Separable convex optimization problems with linear ascending constraints
Information Theory
2011-07-22 v1 math.IT
Optimization and Control
Abstract
Separable convex optimization problems with linear ascending inequality and equality constraints are addressed in this paper. Under an ordering condition on the slopes of the functions at the origin, an algorithm that determines the optimum point in a finite number of steps is described. The optimum value is shown to be monotone with respect to a partial order on the constraint parameters. Moreover, the optimum value is convex with respect to these parameters. Examples motivated by optimizations for communication systems are used to illustrate the algorithm.
Cite
@article{arxiv.0707.2265,
title = {Separable convex optimization problems with linear ascending constraints},
author = {Arun Padakandla and Rajesh Sundaresan},
journal= {arXiv preprint arXiv:0707.2265},
year = {2011}
}
Comments
15 pages, Submitted to SIAM J. on Opt