Conditional gradient method for double-convex fractional programming matrix problems (Q1706413)

The authors consider the problem of optimizing the ratio of two convex functions over a closed and convex set in the space of matrices. In general, the objective function is nonconvex but, nevertheless, the problem has some special features. Taking advantage of these features, a conditional gradient method is proposed and analyzed, which is suitable for matrix problems. Numerical experiments are presented.