CONVEX SEPARABLE PROBLEMS WITH LINEAR AND BOX CONSTRAINTS

被引:0
|
作者
D'Amico, Antonio A. [1 ]
Sanguinetti, Luca [1 ,2 ]
Palomar, Daniel P. [3 ]
机构
[1] Univ Pisa, Dipartimento Ingn Informaz, Pisa, Italy
[2] Ecole Super Elect Supelec, Alcatel Lucent Chair, Gif Sur Yvette, France
[3] Hong Kong Univ Sci & Technol, Dept Elect & Comp Engn, Hong Kong, Hong Kong, Peoples R China
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中图分类号
O42 [声学];
学科分类号
070206 ; 082403 ;
摘要
In this work, we focus on separable convex optimization problems with linear and box constraints and compute the solution in closed-form as a function of some Lagrange multipliers that can be easily computed in a finite number of iterations. This allows us to bridge the gap between a wide family of power allocation problems of practical interest in signal processing and communications and their efficient implementation in practice.
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页数:5
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