Quadratic Convex–Concave Minimax Optimization

In this paper, we study the nonconvex quadratic convex–concave minimax fractional optimization problem (P). First, based on the S-lemma and the convex Farkas lemma, we transform (P) into a generalized linear conic fractional reformulation. Second, two classes of algorithms are applied to globally solve (P). Finally, numerical results demonstrate the feasibility and validity of these algorithms.