An Iterative Approach to Nonconvex QCQP with Applications in Signal Processing

Gharanjik, Ahmad; Shankar, Bhavani; Soltanalian, Mojtaba; Ottersten, Björn

doi:10.1109/SAM.2016.7569622

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An Iterative Approach to Nonconvex QCQP with Applications in Signal Processing

Gharanjik, Ahmad; Shankar, Bhavani; Soltanalian, Mojtaba et al.

2016 • In 2016 IEEE Sensor Array and Multichannel Signal Processing Workshop (SAM)

Peer reviewed

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https://hdl.handle.net/10993/29784

DOI
10.1109/SAM.2016.7569622

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Keywords :

QCQP; non-convex; signal processing

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.

Research center :

SnT-SigCom

Disciplines :

Electrical & electronics engineering

Author, co-author :

Gharanjik, Ahmad ; University of Luxembourg > Interdisciplinary Centre for Security, Reliability and Trust (SNT)

Shankar, Bhavani ; University of Luxembourg > Interdisciplinary Centre for Security, Reliability and Trust (SNT)

Soltanalian, Mojtaba; University of Illinois at Chicago (UIC) > Department of Electrical and Computer Engineering > Assistant Professor in Information Systems,

Ottersten, Björn ; University of Luxembourg > Interdisciplinary Centre for Security, Reliability and Trust (SNT)

External co-authors :

yes

Language :

English

Title :

An Iterative Approach to Nonconvex QCQP with Applications in Signal Processing

Publication date :

10 July 2016

Event name :

2016 IEEE Sensor Array and Multichannel Signal Processing Workshop (SAM)

Event organizer :

IEEE

Event place :

Rio de Janeiro, Brazil

Event date :

10-7-2016 to 12-7-2016

Audience :

International

Main work title :

2016 IEEE Sensor Array and Multichannel Signal Processing Workshop (SAM)

Publisher :

IEEE

ISBN/EAN :

978-1-5090-2103-1

Pages :

1-5

Peer reviewed :

Peer reviewed

Additional URL :

http://ieeexplore.ieee.org/document/7569622/

Available on ORBilu :

since 10 February 2017

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Bibliography

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