• Title/Summary/Keyword: SDP(Semidefinite Programming)

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Array pattern synthesis using semidefinite programming and a bisection method

  • Lee, Jong-Ho;Choi, Jeongsik;Lee, Woong-Hee;Song, Jiho
    • ETRI Journal
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    • v.41 no.5
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    • pp.619-625
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    • 2019
  • In this paper, we propose an array pattern synthesis scheme using semidefinite programming (SDP) under array excitation power constraints. When an array pattern synthesis problem is formulated as an SDP problem, it is known that an additional rank-one constraint is generated inevitably and relaxed via semidefinite relaxation. If the solution to the relaxed SDP problem is not of rank one, then conventional SDP-based array pattern synthesis approaches fail to obtain optimal solutions because the additional rank-one constraint is not handled appropriately. To overcome this drawback, we adopted a bisection technique combined with a penalty function method. Numerical applications are presented to demonstrate the validity of the proposed scheme.

A Survey: SDP, its Duality, Complexity and Applications (SDP의 개관: 쌍대성, 계산복잡성 및 응용)

  • 류춘호;명영수;홍성필
    • Journal of the Korean Operations Research and Management Science Society
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    • v.26 no.2
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    • pp.13-46
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    • 2001
  • SDP (Semidefinite Programming), as a sort of “cone-LP”, optimizes a linear function over the intersection of an affine space and a cone that has the origin as its apex. SDP, however, has been developed in the process of searching for better solution methods for NP-hard combinatorial optimization problems. We surveyed the basic theories necessary to understand SDP researches. First, We examined SDP duality, comparing it to LP duality, which is essential for the interior point method, Second, we showed that SDP can be optimized from an interior solution in polynomial time with a desired error limit. finally, we summarized several research papers that showed SDP can improve solution methods for some combinatorial optimization problems, and explained why SDP has become one of the most important research topics in optimization. We tried to integrate SDP theories. relatively diverse and complicated. to survey research papers with our own perspective, and thus to help researcher to pursue their SDP researches in depth.

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INDEFINITE STOCHASTIC LQ CONTROL WITH CROSS TERM VIA SEMIDEFINITE PROGRAMMING

  • Luo, Chengxin;Feng, Enmin
    • Journal of applied mathematics & informatics
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    • v.13 no.1_2
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    • pp.85-97
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    • 2003
  • An indefinite stochastic linear-quadratic(LQ) optimal control problem with cross term over an infinite time horizon is studied, allowing the weighting matrices to be indefinite. A systematic approach to the problem based on semidefinite programming (SDP) and .elated duality analysis is developed. Several implication relations among the SDP complementary duality, the existence of the solution to the generalized Riccati equation and the optimality of LQ problem are discussed. Based on these relations, a numerical procedure that provides a thorough treatment of the LQ problem via primal-dual SDP is given: it identifies a stabilizing optimal feedback control or determines the problem has no optimal solution. An example is provided to illustrate the results obtained.

A SUCCESSIVE QUADRATIC PROGRAMMING ALGORITHM FOR SDP RELAXATION OF THE BINARY QUADRATIC PROGRAMMING

  • MU XUEWEN;LID SANYANG;ZHANG YALING
    • Bulletin of the Korean Mathematical Society
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    • v.42 no.4
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    • pp.837-849
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    • 2005
  • In this paper, we obtain a successive quadratic programming algorithm for solving the semidefinite programming (SDP) relaxation of the binary quadratic programming. Combining with a randomized method of Goemans and Williamson, it provides an efficient approximation for the binary quadratic programming. Furthermore, its convergence result is given. At last, We report some numerical examples to compare our method with the interior-point method on Maxcut problem.

K-Way Graph Partitioning: A Semidefinite Programming Approach (Semidefinite Programming을 통한 그래프의 동시 분할법)

  • Jaehwan, Kim;Seungjin, Choi;Sung-Yang, Bang
    • Proceedings of the Korean Information Science Society Conference
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    • 2004.10a
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    • pp.697-699
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    • 2004
  • Despite many successful spectral clustering algorithm (based on the spectral decomposition of Laplacian(1) or stochastic matrix(2) ) there are several unsolved problems. Most spectral clustering Problems are based on the normalized of algorithm(3) . are close to the classical graph paritioning problem which is NP-hard problem. To get good solution in polynomial time. it needs to establish its convex form by using relaxation. In this paper, we apply a novel optimization technique. semidefinite programming(SDP). to the unsupervised clustering Problem. and present a new multiple Partitioning method. Experimental results confirm that the Proposed method improves the clustering performance. especially in the Problem of being mixed with non-compact clusters compared to the previous multiple spectral clustering methods.

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SOLUTIONS OF NONCONVEX QUADRATIC OPTIMIZATION PROBLEMS VIA DIAGONALIZATION

  • YU, MOONSOOK;KIM, SUNYOUNG
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.5 no.2
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    • pp.137-147
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    • 2001
  • Nonconvex Quadratic Optimization Problems (QOP) are solved approximately by SDP (semidefinite programming) relaxation and SOCP (second order cone programmming) relaxation. Nonconvex QOPs with special structures can be solved exactly by SDP and SOCP. We propose a method to formulate general nonconvex QOPs into the special form of the QOP, which can provide a way to find more accurate solutions. Numerical results are shown to illustrate advantages of the proposed method.

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Semidefinite Spectral Clustering (준정부호 스펙트럼의 군집화)

  • Kim, Jae-Hwan;Choi, Seung-Jin
    • Proceedings of the Korean Information Science Society Conference
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    • 2005.07a
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    • pp.892-894
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    • 2005
  • Graph partitioning provides an important tool for data clustering, but is an NP-hard combinatorial optimization problem. Spectral clustering where the clustering is performed by the eigen-decomposition of an affinity matrix [1,2]. This is a popular way of solving the graph partitioning problem. On the other hand, semidefinite relaxation, is an alternative way of relaxing combinatorial optimization. issuing to a convex optimization[4]. In this paper we present a semidefinite programming (SDP) approach to graph equi-partitioning for clustering and then we use eigen-decomposition to obtain an optimal partition set. Therefore, the method is referred to as semidefinite spectral clustering (SSC). Numerical experiments with several artificial and real data sets, demonstrate the useful behavior of our SSC. compared to existing spectral clustering methods.

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Ellipsoidal bounds for static response of framed structures against interactive uncertainties

  • Kanno, Yoshihiro;Takewaki, Izuru
    • Interaction and multiscale mechanics
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    • v.1 no.1
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    • pp.103-121
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    • 2008
  • This paper presents an optimization-based method for computing a minimal bounding ellipsoid that contains the set of static responses of an uncertain braced frame. Based on a non-stochastic modeling of uncertainty, we assume that the parameters both of brace stiffnesses and external forces are uncertain but bounded. A brace member represents the sum of the stiffness of the actual brace and the contributions of some non-structural elements, and hence we assume that the axial stiffness of each brace is uncertain. By using the $\mathcal{S}$-lemma, we formulate a semidefinite programming (SDP) problem which provides an outer approximation of the minimal bounding ellipsoid. The minimum bounding ellipsoids are computed for a braced frame under several uncertain circumstances.

Robust Secure Transmit Design with Artificial Noise in the Presence of Multiple Eavesdroppers

  • Liu, Xiaochen;Gao, Yuanyuan;Sha, Nan;Zang, Guozhen;Wang, Shijie
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.15 no.6
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    • pp.2204-2224
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    • 2021
  • This paper studies secure wireless transmission from a multi-antenna transmitter to a single-antenna intended receiver overheard by multiple eavesdroppers with considering the imperfect channel state information (CSI) of wiretap channel. To enhance security of communication link, the artificial noise (AN) is generated at transmitter. We first design the robust joint optimal beamforming of secret signal and AN to minimize transmit power with constraints of security quality of service (QoS), i.e., minimum allowable signal-to-interference-and-noise ratio (SINR) at receiver and maximum tolerable SINR at eavesdroppers. The formulated design problem is shown to be nonconvex and we transfer it into linear matrix inequalities (LMIs). The semidefinite relaxation (SDR) technique is used and the approximated method is proved to solve the original problem exactly. To verify the robustness and tightness of proposed beamforming, we also provide a method to calculate the worst-case SINR at eavesdroppers for a designed transmit scheme using semidefinite programming (SDP). Additionally, the secrecy rate maximization is explored for fixed total transmit power. To tackle the nonconvexity of original formulation, we develop an iterative approach employing sequential parametric convex approximation (SPCA). The simulation results illustrate that the proposed robust transmit schemes can effectively improve the transmit performance.

Reduced-order controller design via an iterative LMI method (반복 선형행렬부등식을 이용한 축소차수 제어기 설계)

  • Kim, Seog-Joo;Kwon, Soon-Man;Lee, Jong-Moo;Kim, Chun-Kyung;Cheon, Jong-Min
    • Proceedings of the KIEE Conference
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    • 2004.07d
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    • pp.2242-2244
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    • 2004
  • This paper deals with the design of a reduced-order stabilizing controller for the linear system. The coupled lineal matrix inequality (LMI) problem subject to a rank condition is solved by a sequential semidefinite programming (SDP) approach. The nonconvex rank constraint is incorporated into a strictly linear penalty function, and the computation of the gradient and Hessian function for the Newton method is not required. The penalty factor and related term are updated iteratively. Therefore the overall procedure leads to a successive LMI relaxation method. Extensive numerical experiments illustrate the proposed algorithm.

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