List of contributors
Preface
1 Automatic code generation for real.time convex optimization
Jacob Mattingley and Stephen Boyd
1.1 Introduction
1.2 Solvers and specification languages
1.3 Examples
1.4 Algorithm considerations
1.5 Code generation
1.6 CVXMOD: a preliminary implementation
1.7 Numerical examples
1.8 Summary, conclusions, and implications
Acknowledgments
References
2 Gradient-based algorithms with applications to signal-recovery problems
Arnir Beck and Marc Teboulle
2.1 Introduction
2.2 The general optimization model
2.3 Building gradient-based schemes
2.4 Convergence results tor the proximal-gradient method
2.5 A fast proximal-gradient method
2.6 Algorithms for It-based regularization problems
2.7 TV-based restoration problems
2.8 The source-localization problem
2.9 Bibliographic notes
References
3 Graphical models of autoregressive processes
Jitkomut Songsiri, Joachim Dahl, and Lieven Vandenberghe
3.1 Introduction
3.2 Autoregressive processes
3.3 Autoregressive graphical models
3.4 Numerical examples
3.5 Conclusion
Acknowledgments
References
4 SDP relaxation of homogeneous quadratic optimization: approximation bounds and applications Zhi-Quan Luo and Tsung-Hui Chang
4.1 Introduction
4.2 Nonconvex QCQPs and SDP relaxation
4.3 SDP relaxation for separable homogeneous QCQPs
4.4 SDP relaxation for maximization homogeneous QCQPs
4.5 SDP relaxation for fractional QCQPs
4.6 More applications of SDP relaxation
4.7 Summary and discussion
Acknowledgments
References
5 ProbabilisUc analysis of semidefinite relaxation detectors for multiple-input,multiple-output systems
Anthony Man-Cho So and Yinyu Ye
5.1 Introduction
5.2 Problem formulation
5.3 Analysis of the SDR detector for the MPSK constellations
5.4 Extension to the QAM constellations
5.5 Concluding remarks
Acknowledgments
References
6 Semidefinite programming, matrix decomposition, and radar code design
Yongwei Huang, Antonio De Maio, and Shuzhong Zhang
6.1 Introduction and notation
6.2 Matrix rank- 1 decomposition
6.3 Semidefinite programming
6.4 Quadratically constrained quadratic programming and its SDP relaxation
6.5 Polynomially solvable QCQP problems
6.6 The radar code-design problem
6.7 Performance measures for code design
6.8 Optimal code design
6.9 Performance analysis
6.10 Conclusions
References
7 Convex analysis for non-negative blind source separation with application in imaging
Wing-Kin Ma, Tsung-Han Chan, Chong-Yung Chi, and Yue Wang
7.1 Introduction
7.2 Problem statement
7.3 Review of some concepts in convex analysis
7.4 Non-negative, blind source-separation criterion via CAMNS
7.5 Systematic linear-programming method for CAMNS
7.6 Alternating volume-maximization heuristics for CAMNS
7.7 Numerical results
7.8 Summary and discussion
Acknowledgments
References
8 Optimization techniques in modern sampling theory
Tomer Michaeli and Yonina C. Eldar
8.1 Introduction
8.2 Notation and mathematical preliminaries
8.3 Sampling and reconstruction setup
8.4 Optimization methods
8.5 Subspace priors
8.6 Smoothness priors
8.7 Comparison of the various scenarios
8.8 Sampling with noise
8.9 Conclusions
Acknowledgments
References
9 Robust broadband adaptive beamforming using convex optimization
Michael Riibsamen, Amr EI-Keyi, Alex B. Gershman, and Thia Kirubarajan
9.1 Introduction
9.2 Background
9.3 Robust broadband beamformers
9.4 Simulations
9.5 Conclusions
Acknowledgments
References
10 Cooperative distributed multi-agent optimization
Angelia Nedic and Asuman Ozdaglar
10.1 Introduction and motivation
10.2 Distributed-optimization methods using dual decomposition
10.3 Distributed-optimization methods using consensus algorithms
10.4 Extensions
10.5 Future work
10.6 Conclusions
10.7 Problems
References
11 Competitive optimization of cognitive radio MIMO systems via game theory
Gesualso Scutari, Daniel P. Palomar, and Sergio Barbarossa
11.1 Introduction and motivation
11.2 Strategic non-cooperative games: basic solution concepts and algorithms
11.3 Opportunistic communications over unlicensed bands
11.4 Opportunistic communications under individual-interference constraints
11.5 Opportunistic communications under global-interference constraints
21.6 Conclusions
Acknowledgments
References
12 Nash equilibria: the variational approach
Francisco Facchinei and Jong-Shi Pang
12.1 Introduction
12.2 The Nash-equilibrium problem
12.3 Existence theory
12.4 Uniqueness theory
12.5 Sensitivity analysis
12.6 Iterative algorithms
12.7 A communication game
Acknowledgments
References
Afierword
Index