IEEE Transactions on Signal Processing · 2014 · 219 citations · 24 references
Natural SciencesComputer ScienceMathematicsAlgorithmsDesign OptimizationOptimizationApproximation AlgorithmsConvex OptimizationGlobal OptimizationOptimization TheoryQuadratic ProgrammingRadar Signal ProcessingActive SensingLocal OptimizationNp-hardnessQuadratic OptimizationQuadratic Programming RelaxationsSemidefinite ProgrammingSemidefinite Programming RelaxationSemidefinite Relaxation
The NP‑hard problem of optimizing a quadratic form over the unimodular vector set arises in radar code design scenarios as well as other active sensing and communication applications. The study develops and evaluates computational approaches to solve unimodular quadratic programming (UQP). The authors propose a specialized local optimization scheme and a monotonic error‑bound improving technique (MERIT) that aims to reach the global optimum or a high‑quality local optimum, and demonstrate its performance through numerical examples. The specialized local optimization scheme and MERIT achieve superior results, offering case‑dependent sub‑optimality guarantees that outperform the π/4 bound of semi‑definite relaxation, and efficiently solve UQP for radar‑relevant matrix structures in terms of guarantee quality and runtime.
The NP-hard problem of optimizing a quadratic form over the unimodular vector set arises in radar code design scenarios as well as other active sensing and communication applications. To tackle this problem (which we call unimodular quadratic programming (UQP)), several computational approaches are devised and studied. A specialized local optimization scheme for UQP is introduced and shown to yield superior results compared to general local optimization methods. Furthermore, a \textbf{m}onotonically \textbf{er}ror-bound \textbf{i}mproving \textbf{t}echnique (MERIT) is proposed to obtain the global optimum or a local optimum of UQP with good sub-optimality guarantees. The provided sub-optimality guarantees are case-dependent and generally outperform the $\pi/4$ approximation guarantee of semi-definite relaxation. Several numerical examples are presented to illustrate the performance of the proposed method. The examples show that for cases including several matrix structures used in radar code design, MERIT can solve UQP efficiently in the sense of sub-optimality guarantee and computational time.
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Semidefinite Relaxation of Quadratic Optimization Problems
Zhi‐Quan Luo, Wing‐Kin Ma, Anthony Man–Cho So et al. · IEEE Signal Processing Magazine · 2010 · 3.6K citations