Theory and Applications of Robust Optimization

In this paper we survey the primary research, both theoretical and applied, in the area of Robust Optimization (RO). Our focus is on the computational attractiveness of RO approaches, as well as the modeling power and broad applicability of the methodology. In addition to surveying prominent theoretical results of RO, we also present some recent results linking RO to adaptable models for multi-stage decision-making problems. Finally, we highlight applications of RO across a wide spectrum of domains, including finance, statistics, learning, and various areas of engineering.Comment: 50 page

Game theory-based resource allocation for secure WPCN multiantenna multicasting systems

This paper investigates a secure wireless-powered multiantenna multicasting system, where multiple power beacons (PBs) supply power to a transmitter in order to establish a reliable communication link with multiple legitimate users in the presence of multiple eavesdroppers. The transmitter has to harvest radio frequency (RF) energy from multiple PBs due to the shortage of embedded power supply before establishing its secure com- munication. We exploit a novel and practical scenario that the PBs and the transmitter may belong to different operators and a hierarchical energy interaction between the PBs and the transmitter is considered. Specifically, the monetary incentives are required for the PBs to assist the transmitter for secure communications. This leads to the formulation of a Stackelberg game for the secure wireless-powered multiantenna multicasting system, where the transmitter and the PB are modelled as leader and follower, respectively, each maximizing their own utility function. The closed-form Stackelberg equilibrium of the formulated game is then derived where we study various scenarios of eavesdroppers and legitimate users that can have impact on the optimality of the derived solutions. Finally, numerical results are provided to validate our proposed schemes

Game theory-based resource allocation for secure WPCN multiantenna multicasting systems

This paper investigates a secure wireless-powered multiantenna multicasting system, where multiple power beacons (PBs) supply power to a transmitter in order to establish a reliable communication link with multiple legitimate users in the presence of multiple eavesdroppers. The transmitter has to harvest radio frequency (RF) energy from multiple PBs due to the shortage of embedded power supply before establishing its secure com- munication. We exploit a novel and practical scenario that the PBs and the transmitter may belong to different operators and a hierarchical energy interaction between the PBs and the transmitter is considered. Specifically, the monetary incentives are required for the PBs to assist the transmitter for secure communications. This leads to the formulation of a Stackelberg game for the secure wireless-powered multiantenna multicasting system, where the transmitter and the PB are modelled as leader and follower, respectively, each maximizing their own utility function. The closed-form Stackelberg equilibrium of the formulated game is then derived where we study various scenarios of eavesdroppers and legitimate users that can have impact on the optimality of the derived solutions. Finally, numerical results are provided to validate our proposed schemes

Transmit Precoding for Interference Exploitation in the Underlay Cognitive Radio Z-channel

This paper introduces novel transmit beamforming approaches for the cognitive radio (CR) Z-channel. The proposed transmission schemes exploit non-causal information about the interference at the SBS to re-design the CR beamforming optimization problem. This is done with the objective to improve the quality of service (QoS) of secondary users by taking advantage of constructive interference in the secondary link. The beamformers are designed to minimize the worst secondary user's symbol error probability (SEP) under constraints on the instantaneous total transmit power, and the power of the instantaneous interference in the primary link. The problem is formulated as a bivariate probabilistic constrained programming (BPCP) problem. We show that the BPCP problem can be transformed for practical SEPs into a convex optimization problem that can be solved, e.g., by the barrier method. A computationally efficient tight approximate approach is also developed to compute the near-optimal solutions. Simulation results and analysis show that the average computational complexity per downlink frame of the proposed approximate problem is comparable to that of the conventional CR downlink beamforming problem. In addition, both the proposed methods offer significant performance improvements as compared to the conventional CR downlink beamforming, while guaranteeing the QoS of primary users on an instantaneous basis, in contrast to the average QoS guarantees of conventional beamformers

Distributed Robust Multi-Cell Coordinated Beamforming with Imperfect CSI: An ADMM Approach

Multi-cell coordinated beamforming (MCBF), where multiple base stations (BSs) collaborate with each other in the beamforming design for mitigating the inter-cell interference, has been a subject drawing great attention recently. Most MCBF designs assume perfect channel state information (CSI) of mobile stations (MSs); however CSI errors are inevitable at the BSs in practice. Assuming elliptically bounded CSI errors, this paper studies the robust MCBF design problem that minimizes the weighted sum power of BSs subject to worst-case signal-to-interference-plus-noise ratio (SINR) constraints on the MSs. Our goal is to devise a distributed optimization method that can obtain the worst-case robust beamforming solutions in a decentralized fashion, with only local CSI used at each BS and little backhaul signaling for message exchange between BSs. However, the considered problem is difficult to handle even in the centralized form. We first propose an efficient approximation method in the centralized form, based on the semidefinite relaxation (SDR) technique. To obtain the robust beamforming solution in a decentralized fashion, we further propose a distributed robust MCBF algorithm, using a distributed convex optimization technique known as alternating direction method of multipliers (ADMM). We analytically show the convergence of the proposed distributed robust MCBF algorithm to the optimal centralized solution and its better bandwidth efficiency in backhaul signaling over the existing dual decomposition based algorithms. Simulation results are presented to examine the effectiveness of the proposed SDR method and the distributed robust MCBF algorithm

Convex Optimisation for Communication Systems

In this thesis new robust methods for the efficient sharing of the radio spectrum for underlay cognitive radio (CR) systems are developed. These methods provide robustness against uncertainties in the channel state information (CSI) that is available to the cognitive radios. A stochastic approach is taken and the robust spectrum sharing methods are formulated as convex optimisation problems. Three efficient spectrum sharing methods; power control, cooperative beamforming and conventional beamforming are studied in detail. The CR power control problem is formulated as a sum rate maximisation problem and transformed into a convex optimisation problem. A robust power control method under the assumption of partial CSI is developed and also transformed into a convex optimisation problem. A novel method of detecting and removing infeasible constraints from the power allocation problem is presented that results in considerably improved performance. The performance of the proposed methods in Rayleigh fading channels is analysed by simulations. The concept of cooperative beamforming for spectrum sharing is applied to an underlay CR relay network. Distributed single antenna relay nodes are utilised to form a virtual antenna array that provides increased gains in capacity through cooperative beamforming. It is shown that the cooperative beamforming problems can be transformed into convex optimisation problems. New robust cooperative beamformers under the assumption of partial and imperfect CSI are developed and also transformed into convex optimisation problems. The performance of the proposed methods in Rayleigh fading channels is analysed by simulations. Conventional beamforming to allow efficient spectrum sharing in an underlay CR system is studied. The beamforming problems are formulated and transformed into convex optimisation problems. New robust beamformers under the assumption of partial and imperfect CSI are developed and also transformed into convex optimisation problems. The performance of the proposed methods in Rayleigh fading channels is analysed by simulations