Title :
Approximate maximum-likelihood estimation using semidefinite programming
Author :
Dahl, Joachim ; Fleury, Bernard H. ; Vandenberghe, Lieven
Author_Institution :
Dept. of Commun. Technol., Aalborg Univ., Denmark
Abstract :
We consider semidefinite relaxations of a quadratic optimization problem with polynomial constraints. This is an extension of quadratic problems with Boolean variables. Such combinatorial problems cannot, in general, be solved in polynomial time. Semidefinite relaxation has been proposed as a promising technique to give provable good bounds on certain Boolean quadratic problems in polynomial time. We formulate the extensions from Boolean variables to quarternary variables using (i) a polynomial relaxation or (ii) standard semidefinite relaxations of a linear transformation of Boolean variables. We compare the two different relaxation approaches analytically. The relaxations can all be expressed as semidefinite programs, which can be solved efficiently using e.g. interior point methods. Applications of our results include maximum likelihood estimation in communication systems, which we explore in simulations in order to compare the quality of the different relaxations with optimal solutions.
Keywords :
combinatorial mathematics; maximum likelihood estimation; optimisation; polynomials; signal processing; Boolean variables; approximate maximum-likelihood estimation; combinatorial problems; communication systems; discrete-time signal model; linear transformation; maximum likelihood estimation; polynomial relaxation; polynomial time; quadratic optimization problem; quarternary variables; semidefinite programming; semidefinite relaxations; Argon; Communication systems; Communications technology; Constraint optimization; Constraint theory; Maximum likelihood detection; Maximum likelihood estimation; Multiuser detection; Polynomials; Quadratic programming;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 2003. Proceedings. (ICASSP '03). 2003 IEEE International Conference on
Print_ISBN :
0-7803-7663-3
DOI :
10.1109/ICASSP.2003.1201783