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An iterative approach to nonconvex QCQP with applications in signal processing
KTH, School of Electrical Engineering (EES), Signal Processing. University of Luxembourg, Luxembourg.ORCID iD: 0000-0002-3442-6566
KTH, School of Electrical Engineering (EES), Signal Processing. University of Luxembourg, Luxembourg.ORCID iD: 0000-0003-2298-6774
2016 (English)In: Proceedings of the IEEE Sensor Array and Multichannel Signal Processing Workshop, IEEE, 2016Conference paper, Published paper (Refereed)
Abstract [en]

This paper introduces a new iterative approach to solve or to approximate the solutions of the nonconvex quadratically constrained quadratic programs (QCQP). First, this constrained problem is transformed to an unconstrained problem using a specialized penalty-based method. A tight upper-bound for the alternative unconstrained objective is introduced. Then an efficient minimization approach to the alternative unconstrained objective is proposed and further studied. The proposed approach involves power iterations and minimization of a convex scalar function in each iteration, which are computationally fast. The important design problem of multigroup multicast beamforming is formulated as a nonconvex QCQP and solved using the proposed method.

Place, publisher, year, edition, pages
IEEE, 2016.
Keyword [en]
Constraint theory, Iterative methods, Quadratic programming, Constrained problem, Design problems, Iterative approach, Multi-group, Quadratically-constrained quadratic programs, Scalar function, Unconstrained problems, Upper Bound, Signal processing
National Category
Signal Processing
Identifiers
URN: urn:nbn:se:kth:diva-202884DOI: 10.1109/SAM.2016.7569622Scopus ID: 2-s2.0-84990829369ISBN: 9781509021031 (print)OAI: oai:DiVA.org:kth-202884DiVA: diva2:1080484
Conference
2016 IEEE Sensor Array and Multichannel Signal Processing Workshop, SAM 2016, 10 July 2016 through 13 July 2016
Note

QC 20170310

Available from: 2017-03-10 Created: 2017-03-10 Last updated: 2017-03-10Bibliographically approved

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Gharanjik, AhmadOttersten, Björn

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CiteExportLink to record
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Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf