• 제목/요약/키워드: convex optimization problem

검색결과 233건 처리시간 0.021초

희소성 스펙트럼 피팅 도래각 추정 알고리즘의 제한조건에 포함된 상수 결정법 (Determination of Parameter Value in Constraint of Sparse Spectrum Fitting DOA Estimation Algorithm)

  • 조윤성;백지웅;이준호
    • 한국통신학회논문지
    • /
    • 제41권8호
    • /
    • pp.917-920
    • /
    • 2016
  • 전통적 도래각 추정기법[1]과 별개로 2004년 이후 입사신호의 입사방향은 공간 영역에서 희소도(sparsity)를 가짐을 이용한 도래각 추정 기법이 제안되었다. 압축센싱 기반 도래각 추정 알고리즘인 SpSF 알고리즘에 이용되는 비용함수는 비선형 다변수 최적화문제이다. 적절한 변환을 통하여 해당 비용함수는 볼록 최적화 (convex optimization) 문제로 표현할 수 있다. 볼록 최적화 문제는 제한조건이 있는 최적화 문제이며 제한조건에 포함되는 상수를 지정해야 한다. 본 연구에서는 제한조건에 포함되는 사용자지정 상수값 결정법을 제안한다. 잡음의 실수부와 허수부가 서로 독립인 평균 0인 정규분포를 따름을 이용하여 제한조건에 포함되는 행렬의 Frobenius norm의 평균을 유도할 수 있으며, 이를 이용하여 제한조건에 포함되는 상수를 결정할 수 있다. 제안된 방법에 의해 결정된 상수를 이용한 SpSF 알고리즘이 실제로 동작함을 보였다.

개선된 고차 Convex 근사화를 이용한 구조최적설계 (Structural Optimization using Improved Higher-order Convex Approximation)

  • 조효남;민대홍;김성헌
    • 한국전산구조공학회:학술대회논문집
    • /
    • 한국전산구조공학회 2002년도 가을 학술발표회 논문집
    • /
    • pp.271-278
    • /
    • 2002
  • Structural optimization using improved higer-order convex approximation is proposed in this paper. The proposed method is a generalization of the convex approximation method. The order of the approximation function for each constraint is automatically adjusted in the optimization process. And also the order of each design variable is differently adjusted. This self-adjusted capability makes the approximate constraint values conservative enough to maintain the optimum design point of the approximate problem in feasible region. The efficiency of proposed algorithm, compared with conventional algorithm is successfully demonstrated in the Three-bar Truss example.

  • PDF

A New Approach to Solve the Rate Control Problem in Wired-cum-Wireless Networks

  • Loi Le Cong;Hwang Won-Joo
    • 한국멀티미디어학회논문지
    • /
    • 제9권12호
    • /
    • pp.1636-1648
    • /
    • 2006
  • In this paper, we propose a new optimization approach to the rate control problem in a wired-cum-wireless network. A primal-dual interior-point(PDIP) algorithm is used to find the solution of the rate optimization problem. We show a comparison between the dual-based(DB) algorithm and PDIP algorithm for solving the rate control problem in the wired-cum-wireless network. The PDIP algorithm performs much better than the DB algorithm. The PDIP can be considered as an attractive method to solve the rate control problem in network. We also present a numerical example and simulation to illustrate our conclusions.

  • PDF

Multi Case Non-Convex Economic Dispatch Problem Solving by Implementation of Multi-Operator Imperialist Competitive Algorithm

  • Eghbalpour, Hamid;Nabatirad, Mohammadreza
    • Journal of Electrical Engineering and Technology
    • /
    • 제12권4호
    • /
    • pp.1417-1426
    • /
    • 2017
  • Power system analysis, Non-Convex Economic Dispatch (NED) is considered as an open and demanding optimization problem. Despite the fact that realistic ED problems have non-convex cost functions with equality and inequality constraints, conventional search methods have not been able to effectively find the global answers. Considering the great potential of meta-heuristic optimization techniques, many researchers have started applying these techniques in order to solve NED problems. In this paper, a new and efficient approach is proposed based on imperialist competitive algorithm (ICA). The proposed algorithm which is named multi-operator ICA (MuICA) merges three operators with the original ICA in order to simultaneously avoid the premature convergence and achieve the global optimum answer. In this study, the proposed algorithm has been applied to different test systems and the results have been compared with other optimization methods, tending to study the performance of the MuICA. Simulation results are the confirmation of superior performance of MuICA in solving NED problems.

Analysis of D2D Utility Function with the Interference Majorization

  • Oh, Changyoon
    • 한국컴퓨터정보학회논문지
    • /
    • 제25권7호
    • /
    • pp.75-83
    • /
    • 2020
  • 셀룰라 시스템에서 D2D 유틸리티 최적화 문제를 연구하도록 한다. 구체적으로, Non-Convex 최적화 문제의 복잡도를 완화하도록 해주는 오목함수 결정규칙을 제안하고자 한다. 일반적으로, 유틸리티 함수는 신호와 간섭의 함수이며, 해법이 복잡한 Non-Convex 형태를 가진다. 본 논문에서는 간단한 해법을 찾고자 유틸리티 함수를 간섭관점에서 분석한다. 먼저 D2D 수신단에서의 간섭 레벨을 의미하는 '상대간섭'과 간섭을 주요간섭으로 간략화하는 '간섭주요화'를 수식적으로 정의한다. 정의한 간섭주요화를 바탕으로 간단한 해법의 기반이 되는 오목함수 결정규칙과 최적화 해법이 간단한 Convex Optimization 해법을 제안하도록 한다. 실험결과를 통하여 유틸리티 함수는 D2D 적용시나리오에 해당하는 수치인 상대간섭 0.1 이하에서는 오목함수임을 확인하였다. 또한, 제안하는 Convex Optimization 해법은 상대간섭 수치 0.1 이하에서 적용이 가능함을 확인하였다.

A Physical-layer Security Scheme Based on Cross-layer Cooperation in Dense Heterogeneous Networks

  • Zhang, Bo;Huang, Kai-zhi;Chen, Ya-jun
    • KSII Transactions on Internet and Information Systems (TIIS)
    • /
    • 제12권6호
    • /
    • pp.2595-2618
    • /
    • 2018
  • In this paper, we investigate secure communication with the presence of multiple eavesdroppers (Eves) in a two-tier downlink dense heterogeneous network, wherein there is a macrocell base station (MBS) and multiple femtocell base stations (FBSs). Each base station (BS) has multiple users. And Eves attempt to wiretap a macrocell user (MU). To keep Eves ignorant of the confidential message, we propose a physical-layer security scheme based on cross-layer cooperation to exploit interference in the considered network. Under the constraints on the quality of service (QoS) of other legitimate users and transmit power, the secrecy rate of system can be maximized through jointly optimizing the beamforming vectors of MBS and cooperative FBSs. We explore the problem of maximizing secrecy rate in both non-colluding and colluding Eves scenarios, respectively. Firstly, in non-colluding Eves scenario, we approximate the original non-convex problem into a few semi-definite programs (SDPs) by employing the semi-definite relaxation (SDR) technique and conservative convex approximation under perfect channel state information (CSI) case. Furthermore, we extend the frame to imperfect CSI case and use the Lagrangian dual theory to cope with uncertain constraints on CSI. Secondly, in colluding Eves scenario, we transform the original problem into a two-tier optimization problem equivalently. Among them, the outer layer problem is a single variable optimization problem and can be solved by one-dimensional linear search. While the inner-layer optimization problem is transformed into a convex SDP problem with SDR technique and Charnes-Cooper transformation. In the perfect CSI case of both non-colluding and colluding Eves scenarios, we prove that the relaxation of SDR is tight and analyze the complexity of proposed algorithms. Finally, simulation results validate the effectiveness and robustness of proposed scheme.

Quasiconcave Bilevel Programming Problem

  • Arora S.R.;Gaur Anuradha
    • Management Science and Financial Engineering
    • /
    • 제12권1호
    • /
    • pp.113-125
    • /
    • 2006
  • Bilevel programming problem is a two-stage optimization problem where the constraint region of the first level problem is implicitly determined by another optimization problem. In this paper we consider the bilevel quadratic/linear fractional programming problem in which the objective function of the first level is quasiconcave, the objective function of the second level is linear fractional and the feasible region is a convex polyhedron. Considering the relationship between feasible solutions to the problem and bases of the coefficient submatrix associated to variables of the second level, an enumerative algorithm is proposed which finds a global optimum to the problem.

Finite Step Method for the Constrained Optimization Problem in Phase Contrast Microscopic Image Restoration

  • Adiya, Enkhbolor;Yadam, Bazarsad;Choi, Heung-Kook
    • Journal of Multimedia Information System
    • /
    • 제1권1호
    • /
    • pp.87-93
    • /
    • 2014
  • The aim of microscopic image restoration is to recover the image by applying the inverse process of degradation, and the results facilitate automated and improved analysis of the image. In this work, we consider the problem of image restoration as a minimization problem of convex cost function, which consists of a least-squares fitting term and regularization terms with non-negative constraints. The finite step method is proposed to solve this constrained convex optimization problem. We demonstrate the convergence of this method. Efficiency and restoration capability of the proposed method were tested and illustrated through numerical experiments.

  • PDF

LMI를 이용한 축소차수 $H_{\infty}$ 제어기 설계 (Design of a reduced-order $H_{\infty}$ controller using an LMI method)

  • 김석주;정순현;천종민;김춘경;이종무;권순만
    • 대한전기학회:학술대회논문집
    • /
    • 대한전기학회 2004년도 학술대회 논문집 정보 및 제어부문
    • /
    • pp.729-731
    • /
    • 2004
  • This paper deals with the design of a low order $H_{\infty}$ controller by using an iterative linear matrix inequality (LMI) method. The low order $H_{\infty}$ controller is represented in terms of LMIs with a rank condition. To solve the non-convex rank-constrained LMI problem, a linear penalty function is incorporated into the objective function so that minimizing the penalized objective function subject to LMIs amounts to a convex optimization problem. With an increasing sequence of the penalty parameter, the solution of the penalized optimization problem moves towards the feasible region of the original non-convex problem. The proposed algorithm is, therefore, convergent. Numerical experiments show the effectiveness of the proposed algorithm.

  • PDF

선형행렬부등식을 이용한 정적출력궤환 제어기 설계 (Design of a Static Output Feedback Stabilization Controller by Solving a Rank-constrained LMI Problem)

  • 김석주;권순만;김춘경;문영현
    • 대한전기학회논문지:시스템및제어부문D
    • /
    • 제53권11호
    • /
    • pp.747-752
    • /
    • 2004
  • This paper presents an iterative linear matrix inequality (LMI) approach to the design of a static output feedback (SOF) stabilization controller. A linear penalty function is incorporated into the objective function for the non-convex rank constraint so that minimizing the penalized objective function subject to LMIs amounts to a convex optimization problem. Hence, the overall procedure results in solving a series of semidefinite programs (SDPs). With an increasing sequence of the penalty parameter, the solution of the penalized optimization problem moves towards the feasible region of the original non-convex problem. The proposed algorithm is, therefore, convergent. Extensive numerical experiments are Deformed to illustrate the proposed algorithm.