4,179 research outputs found
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
Two-Stage Subspace Constrained Precoding in Massive MIMO Cellular Systems
We propose a subspace constrained precoding scheme that exploits the spatial
channel correlation structure in massive MIMO cellular systems to fully unleash
the tremendous gain provided by massive antenna array with reduced channel
state information (CSI) signaling overhead. The MIMO precoder at each base
station (BS) is partitioned into an inner precoder and a Transmit (Tx) subspace
control matrix. The inner precoder is adaptive to the local CSI at each BS for
spatial multiplexing gain. The Tx subspace control is adaptive to the channel
statistics for inter-cell interference mitigation and Quality of Service (QoS)
optimization. Specifically, the Tx subspace control is formulated as a QoS
optimization problem which involves an SINR chance constraint where the
probability of each user's SINR not satisfying a service requirement must not
exceed a given outage probability. Such chance constraint cannot be handled by
the existing methods due to the two stage precoding structure. To tackle this,
we propose a bi-convex approximation approach, which consists of three key
ingredients: random matrix theory, chance constrained optimization and
semidefinite relaxation. Then we propose an efficient algorithm to find the
optimal solution of the resulting bi-convex approximation problem. Simulations
show that the proposed design has significant gain over various baselines.Comment: 13 pages, accepted by IEEE Transactions on Wireless Communication
Algorithm Engineering in Robust Optimization
Robust optimization is a young and emerging field of research having received
a considerable increase of interest over the last decade. In this paper, we
argue that the the algorithm engineering methodology fits very well to the
field of robust optimization and yields a rewarding new perspective on both the
current state of research and open research directions.
To this end we go through the algorithm engineering cycle of design and
analysis of concepts, development and implementation of algorithms, and
theoretical and experimental evaluation. We show that many ideas of algorithm
engineering have already been applied in publications on robust optimization.
Most work on robust optimization is devoted to analysis of the concepts and the
development of algorithms, some papers deal with the evaluation of a particular
concept in case studies, and work on comparison of concepts just starts. What
is still a drawback in many papers on robustness is the missing link to include
the results of the experiments again in the design
Slow Adaptive OFDMA Systems Through Chance Constrained Programming
Adaptive OFDMA has recently been recognized as a promising technique for
providing high spectral efficiency in future broadband wireless systems. The
research over the last decade on adaptive OFDMA systems has focused on adapting
the allocation of radio resources, such as subcarriers and power, to the
instantaneous channel conditions of all users. However, such "fast" adaptation
requires high computational complexity and excessive signaling overhead. This
hinders the deployment of adaptive OFDMA systems worldwide. This paper proposes
a slow adaptive OFDMA scheme, in which the subcarrier allocation is updated on
a much slower timescale than that of the fluctuation of instantaneous channel
conditions. Meanwhile, the data rate requirements of individual users are
accommodated on the fast timescale with high probability, thereby meeting the
requirements except occasional outage. Such an objective has a natural chance
constrained programming formulation, which is known to be intractable. To
circumvent this difficulty, we formulate safe tractable constraints for the
problem based on recent advances in chance constrained programming. We then
develop a polynomial-time algorithm for computing an optimal solution to the
reformulated problem. Our results show that the proposed slow adaptation scheme
drastically reduces both computational cost and control signaling overhead when
compared with the conventional fast adaptive OFDMA. Our work can be viewed as
an initial attempt to apply the chance constrained programming methodology to
wireless system designs. Given that most wireless systems can tolerate an
occasional dip in the quality of service, we hope that the proposed methodology
will find further applications in wireless communications
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