An introduction to convex optimization for communications and signal processing

Convex optimization methods are widely used in the design and analysis of communication systems and signal processing algorithms. This tutorial surveys some of recent progress in this area. The tutorial contains two parts. The first part gives a survey of basic concepts and main techniques in convex...

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Bibliographic Details
Published in:IEEE journal on selected areas in communications Vol. 24; no. 8; pp. 1426 - 1438
Main Authors: Luo, Zhi-Quan, Yu, Wei
Format: Journal Article
Language:English
Published: New York IEEE 01.08.2006
The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
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ISSN:0733-8716, 1558-0008
Online Access:Get full text
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Summary:Convex optimization methods are widely used in the design and analysis of communication systems and signal processing algorithms. This tutorial surveys some of recent progress in this area. The tutorial contains two parts. The first part gives a survey of basic concepts and main techniques in convex optimization. Special emphasis is placed on a class of conic optimization problems, including second-order cone programming and semidefinite programming. The second half of the survey gives several examples of the application of conic programming to communication problems. We give an interpretation of Lagrangian duality in a multiuser multi-antenna communication problem; we illustrate the role of semidefinite relaxation in multiuser detection problems; we review methods to formulate robust optimization problems via second-order cone programming techniques
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ISSN:0733-8716
1558-0008
DOI:10.1109/JSAC.2006.879347