126 resultados para Convex Duality


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The statistical mechanics of a two-dimensional Coulomb gas confined to one dimension is studied, wherein hard core particles move on a ring. Exact self-duality is shown for a version of the sine-Gordon model arising in this context, thereby locating the transition temperature exactly. We present asymptotically exact results for the correlations in the model and characterize the low- and high-temperature phases. Numerical simulations provide support to these renormalization group calculations. Connections with other interesting problems, such as the quantum Brownian motion of a panicle in a periodic potential and impurity problems, are pointed out.

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In this paper, power management algorithms for energy harvesting sensors (EHS) that operate purely based on energy harvested from the environment are proposed. To maintain energy neutrality, EHS nodes schedule their utilization of the harvested power so as to save/draw energy into/from an inefficient battery during peak/low energy harvesting periods, respectively. Under this constraint, one of the key system design goals is to transmit as much data as possible given the energy harvesting profile. For implementational simplicity, it is assumed that the EHS transmits at a constant data rate with power control, when the channel is sufficiently good. By converting the data rate maximization problem into a convex optimization problem, the optimal load scheduling (power management) algorithm that maximizes the average data rate subject to energy neutrality is derived. Also, the energy storage requirements on the battery for implementing the proposed algorithm are calculated. Further, robust schemes that account for the insufficiency of battery storage capacity, or errors in the prediction of the harvested power are proposed. The superior performance of the proposed algorithms over conventional scheduling schemes are demonstrated through computations using numerical data from solar energy harvesting databases.

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In this paper, we consider a robust design of MIMO-relay precoder and receive filter for the destination nodes in a non-regenerative multiple-input multiple-output (MIMO) relay network. The network consists of multiple source-destination node pairs assisted by a single MIMO-relay node. The source and destination nodes are single antenna nodes, whereas the MIMO-relay node has multiple transmit and multiple receive antennas. The channel state information (CSI) available at the MIMO-relay node for precoding purpose is assumed to be imperfect. We assume that the norms of errors in CSI are upper-bounded, and the MIMO-relay node knows these bounds. We consider the robust design of the MIMO-relay precoder and receive filter based on the minimization of the total MIMO-relay transmit power with constraints on the mean square error (MSE) at the destination nodes. We show that this design problem can be solved by solving an alternating sequence of minimization and worst-case analysis problems. The minimization problem is formulated as a convex optimization problem that can be solved efficiently using interior-point methods. The worst-case analysis problem can be solved analytically using an approximation for the MSEs at the destination nodes. We demonstrate the robust performance of the proposed design through simulations.

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We study the problem of uncertainty in the entries of the Kernel matrix, arising in SVM formulation. Using Chance Constraint Programming and a novel large deviation inequality we derive a formulation which is robust to such noise. The resulting formulation applies when the noise is Gaussian, or has finite support. The formulation in general is non-convex, but in several cases of interest it reduces to a convex program. The problem of uncertainty in kernel matrix is motivated from the real world problem of classifying proteins when the structures are provided with some uncertainty. The formulation derived here naturally incorporates such uncertainty in a principled manner leading to significant improvements over the state of the art. 1.

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Due to its wide applicability, semi-supervised learning is an attractive method for using unlabeled data in classification. In this work, we present a semi-supervised support vector classifier that is designed using quasi-Newton method for nonsmooth convex functions. The proposed algorithm is suitable in dealing with very large number of examples and features. Numerical experiments on various benchmark datasets showed that the proposed algorithm is fast and gives improved generalization performance over the existing methods. Further, a non-linear semi-supervised SVM has been proposed based on a multiple label switching scheme. This non-linear semi-supervised SVM is found to converge faster and it is found to improve generalization performance on several benchmark datasets. (C) 2010 Elsevier Ltd. All rights reserved.

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We consider here the higher order effect of moderate longitudinal surface curvature on steady, two-dimensional, incompressible laminar boundary layers. The basic partial differential equations for the problem, derived by the method of matched asymptotic expansions, are found to possess similarity solutions for a family of surface curvatures and pressure gradients. The similarity equations obtained by this anaylsis have been solved numerically on a computer, and show a definite decrease in skin friction when the surface has convex curvature in all cases including zero pressure gradient. Typical velocity profiles and some relevant boundary-layer characteristics are tabulated, and a critical comparison with previous work is given.

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We consider a framework in which several service providers offer downlink wireless data access service in a certain area. Each provider serves its end-users through opportunistic secondary spectrum access of licensed spectrum, and needs to pay primary license holders of the spectrum usage based and membership based charges for such secondary spectrum access. In these circumstances, if providers pool their resources and allow end-users to be served by any of the cooperating providers, the total user satisfaction as well as the aggregate revenue earned by providers may increase. We use coalitional game theory to investigate such cooperation among providers, and show that the optimal cooperation schemes can be obtained as solutions of convex optimizations. We next show that under usage based charging scheme, if all providers cooperate, there always exists an operating point that maximizes the aggregate revenue of providers, while presenting each provider a share of the revenue such that no subset of providers has an incentive to leave the coalition. Furthermore, such an operating point can be computed in polynomial time. Finally, we show that when the charging scheme involves membership based charges, the above result holds in important special cases.

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An analog minimum-variance unbiased estimator(MVUE) over an asymmetric wireless sensor network is studied.Minimisation of variance is cast into a constrained non-convex optimisation problem. An explicit algorithm that solves the problem is provided. The solution is obtained by decomposing the original problem into a finite number of convex optimisation problems with explicit solutions. These solutions are then juxtaposed together by exploiting further structure in the objective function.

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In this article we study the problem of joint congestion control, routing and MAC layer scheduling in multi-hop wireless mesh network, where the nodes in the network are subjected to maximum energy expenditure rates. We model link contention in the wireless network using the contention graph and we model energy expenditure rate constraint of nodes using the energy expenditure rate matrix. We formulate the problem as an aggregate utility maximization problem and apply duality theory in order to decompose the problem into two sub-problems namely, network layer routing and congestion control problem and MAC layer scheduling problem. The source adjusts its rate based on the cost of the least cost path to the destination where the cost of the path includes not only the prices of the links in it but also the prices associated with the nodes on the path. The MAC layer scheduling of the links is carried out based on the prices of the links. We study the e�ects of energy expenditure rate constraints of the nodes on the optimal throughput of the network.

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Bid optimization is now becoming quite popular in sponsored search auctions on the Web. Given a keyword and the maximum willingness to pay of each advertiser interested in the keyword, the bid optimizer generates a profile of bids for the advertisers with the objective of maximizing customer retention without compromising the revenue of the search engine. In this paper, we present a bid optimization algorithm that is based on a Nash bargaining model where the first player is the search engine and the second player is a virtual agent representing all the bidders. We make the realistic assumption that each bidder specifies a maximum willingness to pay values and a discrete, finite set of bid values. We show that the Nash bargaining solution for this problem always lies on a certain edge of the convex hull such that one end point of the edge is the vector of maximum willingness to pay of all the bidders. We show that the other endpoint of this edge can be computed as a solution of a linear programming problem. We also show how the solution can be transformed to a bid profile of the advertisers.

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We consider a joint power control and transmission scheduling problem in wireless networks with average power constraints. While the capacity region of a wireless network is convex, a characterization of this region is a hard problem. We formulate a network utility optimization problem involving time-sharing across different "transmission modes," where each mode corresponds to the set of power levels used in the network. The structure of the optimal solution is a time-sharing across a small set of such modes. We use this structure to develop an efficient heuristic approach to finding a suboptimal solution through column generation iterations. This heuristic approach converges quite fast in simulations, and provides a tool for wireless network planning.

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A geometric and non parametric procedure for testing if two finite set of points are linearly separable is proposed. The Linear Separability Test is equivalent to a test that determines if a strictly positive point h > 0 exists in the range of a matrix A (related to the points in the two finite sets). The algorithm proposed in the paper iteratively checks if a strictly positive point exists in a subspace by projecting a strictly positive vector with equal co-ordinates (p), on the subspace. At the end of each iteration, the subspace is reduced to a lower dimensional subspace. The test is completed within r ≤ min(n, d + 1) steps, for both linearly separable and non separable problems (r is the rank of A, n is the number of points and d is the dimension of the space containing the points). The worst case time complexity of the algorithm is O(nr3) and space complexity of the algorithm is O(nd). A small review of some of the prominent algorithms and their time complexities is included. The worst case computational complexity of our algorithm is lower than the worst case computational complexity of Simplex, Perceptron, Support Vector Machine and Convex Hull Algorithms, if d

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The literature on pricing implicitly assumes an "infinite data" model, in which sources can sustain any data rate indefinitely. We assume a more realistic "finite data" model, in which sources occasionally run out of data; this leads to variable user data rates. Further, we assume that users have contracts with the service provider, specifying the rates at which they can inject traffic into the network. Our objective is to study how prices can be set such that a single link can be shared efficiently and fairly among users in a dynamically changing scenario where a subset of users occasionally has little data to send. User preferences are modelled by concave increasing utility functions. Further, we introduce two additional elements: a convex increasing disutility function and a convex increasing multiplicative congestion-penally function. The disutility function takes the shortfall (contracted rate minus present rate) as its argument, and essentially encourages users to send traffic at their contracted rates, while the congestion-penalty function discourages heavy users from sending excess data when the link is congested. We obtain simple necessary and sufficient conditions on prices for fair and efficient link sharing; moreover, we show that a single price for all users achieves this. We illustrate the ideas using a simple experiment.

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In this paper, we consider robust joint designs of relay precoder and destination receive filters in a nonregenerative multiple-input multiple-output (MIMO) relay network. The network consists of multiple source-destination node pairs assisted by a MIMO-relay node. The channel state information (CSI) available at the relay node is assumed to be imperfect. We consider robust designs for two models of CSI error. The first model is a stochastic error (SE) model, where the probability distribution of the CSI error is Gaussian. This model is applicable when the imperfect CSI is mainly due to errors in channel estimation. For this model, we propose robust minimum sum mean square error (SMSE), MSE-balancing, and relay transmit power minimizing precoder designs. The next model for the CSI error is a norm-bounded error (NBE) model, where the CSI error can be specified by an uncertainty set. This model is applicable when the CSI error is dominated by quantization errors. In this case, we adopt a worst-case design approach. For this model, we propose a robust precoder design that minimizes total relay transmit power under constraints on MSEs at the destination nodes. We show that the proposed robust design problems can be reformulated as convex optimization problems that can be solved efficiently using interior-point methods. We demonstrate the robust performance of the proposed design through simulations.

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We provide some conditions for the graph of a Holder-continuous function on (D) over bar, where (D) over bar is a closed disk in C, to be polynomially convex. Almost all sufficient conditions known to date - provided the function (say F) is smooth - arise from versions of the Weierstrass Approximation Theorem on (D) over bar. These conditions often fail to yield any conclusion if rank(R)DF is not maximal on a sufficiently large subset of (D) over bar. We bypass this difficulty by introducing a technique that relies on the interplay of certain plurisubharmonic functions. This technique also allows us to make some observations on the polynomial hull of a graph in C(2) at an isolated complex tangency.