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

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

Generalized Fractional Programming With User Interaction

The present paper proposes a new approach to solve generalized fractional programming problems through user interaction. Capitalizing on two alternatives, we review the Dinkelbach-type methods and set forth the main difficulty in applying these methods. In order to cope with this difficulty, we propose an approximation approach that can be controlled by a predetermined parameter. The proposed approach is promising particularly when a decision maker is involved in the solution process and agrees upon finding an effective but nearoptimal value in an efficient manner. The decision maker is asked to decide the parameter and our analysis shows how good is the value found by the approximation corresponding to this parameter. In addition, we present several observations that may be suitable for boosting up the performance of the proposed approach. Finally, we support our discussion through extensive numerical experiments

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 $\lambda^*$ and then look for the optimal solution if $\lambda^*$ 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 $\lambda^*$ 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

Energy-efficiency for MISO-OFDMA based user-relay assisted cellular networks

The concept of improving energy-efficiency (EE) without sacrificing the service quality has become important nowadays. The combination of orthogonal frequency-division multiple-access (OFDMA) multi-antenna transmission technology and relaying is one of the key technologies to deliver the promise of reliable and high-data-rate coverage in the most cost-effective manner. In this paper, EE is studied for the downlink multiple-input single-output (MISO)-OFDMA based user-relay assisted cellular networks. EE maximization is formulated for decode and forward (DF) relaying scheme with the consideration of both transmit and circuit power consumption as well as the data rate requirements for the mobile users. The quality of-service (QoS)-constrained EE maximization, which is defined for multi-carrier, multi-user, multi-relay and multi-antenna networks, is a non-convex and combinatorial problem so it is hard to tackle. To solve this difficult problem, a radio resource management (RRM) algorithm that solves the subcarrier allocation, mode selection and power allocation separately is proposed. The efficiency of the proposed algorithm is demonstrated by numerical results for different system parameter

An accelerated Newton-dinkelbach method and its application to two variables per inequality systems

We present an accelerated, or “look-ahead” version of the Newton-Dinkelbach method, a well-known technique for solving fractional and parametric optimization problems. This acceleration halves the Bregman divergence between the current iterate and the optimal solution within every two iterations. Using the Bregman divergence as a potential in conjunction with combinatorial arguments, we obtain strongly polynomial algorithms in three applications domains: (i) For linear fractional combinatorial optimization, we show a convergence bound of O(m log m) iterations; the previous best bound was O(m2 log m) by Wang et al. (2006). (ii) We obtain a strongly polynomial label-correcting algorithm for solving linear feasibility systems with two variables per inequality (2VPI). For a 2VPI system with n variables and m constraints, our algorithm runs in O(mn) iterations. Every iteration takes O(mn) time for general 2VPI systems, and O(m + n log n) time for the special case of deterministic Markov Decision Processes (DMDPs). This extends and strengthens a previous result by Madani (2002) that showed a weakly polynomial bound for a variant of the Newton-Dinkelbach method for solving DMDPs. (iii) We give a simplified variant of the parametric submodular function minimization result by Goemans et al. (2017)

Energy-Aware Competitive Power Allocation for Heterogeneous Networks Under QoS Constraints

This work proposes a distributed power allocation scheme for maximizing energy efficiency in the uplink of orthogonal frequency-division multiple access (OFDMA)-based heterogeneous networks (HetNets). The user equipment (UEs) in the network are modeled as rational agents that engage in a non-cooperative game where each UE allocates its available transmit power over the set of assigned subcarriers so as to maximize its individual utility (defined as the user's throughput per Watt of transmit power) subject to minimum-rate constraints. In this framework, the relevant solution concept is that of Debreu equilibrium, a generalization of Nash equilibrium which accounts for the case where an agent's set of possible actions depends on the actions of its opponents. Since the problem at hand might not be feasible, Debreu equilibria do not always exist. However, using techniques from fractional programming, we provide a characterization of equilibrial power allocation profiles when they do exist. In particular, Debreu equilibria are found to be the fixed points of a water-filling best response operator whose water level is a function of minimum rate constraints and circuit power. Moreover, we also describe a set of sufficient conditions for the existence and uniqueness of Debreu equilibria exploiting the contraction properties of the best response operator. This analysis provides the necessary tools to derive a power allocation scheme that steers the network to equilibrium in an iterative and distributed manner without the need for any centralized processing. Numerical simulations are then used to validate the analysis and assess the performance of the proposed algorithm as a function of the system parameters.Comment: 37 pages, 12 figures, to appear IEEE Trans. Wireless Commu

Energy efficient power control for device to device communication in 5G networks

Next generation cellular networks require high capacity, enhanced energy efficiency and guaranteed quality of service (QoS). In order to meet these targets, device-to device (D2D) communication is being considered for future 5th generation especially for certain applications that require the proximity gain, the reuse gain, and the hop gain. In this paper, we investigate energy efficient power control for the uplink of an OFDMA (orthogonal frequency-division multiple access) single-cell communication system composed of both regular cellular users and device to device (D2D) pairs. Firstly, we analyze and mathematically model the actual requirements forD2D communications and traditional cellular links in terms of minimum rate and maximum power requirement. Secondly, we use fractional programming in order to transform the original problem into an equivalent concave one and we use the non-cooperative Game theory in order to characterize the equilibrium. Then, the solution of the game is given as a water-filling power allocation. Furthermore, we implement a distributed power allocation scheme using three ways: a) Fractional programming techniques b) Closed form expression (the novelty is the use of wright omega function). c) Inverse water filling. Finally, simulations in both static and dynamic channel setting are presented to illustrate the improved performance in term of EE, SE (spectral efficiency) and time of execution of the iterative algorithm (Dinkelbach) than the closed form algorithms