104 resultados para Unconstrained and convex optimization

em Indian Institute of Science - Bangalore - Índia


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In this paper, we consider non-linear transceiver designs for multiuser multi-input multi-output (MIMO) down-link in the presence of imperfections in the channel state information at the transmitter (CSIT). The base station (BS) is equipped with multiple transmit antennas and each user terminal is equipped with multiple receive antennas. The BS employs Tomlinson-Harashima precoding (THP) for inter-user interference pre-cancellation at the transmitter. We investigate robust THP transceiver designs based on the minimization of BS transmit power with mean square error (MSE) constraints, and balancing of MSE among users with a constraint on the total BS transmit power. We show that these design problems can be solved by iterative algorithms, wherein each iteration involves a pair of convex optimization problems. The robustness of the proposed algorithms to imperfections in CSIT is illustrated through simulations.

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We address the problem of allocating a single divisible good to a number of agents. The agents have concave valuation functions parameterized by a scalar type. The agents report only the type. The goal is to find allocatively efficient, strategy proof, nearly budget balanced mechanisms within the Groves class. Near budget balance is attained by returning as much of the received payments as rebates to agents. Two performance criteria are of interest: the maximum ratio of budget surplus to efficient surplus, and the expected budget surplus, within the class of linear rebate functions. The goal is to minimize them. Assuming that the valuation functions are known, we show that both problems reduce to convex optimization problems, where the convex constraint sets are characterized by a continuum of half-plane constraints parameterized by the vector of reported types. We then propose a randomized relaxation of these problems by sampling constraints. The relaxed problem is a linear programming problem (LP). We then identify the number of samples needed for ``near-feasibility'' of the relaxed constraint set. Under some conditions on the valuation function, we show that value of the approximate LP is close to the optimal value. Simulation results show significant improvements of our proposed method over the Vickrey-Clarke-Groves (VCG) mechanism without rebates. In the special case of indivisible goods, the mechanisms in this paper fall back to those proposed by Moulin, by Guo and Conitzer, and by Gujar and Narahari, without any need for randomization. Extension of the proposed mechanisms to situations when the valuation functions are not known to the central planner are also discussed. Note to Practitioners-Our results will be useful in all resource allocation problems that involve gathering of information privately held by strategic users, where the utilities are any concave function of the allocations, and where the resource planner is not interested in maximizing revenue, but in efficient sharing of the resource. Such situations arise quite often in fair sharing of internet resources, fair sharing of funds across departments within the same parent organization, auctioning of public goods, etc. We study methods to achieve near budget balance by first collecting payments according to the celebrated VCG mechanism, and then returning as much of the collected money as rebates. Our focus on linear rebate functions allows for easy implementation. The resulting convex optimization problem is solved via relaxation to a randomized linear programming problem, for which several efficient solvers exist. This relaxation is enabled by constraint sampling. Keeping practitioners in mind, we identify the number of samples that assures a desired level of ``near-feasibility'' with the desired confidence level. Our methodology will occasionally require subsidy from outside the system. We however demonstrate via simulation that, if the mechanism is repeated several times over independent instances, then past surplus can support the subsidy requirements. We also extend our results to situations where the strategic users' utility functions are not known to the allocating entity, a common situation in the context of internet users and other problems.

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We revisit a problem studied by Padakandla and Sundaresan SIAM J. Optim., August 2009] on the minimization of a separable convex function subject to linear ascending constraints. The problem arises as the core optimization in several resource allocation problems in wireless communication settings. It is also a special case of an optimization of a separable convex function over the bases of a specially structured polymatroid. We give an alternative proof of the correctness of the algorithm of Padakandla and Sundaresan. In the process we relax some of their restrictions placed on the objective function.

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Learning your αβγ's: The diversity of hydrogen-bonding patterns in backbone-expanded hybrid helices is shown by crystal-structure determination of several oligomeric peptides (see scheme; C=gray; H=white; O=red; N=blue). C 12 helices were observed in the αγ peptide series for n=2-8. In comparison, the αα peptide and αβ peptide sequences show C 10 and mixed C 14/C 15 helices, respectively. Copyright © 2012 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

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This paper presents a simple technique for reducing the computational effort while solving any geotechnical stability problem by using the upper bound finite element limit analysis and linear optimization. In the proposed method, the problem domain is discretized into a number of different regions in which a particular order (number of sides) of the polygon is chosen to linearize the Mohr-Coulomb yield criterion. A greater order of the polygon needs to be selected only in that region wherein the rate of the plastic strains becomes higher. The computational effort required to solve the problem with this implementation reduces considerably. By using the proposed method, the bearing capacity has been computed for smooth and rough strip footings and the results are found to be quite satisfactory.

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A numerical formulation has been proposed for solving an axisymmetric stability problem in geomechanics with upper bound limit analysis, finite elements, and linear optimization. The Drucker-Prager yield criterion is linearized by simulating a sphere with a circumscribed truncated icosahedron. The analysis considers only the velocities and plastic multiplier rates, not the stresses, as the basic unknowns. The formulation is simple to implement, and it has been employed for finding the collapse loads of a circular footing placed over the surface of a cohesive-frictional material. The formulation can be used to solve any general axisymmetric geomechanics stability problem.

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In this work, we explore simultaneous geometry design and material selection for statically determinate trusses by posing it as a continuous optimization problem. The underlying principles of our approach are structural optimization and Ashby’s procedure for material selection from a database. For simplicity and ease of initial implementation, only static loads are considered in this work with the intent of maximum stiffness, minimum weight/cost, and safety against failure. Safety of tensile and compression members in the truss is treated differently to prevent yield and buckling failures, respectively. Geometry variables such as lengths and orientations of members are taken to be the design variables in an assumed layout. Areas of cross-section of the members are determined to satisfy the failure constraints in each member. Along the lines of Ashby’s material indices, a new design index is derived for trusses. The design index helps in choosing the most suitable material for any geometry of the truss. Using the design index, both the design space and the material database are searched simultaneously using gradient-based optimization algorithms. The important feature of our approach is that the formulated optimization problem is continuous, although the material selection from a database is an inherently discrete problem. A few illustrative examples are included. It is observed that the method is capable of determining the optimal topology in addition to optimal geometry when the assumed layout contains more links than are necessary for optimality.

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In this work, we explore simultaneous design and material selection by posing it as an optimization problem. The underlying principles for our approach are Ashby's material selection procedure and structural optimization. For the simplicity and ease of initial implementation of the general procedure, truss structures under static load are considered in this work in view of maximum stiffness, minimum weight/cost and safety against failure. Along the lines of Ashby's material indices, a new design index is derived for trusses. This helps in choosing the most suitable material for any design of a truss. Using this, both the design space and material database are searched simultaneously using optimization algorithms. The important feature of our approach is that the formulated optimization problem is continuous even though the material selection is an inherently discrete problem.

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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 present a method for obtaining conjugate, conjoined shapes and tilings in the context of the design of structures using topology optimization. Optimal material distribution is achieved in topology optimization by setting up a selection field in the design domain to determine the presence/absence of material there. We generalize this approach in this paper by presenting a paradigm in which the material left out by the selection field is also utilised. We obtain conjugate shapes when the region chosen and the region left-out are solutions for two problems, each with a different functionality. On the other hand, if the left-out region is connected to the selected region in some pre-determined fashion for achieving a single functionality, then we get conjoined shapes. The utilization of the left-out material, gives the notion of material economy in both cases. Thus, material wastage is avoided in the practical realization of these designs using many manufacturing techniques. This is in contrast to the wastage of left-out material during manufacture of traditional topology-optimized designs. We illustrate such shapes in the case of stiff structures and compliant mechanisms. When such designs are suitably made on domains of the unit cell of a tiling, this leads to the formation of new tilings which are functionally useful. Such shapes are not only useful for their functionality and economy of material and manufacturing, but also for their aesthetic value.

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Automated image segmentation techniques are useful tools in biological image analysis and are an essential step in tracking applications. Typically, snakes or active contours are used for segmentation and they evolve under the influence of certain internal and external forces. Recently, a new class of shape-specific active contours have been introduced, which are known as Snakuscules and Ovuscules. These contours are based on a pair of concentric circles and ellipses as the shape templates, and the optimization is carried out by maximizing a contrast function between the outer and inner templates. In this paper, we present a unified approach to the formulation and optimization of Snakuscules and Ovuscules by considering a specific form of affine transformations acting on a pair of concentric circles. We show how the parameters of the affine transformation may be optimized for, to generate either Snakuscules or Ovuscules. Our approach allows for a unified formulation and relies only on generic regularization terms and not shape-specific regularization functions. We show how the calculations of the partial derivatives may be made efficient thanks to the Green's theorem. Results on synthesized as well as real data are presented.

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In this paper we first derive a necessary and sufficient condition for a stationary strategy to be the Nash equilibrium of discounted constrained stochastic game under certain assumptions. In this process we also develop a nonlinear (non-convex) optimization problem for a discounted constrained stochastic game. We use the linear best response functions of every player and complementary slackness theorem for linear programs to derive both the optimization problem and the equivalent condition. We then extend this result to average reward constrained stochastic games. Finally, we present a heuristic algorithm motivated by our necessary and sufficient conditions for a discounted cost constrained stochastic game. We numerically observe the convergence of this algorithm to Nash equilibrium. (C) 2015 Elsevier B.V. All rights reserved.

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The random early detection (RED) technique has seen a lot of research over the years. However, the functional relationship between RED performance and its parameters viz,, queue weight (omega(q)), marking probability (max(p)), minimum threshold (min(th)) and maximum threshold (max(th)) is not analytically availa ble. In this paper, we formulate a probabilistic constrained optimization problem by assuming a nonlinear relationship between the RED average queue length and its parameters. This problem involves all the RED parameters as the variables of the optimization problem. We use the barrier and the penalty function approaches for its Solution. However (as above), the exact functional relationship between the barrier and penalty objective functions and the optimization variable is not known, but noisy samples of these are available for different parameter values. Thus, for obtaining the gradient and Hessian of the objective, we use certain recently developed simultaneous perturbation stochastic approximation (SPSA) based estimates of these. We propose two four-timescale stochastic approximation algorithms based oil certain modified second-order SPSA updates for finding the optimum RED parameters. We present the results of detailed simulation experiments conducted over different network topologies and network/traffic conditions/settings, comparing the performance of Our algorithms with variants of RED and a few other well known adaptive queue management (AQM) techniques discussed in the literature.

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In this paper, we consider the optimization of the cross-section profile of a cantilever beam under deformation-dependent loads. Such loads are encountered in plants and trees, cereal crop plants such as wheat and corn in particular. The wind loads acting on the grain-bearing spike of a wheat stalk vary with the orientation of the spike as the stalk bends; this bending and the ensuing change in orientation depend on the deformation of the plant under the same load.The uprooting of the wheat stalks under wind loads is an unresolved problem in genetically modified dwarf wheat stalks. Although it was thought that the dwarf varieties would acquire increased resistance to uprooting, it was found that the dwarf wheat plants selectively decreased the Young's modulus in order to be compliant. The motivation of this study is to investigate why wheat plants prefer compliant stems. We analyze this by seeking an optimal shape of the wheat plant's stem, which is modeled as a cantilever beam, by taking the large deflection of the stem into account with the help of co-rotational finite element beam modeling. The criteria considered here include minimum moment at the fixed ground support, adequate stiffness and strength, and the volume of material. The result reported here is an example of flexibility, rather than stiffness, leading to increased strength.

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Rate-constrained power minimization (PMIN) over a code division multiple-access (CDMA) channel with correlated noise is studied. PMIN is. shown to be an instance of a separable convex optimization problem subject to linear ascending constraints. PMIN is further reduced to a dual problem of sum-rate maximization (RMAX). The results highlight the underlying unity between PMIN, RMAX, and a problem closely related to PMIN but with linear receiver constraints. Subsequently, conceptually simple sequence design algorithms are proposed to explicitly identify an assignment of sequences and powers that solve PMIN. The algorithms yield an upper bound of 2N - 1 on the number of distinct sequences where N is the processing gain. The sequences generated using the proposed algorithms are in general real-valued. If a rate-splitting and multi-dimensional CDMA approach is allowed, the upper bound reduces to N distinct sequences, in which case the sequences can form an orthogonal set and be binary +/- 1-valued.