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.File | Dimensione | Formato | |
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Note: http://dx.doi.org/10.1007/s10107-016-1072-9
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