Precoder design for space-time coded systems over correlated Rayleigh fading channels using convex optimization

A class of computationally efficient linear precoders for space-time block coded multiple-input multiple-output wireless systems is derived based on the minimization of the exact symbol error rate (SER) and its upper bound. Both correlations at the transmitter and receiver are assumed to be present, and only statistical channel state information in the form of the transmit and receive correlation matrices is assumed to be available at the transmitter. The convexity of the design based on SER minimization is established and exploited. The advantage of the developed technique is its low complexity. We also find various relationships of the proposed designs to the existing precoding techniques, and derive very simple closed-form precoders for special cases such as two or three receive antennas and constant receive correlation. The numerical simulations illustrate the excellent SER performance of the proposed precoders

Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection

A number of variable selection methods have been proposed involving nonconvex penalty functions. These methods, which include the smoothly clipped absolute deviation (SCAD) penalty and the minimax concave penalty (MCP), have been demonstrated to have attractive theoretical properties, but model fitting is not a straightforward task, and the resulting solutions may be unstable. Here, we demonstrate the potential of coordinate descent algorithms for fitting these models, establishing theoretical convergence properties and demonstrating that they are significantly faster than competing approaches. In addition, we demonstrate the utility of convexity diagnostics to determine regions of the parameter space in which the objective function is locally convex, even though the penalty is not. Our simulation study and data examples indicate that nonconvex penalties like MCP and SCAD are worthwhile alternatives to the lasso in many applications. In particular, our numerical results suggest that MCP is the preferred approach among the three methods.Comment: Published in at http://dx.doi.org/10.1214/10-AOAS388 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

Immunizing Conic Quadratic Optimization Problems Against Implementation Errors

We show that the robust counterpart of a convex quadratic constraint with ellipsoidal implementation error is equivalent to a system of conic quadratic constraints. To prove this result we first derive a sharper result for the S-lemma in case the two matrices involved can be simultaneously diagonalized. This extension of the S-lemma may also be useful for other purposes. We extend the result to the case in which the uncertainty region is the intersection of two convex quadratic inequalities. The robust counterpart for this case is also equivalent to a system of conic quadratic constraints. Results for convex conic quadratic constraints with implementation error are also given. We conclude with showing how the theory developed can be applied in robust linear optimization with jointly uncertain parameters and implementation errors, in sequential robust quadratic programming, in Taguchi’s robust approach, and in the adjustable robust counterpart.Conic Quadratic Program;hidden convexity;implementation error;robust optimization;simultaneous diagonalizability;S-lemma

Simple Approximations of Semialgebraic Sets and their Applications to Control

Many uncertainty sets encountered in control systems analysis and design can be expressed in terms of semialgebraic sets, that is as the intersection of sets described by means of polynomial inequalities. Important examples are for instance the solution set of linear matrix inequalities or the Schur/Hurwitz stability domains. These sets often have very complicated shapes (non-convex, and even non-connected), which renders very difficult their manipulation. It is therefore of considerable importance to find simple-enough approximations of these sets, able to capture their main characteristics while maintaining a low level of complexity. For these reasons, in the past years several convex approximations, based for instance on hyperrect-angles, polytopes, or ellipsoids have been proposed. In this work, we move a step further, and propose possibly non-convex approximations , based on a small volume polynomial superlevel set of a single positive polynomial of given degree. We show how these sets can be easily approximated by minimizing the L1 norm of the polynomial over the semialgebraic set, subject to positivity constraints. Intuitively, this corresponds to the trace minimization heuristic commonly encounter in minimum volume ellipsoid problems. From a computational viewpoint, we design a hierarchy of linear matrix inequality problems to generate these approximations, and we provide theoretically rigorous convergence results, in the sense that the hierarchy of outer approximations converges in volume (or, equivalently, almost everywhere and almost uniformly) to the original set. Two main applications of the proposed approach are considered. The first one aims at reconstruction/approximation of sets from a finite number of samples. In the second one, we show how the concept of polynomial superlevel set can be used to generate samples uniformly distributed on a given semialgebraic set. The efficiency of the proposed approach is demonstrated by different numerical examples

Polychromatic X-ray CT Image Reconstruction and Mass-Attenuation Spectrum Estimation

We develop a method for sparse image reconstruction from polychromatic computed tomography (CT) measurements under the blind scenario where the material of the inspected object and the incident-energy spectrum are unknown. We obtain a parsimonious measurement-model parameterization by changing the integral variable from photon energy to mass attenuation, which allows us to combine the variations brought by the unknown incident spectrum and mass attenuation into a single unknown mass-attenuation spectrum function; the resulting measurement equation has the Laplace integral form. The mass-attenuation spectrum is then expanded into first order B-spline basis functions. We derive a block coordinate-descent algorithm for constrained minimization of a penalized negative log-likelihood (NLL) cost function, where penalty terms ensure nonnegativity of the spline coefficients and nonnegativity and sparsity of the density map. The image sparsity is imposed using total-variation (TV) and $\ell_1$ norms, applied to the density-map image and its discrete wavelet transform (DWT) coefficients, respectively. This algorithm alternates between Nesterov's proximal-gradient (NPG) and limited-memory Broyden-Fletcher-Goldfarb-Shanno with box constraints (L-BFGS-B) steps for updating the image and mass-attenuation spectrum parameters. To accelerate convergence of the density-map NPG step, we apply a step-size selection scheme that accounts for varying local Lipschitz constant of the NLL. We consider lognormal and Poisson noise models and establish conditions for biconvexity of the corresponding NLLs. We also prove the Kurdyka-{\L}ojasiewicz property of the objective function, which is important for establishing local convergence of the algorithm. Numerical experiments with simulated and real X-ray CT data demonstrate the performance of the proposed scheme