Convex Separable Problems With Linear Constraints in Signal Processing and Communications

被引：25
作者：
D'Amico, Antonio A. [1 ]
Sanguinetti, Luca [1 ,2 ]
Palomar, Daniel P. [3 ]
机构：
[1] Univ Pisa, Dipartimento Ingn Informaz, I-56125 Pisa, Italy
[2] Supelec, Gif Sur Yvette, France
[3] Hong Kong Univ Sci & Technol, Dept Elect & Comp Engn, Kowloon, Hong Kong, Peoples R China
来源：
IEEE TRANSACTIONS ON SIGNAL PROCESSING | 2014年 / 62卷 / 22期
关键词：
Convex problems; box constraints; cave-filling; linear constraints; multi-level cave-filling; multi-level water-filling; power allocation; separable functions; water-filling; MIMO CHANNELS; PRIMAL DECOMPOSITION; RELAY NETWORKS; SYSTEMS; DESIGN; TRANSCEIVERS; OPTIMIZATION; ALLOCATION;
D O I：
10.1109/TSP.2014.2360143
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
In this paper, we focus on separable convex optimization problems with box constraints and a specific set of linear constraints. The solution is given in closed-form as a function of some Lagrange multipliers that can be computed through an iterative procedure in a finite number of steps. Graphical interpretations are given casting valuable insights into the proposed algorithm and allowing to retain some of the intuition spelled out by the water-filling policy. It turns out that it is not only general enough to compute the solution to different instances of the problem at hand, but also remarkably simple in the way it operates. We also show how some power allocation problems in signal processing and communications can be solved with the proposed algorithm.
引用
收藏
页码：6045 / 6058
页数：14
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