Convex separable problems with linear and box constraints
Information Theory
2014-03-25 v1 math.IT
Abstract
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.
Cite
@article{arxiv.1403.5638,
title = {Convex separable problems with linear and box constraints},
author = {Antonio A. D'Amico and Luca Sanguinetti and Daniel P. Palomar},
journal= {arXiv preprint arXiv:1403.5638},
year = {2014}
}
Comments
5 pages, 2 figures. Published at IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP 2014)