Robust Adaptive Beamforming for General-Rank Signal Model with Positive Semi-Definite Constraint via POTDC

The robust adaptive beamforming (RAB) problem for general-rank signal model with an additional positive semi-definite constraint is considered. Using the principle of the worst-case performance optimization, such RAB problem leads to a difference-of-convex functions (DC) optimization problem. The existing approaches for solving the resulted non-convex DC problem are based on approximations and find only suboptimal solutions. Here we solve the non-convex DC problem rigorously and give arguments suggesting that the solution is globally optimal. Particularly, we rewrite the problem as the minimization of a one-dimensional optimal value function whose corresponding optimization problem is non-convex. Then, the optimal value function is replaced with another equivalent one, for which the corresponding optimization problem is convex. The new one-dimensional optimal value function is minimized iteratively via polynomial time DC (POTDC) algorithm.We show that our solution satisfies the Karush-Kuhn-Tucker (KKT) optimality conditions and there is a strong evidence that such solution is also globally optimal. Towards this conclusion, we conjecture that the new optimal value function is a convex function. The new RAB method shows superior performance compared to the other state-of-the-art general-rank RAB methods.Comment: 29 pages, 7 figures, 2 tables, Submitted to IEEE Trans. Signal Processing on August 201

Sum-Rate Maximization in Two-Way AF MIMO Relaying: Polynomial Time Solutions to a Class of DC Programming Problems

Sum-rate maximization in two-way amplify-and-forward (AF) multiple-input multiple-output (MIMO) relaying belongs to the class of difference-of-convex functions (DC) programming problems. DC programming problems occur as well in other signal processing applications and are typically solved using different modifications of the branch-and-bound method. This method, however, does not have any polynomial time complexity guarantees. In this paper, we show that a class of DC programming problems, to which the sum-rate maximization in two-way MIMO relaying belongs, can be solved very efficiently in polynomial time, and develop two algorithms. The objective function of the problem is represented as a product of quadratic ratios and parameterized so that its convex part (versus the concave part) contains only one (or two) optimization variables. One of the algorithms is called POlynomial-Time DC (POTDC) and is based on semi-definite programming (SDP) relaxation, linearization, and an iterative search over a single parameter. The other algorithm is called RAte-maximization via Generalized EigenvectorS (RAGES) and is based on the generalized eigenvectors method and an iterative search over two (or one, in its approximate version) optimization variables. We also derive an upper-bound for the optimal values of the corresponding optimization problem and show by simulations that this upper-bound can be achieved by both algorithms. The proposed methods for maximizing the sum-rate in the two-way AF MIMO relaying system are shown to be superior to other state-of-the-art algorithms.Comment: 35 pages, 10 figures, Submitted to the IEEE Trans. Signal Processing in Nov. 201

A Multigrid Optimization Algorithm for the Numerical Solution of Quasilinear Variational Inequalities Involving the pp-Laplacian

In this paper we propose a multigrid optimization algorithm (MG/OPT) for the numerical solution of a class of quasilinear variational inequalities of the second kind. This approach is enabled by the fact that the solution of the variational inequality is given by the minimizer of a nonsmooth energy functional, involving the $p$-Laplace operator. We propose a Huber regularization of the functional and a finite element discretization for the problem. Further, we analyze the regularity of the discretized energy functional, and we are able to prove that its Jacobian is slantly differentiable. This regularity property is useful to analyze the convergence of the MG/OPT algorithm. In fact, we demostrate that the algorithm is globally convergent by using a mean value theorem for semismooth functions. Finally, we apply the MG/OPT algorithm to the numerical simulation of the viscoplastic flow of Bingham, Casson and Herschel-Bulkley fluids in a pipe. Several experiments are carried out to show the efficiency of the proposed algorithm when solving this kind of fluid mechanics problems