20,283 research outputs found
A new algorithm for generalized fractional programs
A new dual problem for convex generalized fractional programs with no duality gap is presented and it is shown how this dual problem can be efficiently solved using a parametric approach. The resulting algorithm can be seen as “dual†to the Dinkelbach-type algorithm for generalized fractional programs since it approximates the optimal objective value of the dual (primal) problem from below. Convergence results for this algorithm are derived and an easy condition to achieve superlinear convergence is also established. Moreover, under some additional assumptions the algorithm also recovers at the same time an optimal solution of the primal problem. We also consider a variant of this new algorithm, based on scaling the “dual†parametric function. The numerical results, in case of quadratic-linear ratios and linear constraints, show that the performance of the new algorithm and its scaled version is superior to that of the Dinkelbach-type algorithms. From the computational results it also appears that contrary to the primal approach, the “dual†approach is less influenced by scaling.fractional programming;generalized fractional programming;Dinkelbach-type algorithms;quasiconvexity;Karush-Kuhn-Tucker conditions;duality
Globally Optimal Energy-Efficient Power Control and Receiver Design in Wireless Networks
The characterization of the global maximum of energy efficiency (EE) problems
in wireless networks is a challenging problem due to the non-convex nature of
investigated problems in interference channels. The aim of this work is to
develop a new and general framework to achieve globally optimal solutions.
First, the hidden monotonic structure of the most common EE maximization
problems is exploited jointly with fractional programming theory to obtain
globally optimal solutions with exponential complexity in the number of network
links. To overcome this issue, we also propose a framework to compute
suboptimal power control strategies characterized by affordable complexity.
This is achieved by merging fractional programming and sequential optimization.
The proposed monotonic framework is used to shed light on the ultimate
performance of wireless networks in terms of EE and also to benchmark the
performance of the lower-complexity framework based on sequential programming.
Numerical evidence is provided to show that the sequential fractional
programming framework achieves global optimality in several practical
communication scenarios.Comment: Accepted for publication in the IEEE Transactions on Signal
Processin
Energy-Efficient Power Control: A Look at 5G Wireless Technologies
This work develops power control algorithms for energy efficiency (EE)
maximization (measured in bit/Joule) in wireless networks. Unlike previous
related works, minimum-rate constraints are imposed and the
signal-to-interference-plus-noise ratio takes a more general expression, which
allows one to encompass some of the most promising 5G candidate technologies.
Both network-centric and user-centric EE maximizations are considered. In the
network-centric scenario, the maximization of the global EE and the minimum EE
of the network are performed. Unlike previous contributions, we develop
centralized algorithms that are guaranteed to converge, with affordable
computational complexity, to a Karush-Kuhn-Tucker point of the considered
non-convex optimization problems. Moreover, closed-form feasibility conditions
are derived. In the user-centric scenario, game theory is used to study the
equilibria of the network and to derive convergent power control algorithms,
which can be implemented in a fully decentralized fashion. Both scenarios above
are studied under the assumption that single or multiple resource blocks are
employed for data transmission. Numerical results assess the performance of the
proposed solutions, analyzing the impact of minimum-rate constraints, and
comparing the network-centric and user-centric approaches.Comment: Accepted for Publication in the IEEE Transactions on Signal
Processin
An SDP Approach For Solving Quadratic Fractional Programming Problems
This paper considers a fractional programming problem (P) which minimizes a
ratio of quadratic functions subject to a two-sided quadratic constraint. As is
well-known, the fractional objective function can be replaced by a parametric
family of quadratic functions, which makes (P) highly related to, but more
difficult than a single quadratic programming problem subject to a similar
constraint set. The task is to find the optimal parameter and then
look for the optimal solution if is attained. Contrasted with the
classical Dinkelbach method that iterates over the parameter, we propose a
suitable constraint qualification under which a new version of the S-lemma with
an equality can be proved so as to compute directly via an exact
SDP relaxation. When the constraint set of (P) is degenerated to become an
one-sided inequality, the same SDP approach can be applied to solve (P) {\it
without any condition}. We observe that the difference between a two-sided
problem and an one-sided problem lies in the fact that the S-lemma with an
equality does not have a natural Slater point to hold, which makes the former
essentially more difficult than the latter. This work does not, either, assume
the existence of a positive-definite linear combination of the quadratic terms
(also known as the dual Slater condition, or a positive-definite matrix
pencil), our result thus provides a novel extension to the so-called "hard
case" of the generalized trust region subproblem subject to the upper and the
lower level set of a quadratic function.Comment: 26 page
Approximate Convex Optimization by Online Game Playing
Lagrangian relaxation and approximate optimization algorithms have received
much attention in the last two decades. Typically, the running time of these
methods to obtain a approximate solution is proportional to
. Recently, Bienstock and Iyengar, following Nesterov,
gave an algorithm for fractional packing linear programs which runs in
iterations. The latter algorithm requires to solve a
convex quadratic program every iteration - an optimization subroutine which
dominates the theoretical running time.
We give an algorithm for convex programs with strictly convex constraints
which runs in time proportional to . The algorithm does NOT
require to solve any quadratic program, but uses gradient steps and elementary
operations only. Problems which have strictly convex constraints include
maximum entropy frequency estimation, portfolio optimization with loss risk
constraints, and various computational problems in signal processing.
As a side product, we also obtain a simpler version of Bienstock and
Iyengar's result for general linear programming, with similar running time.
We derive these algorithms using a new framework for deriving convex
optimization algorithms from online game playing algorithms, which may be of
independent interest
Computing hypergraph width measures exactly
Hypergraph width measures are a class of hypergraph invariants important in
studying the complexity of constraint satisfaction problems (CSPs). We present
a general exact exponential algorithm for a large variety of these measures. A
connection between these and tree decompositions is established. This enables
us to almost seamlessly adapt the combinatorial and algorithmic results known
for tree decompositions of graphs to the case of hypergraphs and obtain fast
exact algorithms.
As a consequence, we provide algorithms which, given a hypergraph H on n
vertices and m hyperedges, compute the generalized hypertree-width of H in time
O*(2^n) and compute the fractional hypertree-width of H in time
O(m*1.734601^n).Comment: 12 pages, 1 figur
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