线性上升约束的可分离凸优化问题
Separable convex optimization problems with linear ascending constraints
摘要:
研究了具有线性上升不等式和等式约束的可分凸优化问题。在原点处的函数斜率上的排序条件下,描述了一种在有限步内确定最优点的算法。最优值被证明是单调的约束参数的偏序。此外,最佳值是凸的这些参数。通信系统的优化激励的例子来说明该算法。
英文摘要:
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.
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