Convex separable problems with linear and box constraints

A. Antonio (1) , Sanguinetti Luca (2, 1) , Daniel P. Palomar (3)

1 University of Pisa - Università di Pisa
2 Chaire Radio Flexible - Chaire Radio Flexible Alcatel-Lucent/Supélec
3 HKUST - Hong Kong University of Science and Technology

Int his work,we focus on separable convex optimization prob-lems with linear and box constraints and compute the solution inclosed-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 pro-cessing and communications and their efficient implementa-tion in practice.

Domaines: Informatique [cs]; Mathématiques [math]; Sciences de l'ingénieur [physics]

A. Antonio, Sanguinetti Luca, Daniel P. Palomar. Convex separable problems with linear and box constraints . 2014 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) , May 2014, Florence, Italy. ⟨10.1109/icassp.2014.6854683⟩. ⟨hal-01098825⟩