In this paper we consider the problem of maximizing sum rate of a multiple-antenna Gaussian broadcast channel. It was recently found that dirty paper coding is capacity achieving for this channel. In order to achieve capacity, the optimal transmission policy (i.e. the optimal transmit covariance structure) given the channel conditions and power constraint must be found. However, obtaining the optimal trans-mission policy when employing dirty paper coding is a computationally complex non-convex problem. We use duality to transform this problem into a well-structured convex multiple-access channel problem. We exploit the structure of this problem and derive simple and fast iterative algorithms that provide the optimum transmission policies for the multiple-access channel, which can easily be mapped to the optimal broadcast channel policies.

We propose a maximum-likelihood approach for separating and estimating multiple synchronous digital signals arriving at an antenna array. The spatial response of the array is assumed to be known imprecisely or unknown. We exploit the finite alphabet (FA) property of digital signals to simultaneously determine the array response and the symbol sequence for each signal. Uniqueness of the estimates is established for signals with linear modulation formats. We introduce a signal detection technique based on the FA property which is different from a standard linear combiner. Computationally efficient algorithms for both block and recursive estimation of the signals are presented. This new approach is applicable to an unknown array geometry and propagation environment, which is particularly useful in wireless communication systems. Simulation results demonstrate its promising performance. Email: talwar@sccm.stanford.edu, Ph: (415) 723-0061, Fax: (415) 723-2411. This work was suppor...

We derive multiplicative updates for solving the nonnegative quadratic programming problem in support vector machines (SVMs). The updates have a simple closed form, and we prove that they converge monotonically to the solution of the maximum margin hyperplane. The updates optimize the traditionally proposed objective function for SVMs. They do not involve any heuristics such as choosing a learning rate or deciding which variables to update at each iteration. They can be used to adjust all the quadratic programming variables in parallel with a guarantee of improvement at each iteration. We analyze the asymptotic convergence of the updates and show that the coefficients of non-support vectors decay geometrically to zero at a rate that depends on their margins. In practice, the updates converge very rapidly to good classifiers.

Abstract not found

The problem of minimizing a smooth convex function over a basic cone in is frequently encountered in nonparametric statistics. For that type of problem we suggest an algorithm and show that this algorithm converges to the solution of the minimization problem.

this paper we discuss four such classes of algorithms. Or, more precisely, we discuss a single class of algorithms, and we show how some well-known classes of statistical algorithms fit in this common class. The subclasses are, in logical order, block-relaxation methods augmentation methods majorization methods Expectation-Maximization Alternating Least Squares Alternating Conditional Expectations

Abstract. We present a unified framework for convergence analysis of generalized subgradient-type algorithms in the presence of perturbations. A principal novel feature of our analysis is that perturbations need not tend to zero in the limit. It is established that the iterates of the algorithms are attracted, in a certain sense, to an e-stationary set of the problem, where e depends on the magnitude of perturbations. Characterization of the attraction sets is given in the general (nonsmooth and nonconvex) case. The results are further strengthened for convex, weakly sharp, and strongly convex problems. Our analysis extends and unifies previously known results on convergence and stability properties of gradient and subgradient methods, including their incremental, parallel, and heavy ball modifications.

We describe an important class of semidefinite programming problems that has received scant attention in the optimization community. These problems are derived from considerations in distance geometry and multidimensional scaling and therefore arise in a variety of disciplines, e.g. computational chemistry and psychometrics. In most applications, the feasible positive semidefinite matrices are restricted in rank, so that recent interior-point methods for semidefinite programming do not apply. We establish some theory for these problems and discuss what remains to be accomplished. Key words: Distance geometry, multidimensional scaling, semidefinite programming. Contents 1 Introduction 2 2 Projection into Subsets of\Omega n 4 3 Reducible Programming Formulations 5 3.1 Variable Alternation : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 5 3.2 Variable Reduction : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 6 4 Optimization by Variab...

Abstract—No convergent ordered subsets (OS) type image reconstruction algorithms for transmission tomography have been proposed to date. In contrast, in emission tomography, there are two known families of convergent OS algorithms: methods that use relaxation parameters (Ahn and Fessler, 2003), and methods based on the incremental expectation maximization (EM) approach (Hsiao et al., 2002). This paper generalizes the incremental EM approach by introducing a general framework that we call “incremental optimization transfer. ” Like incremental EM methods, the proposed algorithms accelerate convergence speeds and ensure global convergence (to a stationary point) under mild regularity conditions without requiring inconvenient relaxation parameters. The general optimization transfer framework enables the use of a very broad family of non-EM surrogate functions. In particular, this paper provides the first convergent OS-type algorithm for transmission tomography. The general approach is applicable to both monoenergetic and polyenergetic transmission scans as well as to other image reconstruction problems. We propose a particular incremental optimization transfer method for (nonconcave) penalized-likelihood (PL) transmission image reconstruction by using separable paraboloidal surrogates (SPS). Results show that the new “transmission incremental optimization transfer (TRIOT) ” algorithm is faster than nonincremental ordinary SPS and even OS-SPS yet is convergent. I.

There are many problems related to the design of networks. Among them, the message routing problem plays a determinant role in the optimization of network performance. Much of the motivation for this work comes from this problem which is shown to belong to the class of nonlinear convex multicommodity flow problems. This paper emphasizes the message routing problem in data networks, but it includes a broader literature overview of convex multicommodity flow problems. We present and discuss the main solution techniques proposed for solving this class of largescale convex optimization problems. We conduct some numerical experiments on the message routing problem with some different techniques. 1 Introduction The literature dealing with multicommodity flow problems is rich since the publication of the works of Ford and Fulkerson's [19] and T.C. Hu [30] in the beginning of the 1960s. These problems usually have a very large number of variables and constraints and arise in a great variety o...