Worst-case convergence analysis of inexact gradient and Newton methods through semidefinite programming performance estimation

We provide new tools for worst-case performance analysis of the gradient (or steepest descent) method of Cauchy for smooth strongly convex functions, and Newton's method for self-concordant functions, including the case of inexact search directions. The analysis uses semidefinite programming performance estimation, as pioneered by Drori and Teboulle [Mathematical Programming, 145(1-2):451-482, 2014], and extends recent performance estimation results for the method of Cauchy by the authors [Optimization Letters, 11(7), 1185-1199, 2017]. To illustrate the applicability of the tools, we demonstrate a novel complexity analysis of short step interior point methods using inexact search directions. As an example in this framework, we sketch how to give a rigorous worst-case complexity analysis of a recent interior point method by Abernethy and Hazan [PMLR, 48:2520-2528, 2016].Comment: 22 pages, 1 figure. Title of earlier version was "Worst-case convergence analysis of gradient and Newton methods through semidefinite programming performance estimation

Weighted Sum Rate Maximization for Downlink OFDMA with Subcarrier-pair based Opportunistic DF Relaying

This paper addresses a weighted sum rate (WSR) maximization problem for downlink OFDMA aided by a decode-and-forward (DF) relay under a total power constraint. A novel subcarrier-pair based opportunistic DF relaying protocol is proposed. Specifically, user message bits are transmitted in two time slots. A subcarrier in the first slot can be paired with a subcarrier in the second slot for the DF relay-aided transmission to a user. In particular, the source and the relay can transmit simultaneously to implement beamforming at the subcarrier in the second slot. Each unpaired subcarrier in either the first or second slot is used for the source's direct transmission to a user. A benchmark protocol, same as the proposed one except that the transmit beamforming is not used for the relay-aided transmission, is also considered. For each protocol, a polynomial-complexity algorithm is developed to find at least an approximately optimum resource allocation (RA), by using continuous relaxation, the dual method, and Hungarian algorithm. Instrumental to the algorithm design is an elegant definition of optimization variables, motivated by the idea of regarding the unpaired subcarriers as virtual subcarrier pairs in the direct transmission mode. The effectiveness of the RA algorithm and the impact of relay position and total power on the protocols' performance are illustrated by numerical experiments. The proposed protocol always leads to a maximum WSR equal to or greater than that for the benchmark one, and the performance gain of using the proposed one is significant especially when the relay is in close proximity to the source and the total power is low. Theoretical analysis is presented to interpret these observations.Comment: 8 figures, accepted and to be published in IEEE Transactions on Signal Processing. arXiv admin note: text overlap with arXiv:1301.293

Improving Complexity of Structured Convex Optimization Problems Using Self-concordant Barriers

The purpose of this paper is to provide improved complexity results for several classes of structured convex optimization problems using to the theory of self-concordant functions developed in [11]. We describe the classical short-step interior-point method and optimize its parameters in order to provide the best possible iteration bound. We also discuss the necessity of introducing two parameters in the definition of self-concordancy and which one is the best to fix. A lemma from [3] is improved, which allows us to review several classes of structured convex optimization problems and improve the corresponding complexity results