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Convex Optimization


A function is convex if the line segment between any two points on its graph lies above or on the graph.

1. Mathematical Derivation: Is \(f(x,y) = x^2 + y^2\) Convex?

Gradient

∇f(x,y) = [ 2x, 2y ]แต€
      

Hessian

∇²f(x,y) = [ 2   0
             0   2 ]
      

Check Positive Semidefiniteness

For any vector z = [z1, z2]แต€:

zแต€ ∇²f z = 2z₁² + 2z₂² ≥ 0
      

Thus, the Hessian is positive definite, so:

→ \(f(x,y)\) is strictly and strongly convex.

2. Does “Convex” Mean the Minimum is Zero?

No. Convexity refers to the shape of the function, not the value of the minimum.

A convex function can have any minimum value.

For the special case of \(x^2 + y^2\):

∂f/∂x = 2x = 0 → x = 0
∂f/∂y = 2y = 0 → y = 0
f(0,0) = 0
      

But zero is not special — it is just the minimum of this specific function.

3. Convex Optimization Techniques Used in Wireless Communication

1. Semidefinite Relaxation (SDR)

  • MIMO/MISO beamforming
  • SINR constraints
  • Power minimization

2. Second-Order Cone Programming (SOCP)

  • Beamforming
  • Robust power control
  • Relay selection

3. Geometric Programming (GP)

  • Power control
  • Energy-efficiency optimization
  • Interference management

4. Water-Filling Algorithms

  • OFDM power allocation
  • Channel capacity maximization

5. Lagrangian Dual Decomposition

  • Resource allocation
  • Multi-cell coordination

6. Interior-Point Methods

  • LP, QP, SOCP, SDP solvers
  • Used via CVX, CVXPY, MOSEK

7. Alternating Convex Optimization (ACO)

  • RIS optimization
  • NOMA systems
  • Joint beamforming & power control

Further Reading


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