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Convex optimization

About: Convex optimization is a research topic. Over the lifetime, 24906 publications have been published within this topic receiving 908795 citations. The topic is also known as: convex optimisation.


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Proceedings ArticleDOI
23 Apr 2006
TL;DR: A step toward a systematic way to carry out cross-layer design in the framework of “layering as optimization decomposition” for time-varying channel models for ad hoc wireless networks is presented.
Abstract: This paper considers jointly optimal design of crosslayer congestion control, routing and scheduling for ad hoc wireless networks. We first formulate the rate constraint and scheduling constraint using multicommodity flow variables, and formulate resource allocation in networks with fixed wireless channels (or single-rate wireless devices that can mask channel variations) as a utility maximization problem with these constraints. By dual decomposition, the resource allocation problem naturally decomposes into three subproblems: congestion control, routing and scheduling that interact through congestion price. The global convergence property of this algorithm is proved. We next extend the dual algorithm to handle networks with timevarying channels and adaptive multi-rate devices. The stability of the resulting system is established, and its performance is characterized with respect to an ideal reference system which has the best feasible rate region at link layer. We then generalize the aforementioned results to a general model of queueing network served by a set of interdependent parallel servers with time-varying service capabilities, which models many design problems in communication networks. We show that for a general convex optimization problem where a subset of variables lie in a polytope and the rest in a convex set, the dual-based algorithm remains stable and optimal when the constraint set is modulated by an irreducible finite-state Markov chain. This paper thus presents a step toward a systematic way to carry out cross-layer design in the framework of “layering as optimization decomposition” for time-varying channel models.

562 citations

Journal ArticleDOI
TL;DR: It is proven that the feasibility of the randomized solutions for all other convex programs can be bounded based on the feasibility for the prototype class of fully-supported problems, which means that all fully- supported problems share the same feasibility properties.
Abstract: Many optimization problems are naturally delivered in an uncertain framework, and one would like to exercise prudence against the uncertainty elements present in the problem. In previous contributions, it has been shown that solutions to uncertain convex programs that bear a high probability to satisfy uncertain constraints can be obtained at low computational cost through constraint randomization. In this paper, we establish new feasibility results for randomized algorithms. Specifically, the exact feasibility for the class of the so-called fully-supported problems is obtained. It turns out that all fully-supported problems share the same feasibility properties, revealing a deep kinship among problems of this class. It is further proven that the feasibility of the randomized solutions for all other convex programs can be bounded based on the feasibility for the prototype class of fully-supported problems. The feasibility result of this paper outperforms previous bounds and is not improvable because it is exact for fully-supported problems.

559 citations

Journal ArticleDOI
TL;DR: It is demonstrated that convex optimization provides an indispensable set of tools for beamforming, enabling rigorous formulation and effective solution of both long-standing and emerging design problems.
Abstract: In this article, an overview of advanced convex optimization approaches to multisensor beamforming is presented, and connections are drawn between different types of optimization-based beamformers that apply to a broad class of receive, transmit, and network beamformer design problems. It is demonstrated that convex optimization provides an indispensable set of tools for beamforming, enabling rigorous formulation and effective solution of both long-standing and emerging design problems.

558 citations

Journal ArticleDOI
TL;DR: This paper presents a new approach to guaranteed state estimation for non-linear discrete-time systems with a bounded description of noise and parameters with an algorithm to compute a set that contains the states consistent with the measured output and the given Noise and parameters.

555 citations

Journal ArticleDOI
28 Jun 2009
TL;DR: The idea of the proposed solution (modified-CS) is to solve a convex relaxation of the following problem: find the signal that satisfies the data constraint and is sparsest outside of T, and obtain sufficient conditions for exact reconstruction using modified-CS.
Abstract: We study the problem of reconstructing a sparse signal from a limited number of its linear projections when a part of its support is known, although the known part may contain some errors. The “known” part of the support, denoted T, may be available from prior knowledge. Alternatively, in a problem of recursively reconstructing time sequences of sparse spatial signals, one may use the support estimate from the previous time instant as the “known” part. The idea of our proposed solution (modified-CS) is to solve a convex relaxation of the following problem: find the signal that satisfies the data constraint and is sparsest outside of T. We obtain sufficient conditions for exact reconstruction using modified-CS. These are much weaker than those needed for compressive sensing (CS) when the sizes of the unknown part of the support and of errors in the known part are small compared to the support size. An important extension called regularized modified-CS (RegModCS) is developed which also uses prior signal estimate knowledge. Simulation comparisons for both sparse and compressible signals are shown.

553 citations


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Performance
Metrics
No. of papers in the topic in previous years
YearPapers
2023392
2022849
20211,461
20201,673
20191,677
20181,580