A broad family of practical design problems can be represented using quadratically constrained quadratic programs (QCQPs), where both the objective function and the constraints are quadratic functions of the optimization variables.
Abstract
Mathematical optimization plays a fundamental role in signal processing and wireless communications, serving as an essential framework for the systematic design of modern systems. Many design challenges in these fields, as well as in many others, can naturally be formulated as optimization problems. Over the years, the advancements in signal processing applications have significantly changed the structure and complexity of these optimization problems, creating new challenges in their analysis, understanding, and solution \cite{liu2024survey}. Consequently, the rapid development of sophisticated optimization theories and algorithms tailored to the demands of next-generation systems is crucial. Quadratic optimization problems constitute one of the most important classes of optimization problems in modern engineering systems. In signal processing and communications, quadratic forms naturally emerge when modeling power, energy, covariance matrices, and Euclidean distances, to name a few examples. Consequently, a broad family of practical design problems can be represented using quadratically constrained quadratic programs (QCQPs), where both the objective function and the constraints are quadratic functions of the optimization variables. While convex QCQPs can be solved efficiently using polynomial-time algorithms, the general non-convex QCQP remains computationally challenging. Specifically, indefinite quadratic forms and rank constraints often induce NP-hardness. Non-convex QCQP problems arise in a broad range of signal processing, communications, control, machine learning, and network optimization applications.
A unified and comprehensive perspective on constructing augmented Lagrangian functions (based on the Hestenes–Powell–Rockafellar augmented Lagrangian) for various optimization problems, including nonlinear programming and convex and nonconvex composite programming.
Recently, several particular problems in optimal design have been analyzed by using tools from non-convex, variational problems. As many of those have similarities, but also different features, we pretend to look at a full family of problems that includes most of those particular situations. Specifically, we examine an...
U. Prieto, Pablo Pedregal· Journal of Convex Analysis· 1 citation
This work considers a quadratic minmax problem with coupled inner constraints and proposes a method to compute a class of stationary points and shows in particular that the method is polynomial in the special case where the inner feasible set of the authors' constrained minmax problem is independent from outer variable...
Stefano Cipolla, O. Stein, Alain B. Zemkoho· 1 citation
A randomized two-point direct-search algorithm for nonconvex time-varying optimization and derive iteration-complexity bounds under both constant and diminishing probing ratios, which recover the complexity of existing zeroth-order methods in the time-invariant setting while extending direct- search methods beyond stat...
We introduce Envelopt, a globally convergent iterative framework for a broad class of structured optimization problems where a smooth objective is augmented by a nonsmooth convex regularizer composed with a smooth mapping, and the variables are subject to general smooth constraints. All smooth functions may be nonconve...
Alberto De Marchi, Dominique Orban· 0 citations
We use cookies to run the site and, with your consent, for analytics and to show ads.
See our Cookie Policy.