We propose a general feasible method for nonsmooth, nonconvex constrained optimization problems. The algorithm is based on the (inexact) solution of a sequence of strongly convex optimization subproblems, followed by a step-size procedure. Key features of the scheme are: (i) it preserves feasibility of the iterates for nonconvex problems with nonconvex constraints, (ii) it can handle nonsmooth problems, and (iii) it naturally leads to parallel/distributed implementations. We illustrate the application of the method to an open problem in green communications whereby the energy consumption inMIMO multiuser interference networks is minimized, subject to nonconvex Quality-of-Service constraints.

Feasible methods for nonconvex nonsmooth problems with applications in green communications / Facchinei, Francisco; Lampariello, Lorenzo; Scutari, Gesualdo. - In: MATHEMATICAL PROGRAMMING. - ISSN 0025-5610. - STAMPA. - 164:1-2(2017), pp. 55-90. [10.1007/s10107-016-1072-9]

Feasible methods for nonconvex nonsmooth problems with applications in green communications

FACCHINEI, Francisco
;
2017

Abstract

We propose a general feasible method for nonsmooth, nonconvex constrained optimization problems. The algorithm is based on the (inexact) solution of a sequence of strongly convex optimization subproblems, followed by a step-size procedure. Key features of the scheme are: (i) it preserves feasibility of the iterates for nonconvex problems with nonconvex constraints, (ii) it can handle nonsmooth problems, and (iii) it naturally leads to parallel/distributed implementations. We illustrate the application of the method to an open problem in green communications whereby the energy consumption inMIMO multiuser interference networks is minimized, subject to nonconvex Quality-of-Service constraints.
2017
Feasible method; Green communications; Nonconvex problem; Nonsmooth optimization; Parallel and distributed implementation; Software; Mathematics (all)
01 Pubblicazione su rivista::01a Articolo in rivista
Feasible methods for nonconvex nonsmooth problems with applications in green communications / Facchinei, Francisco; Lampariello, Lorenzo; Scutari, Gesualdo. - In: MATHEMATICAL PROGRAMMING. - ISSN 0025-5610. - STAMPA. - 164:1-2(2017), pp. 55-90. [10.1007/s10107-016-1072-9]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/937921
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