Rank-Constrained Schur-Convex Optimization with Multiple Trace/Log-Det Constraints

Details Rank-Constrained Schur-Convex Optimization with Multiple Trace/Log-Det Constraints Rank-Constrained Schur-Convex Optimization with Multiple Trace/Log-Det Constraints

2010-09-22

arxiv.org/abs/1009.4268v2

Computer Science

Information Theory

Some related patents are now applied. To protect our intellectual property, we postponed to make our manuscript public

Scientific paper

Rank-constrained optimization problems have received an increasing intensity of interest recently, because many optimization problems in communications and signal processing applications can be cast into a rank-constrained optimization problem. However, due to the non-convex nature of rank constraints, a systematic solution to general rank-constrained problems has remained open for a long time. In this paper, we focus on a rank-constrained optimization problem with a Schur-convex/concave objective function and multiple trace/logdeterminant constraints. We first derive a structural result on the optimal solution of the rank-constrained problem using majorization theory. Based on the solution structure, we transform the rank-constrained problem into an equivalent problem with a unitary constraint. After that, we derive an iterative projected steepest descent algorithm which converges to a local optimal solution. Furthermore, we shall show that under some special cases, we can derive a closed-form global optimal solution. The numerical results show the superior performance of our proposed technique over the baseline schemes.

Affiliated with

Also associated with

No associations

Rating

Rank-Constrained Schur-Convex Optimization with Multiple Trace/Log-Det Constraints does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Rank-Constrained Schur-Convex Optimization with Multiple Trace/Log-Det Constraints, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Rank-Constrained Schur-Convex Optimization with Multiple Trace/Log-Det Constraints will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-637560