A Fast Eigen Solution for Homogeneous Quadratic Minimization With at Most Three Constraints

Author

Gaurav, Dinesh Dileep ; Hari, K.V.S.

Author_Institution

Dept. of Electr. Commun. Eng., Indian Inst. of Sci., Bangalore, India

Volume

20

Issue

10

fYear

2013

fDate

Oct. 2013

Firstpage

968

Lastpage

971

Abstract

We propose an eigenvalue based technique to solve the Homogeneous Quadratic Constrained Quadratic Programming problem (HQCQP) with at most three constraints which arise in many signal processing problems. Semi-Definite Relaxation (SDR) is the only known approach and is computationally intensive. We study the performance of the proposed fast eigen approach through simulations in the context of MIMO relays and show that the solution converges to the solution obtained using the SDR approach with significant reduction in complexity.

Keywords

MIMO communication; communication complexity; eigenvalues and eigenfunctions; minimisation; quadratic programming; relay networks (telecommunication); HQCQP problem; MIMO relays; SDR approach; complexity reduction; eigenvalue technique; fast eigen solution; homogeneous quadratic constrained quadratic programming problem; homogeneous quadratic minimization; semidefinite relaxation; signal processing problems; Eigenvalues and eigenfunctions; MIMO; Minimization; Quadratic programming; Relays; Vectors; Homogeneous quadratic minimization; MIMO relay; semi-definite relaxation;

fLanguage

English

Journal_Title

Signal Processing Letters, IEEE

Publisher

ieee

ISSN

1070-9908

Type

jour

DOI

10.1109/LSP.2013.2276791

Filename

6575119