Robust Sum MSE Optimization for Downlink Multiuser MIMO Systems with Arbitrary Power Constraint: Generalized Duality Approach

This paper considers linear minimum meansquare- error (MMSE) transceiver design problems for downlink multiuser multiple-input multiple-output (MIMO) systems where imperfect channel state information is available at the base station (BS) and mobile stations (MSs). We examine robust sum mean-square-error (MSE) minimization problems. The problems are examined for the generalized scenario where the power constraint is per BS, per BS antenna, per user or per symbol, and the noise vector of each MS is a zero-mean circularly symmetric complex Gaussian random variable with arbitrary covariance matrix. For each of these problems, we propose a novel duality based iterative solution. Each of these problems is solved as follows. First, we establish a novel sum average meansquare- error (AMSE) duality. Second, we formulate the power allocation part of the problem in the downlink channel as a Geometric Program (GP). Third, using the duality result and the solution of GP, we utilize alternating optimization technique to solve the original downlink problem. To solve robust sum MSE minimization constrained with per BS antenna and per BS power problems, we have established novel downlink-uplink duality. On the other hand, to solve robust sum MSE minimization constrained with per user and per symbol power problems, we have established novel downlink-interference duality. For the total BS power constrained robust sum MSE minimization problem, the current duality is established by modifying the constraint function of the dual uplink channel problem. And, for the robust sum MSE minimization with per BS antenna and per user (symbol) power constraint problems, our duality are established by formulating the noise covariance matrices of the uplink and interference channels as fixed point functions, respectively.Comment: IEEE TSP Journa

SDP Duals without Duality Gaps for a Class of Convex Minimax Programs

In this paper we introduce a new dual program, which is representable as a semi-definite linear programming problem, for a primal convex minimax programming model problem and show that there is no duality gap between the primal and the dual whenever the functions involved are SOS-convex polynomials. Under a suitable constraint qualification, we derive strong duality results for this class of minimax problems. Consequently, we present applications of our results to robust SOS-convex programming problems under data uncertainty and to minimax fractional programming problems with SOS-convex polynomials. We obtain these results by first establishing sum of squares polynomial representations of non-negativity of a convex max function over a system of SOS-convex constraints. The new class of SOS-convex polynomials is an important subclass of convex polynomials and it includes convex quadratic functions and separable convex polynomials. The SOS-convexity of polynomials can numerically be checked by solving semi-definite programming problems whereas numerically verifying convexity of polynomials is generally very hard

Duality for the Robust Sum of Functions

In this paper we associate with an infinite family of real extended functions defined on a locally convex space a sum, called robust sum, which is always well-defined. We also associate with that family of functions a dual pair of problems formed by the unconstrained minimization of its robust sum and the so-called optimistic dual. For such a dual pair, we characterize weak duality, zero duality gap, and strong duality, and their corresponding stable versions, in terms of multifunctions associated with the given family of functions and a given approximation parameter ε ≥ 0 which is related to the ε-subdifferential of the robust sum of the family. We also consider the particular case when all functions of the family are convex, assumption allowing to characterize the duality properties in terms of closedness conditions.This research was supported by the National Foundation for Science & Technology Development (NAFOSTED), Vietnam, Project 101.01-2018.310 Some topics on systems with uncertainty and robust optimization, and by the Ministry of Science, Innovation and Universities of Spain and the European Regional Development Fund (ERDF) of the European Commission, Project PGC2018-097960-B-C22

Game theory, maximum entropy, minimum discrepancy and robust Bayesian decision theory

We describe and develop a close relationship between two problems that have customarily been regarded as distinct: that of maximizing entropy, and that of minimizing worst-case expected loss. Using a formulation grounded in the equilibrium theory of zero-sum games between Decision Maker and Nature, these two problems are shown to be dual to each other, the solution to each providing that to the other. Although Tops\oe described this connection for the Shannon entropy over 20 years ago, it does not appear to be widely known even in that important special case. We here generalize this theory to apply to arbitrary decision problems and loss functions. We indicate how an appropriate generalized definition of entropy can be associated with such a problem, and we show that, subject to certain regularity conditions, the above-mentioned duality continues to apply in this extended context. This simultaneously provides a possible rationale for maximizing entropy and a tool for finding robust Bayes acts. We also describe the essential identity between the problem of maximizing entropy and that of minimizing a related discrepancy or divergence between distributions. This leads to an extension, to arbitrary discrepancies, of a well-known minimax theorem for the case of Kullback-Leibler divergence (the ``redundancy-capacity theorem'' of information theory). For the important case of families of distributions having certain mean values specified, we develop simple sufficient conditions and methods for identifying the desired solutions.Comment: Published by the Institute of Mathematical Statistics (http://www.imstat.org) in the Annals of Statistics (http://www.imstat.org/aos/) at http://dx.doi.org/10.1214/00905360400000055

Linear Transceiver design for Downlink Multiuser MIMO Systems: Downlink-Interference Duality Approach

This paper considers linear transceiver design for downlink multiuser multiple-input multiple-output (MIMO) systems. We examine different transceiver design problems. We focus on two groups of design problems. The first group is the weighted sum mean-square-error (WSMSE) (i.e., symbol-wise or user-wise WSMSE) minimization problems and the second group is the minimization of the maximum weighted mean-squareerror (WMSE) (symbol-wise or user-wise WMSE) problems. The problems are examined for the practically relevant scenario where the power constraint is a combination of per base station (BS) antenna and per symbol (user), and the noise vector of each mobile station is a zero-mean circularly symmetric complex Gaussian random variable with arbitrary covariance matrix. For each of these problems, we propose a novel downlink-interference duality based iterative solution. Each of these problems is solved as follows. First, we establish a new mean-square-error (MSE) downlink-interference duality. Second, we formulate the power allocation part of the problem in the downlink channel as a Geometric Program (GP). Third, using the duality result and the solution of GP, we utilize alternating optimization technique to solve the original downlink problem. For the first group of problems, we have established symbol-wise and user-wise WSMSE downlink-interference duality.Comment: IEEE TSP Journa