. Sudoso},
howpublished = {arXiv},
year = {2026},
month = oct,
doi = {10.48550/arxiv.2610.04755},
eprint = {2610.04755},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2610.04755},
}
RIS
TY - UNPB
TI - Global Optimization of Mixed-Integer Bound-Constrained Quadratic Fractional Problems
AU - Marco Locatelli
AU - Veronica Piccialli
AU - Antonio M. Sudoso
PY - 2026
DA - 2026/10/03
PB - arXiv
DO - 10.48550/arxiv.2610.04755
UR - https://arxiv.org/abs/2610.04755
AB - We study mixed-integer quadratic fractional optimization problems with binary and continuous box-constrained variables. The objective is the ratio of two quadratic functions, a structure that arises naturally in portfolio selection, signal processing, and data analytics. We propose an exact algorithm based on Dinkelbach's parametric reformulation. At each Dinkelbach iteration, the fractional problem is replaced by a nonconvex mixed-integer quadratic subproblem with box constraints. This subproblem is solved globally by a specialized branch-and-bound solver. To accelerate the outer scheme, we use a Variable Neighborhood Search heuristic to provide an initial feasible solution to the Dinkelbach scheme. The heuristic alternates between continuous local searches and a binary-space exploration phase in which the continuous variables of a feasible incumbent are fixed. Numerical results show that the proposed approach outperforms general-purpose exact algorithms based on Dinkelbach's parametric reformulation.
ER -