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CVX_class 2014

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Page 1: CVX_class 2014. Cvx tool setup Search for CVX tool (  ) Dezip to your assigned directory Key cvx_setup in the

CVX_class 2014

Page 2: CVX_class 2014. Cvx tool setup Search for CVX tool (  ) Dezip to your assigned directory Key cvx_setup in the

Cvx tool setup• Search for CVX tool ( http://cvxr.com/cvx/ )• Dezip to your assigned directory• Key cvx_setup in the matlab command window

No errors! cvx has been successfully installed.

Page 3: CVX_class 2014. Cvx tool setup Search for CVX tool (  ) Dezip to your assigned directory Key cvx_setup in the

Cvx programming• Between cvx_begin & cvx_endcvx_beginvariables w(x,y) (complex, symmetric,…..)(refer 3.2)

minimize (convex function) or Maximize (concave function) (refer 3.3)

subject to …… constraints(refer to 3.4)cvx_end• Some special variables

– Cvx_optval– Cvx_status– Cvx_slvtol– Cvx_slvitr

Page 4: CVX_class 2014. Cvx tool setup Search for CVX tool (  ) Dezip to your assigned directory Key cvx_setup in the

Some cvx functions

• Quadprog• Linprog• Norm

– Norm(*,Inf)– Norm(*,1)

• Refer to 3.5 and appendix B

Page 5: CVX_class 2014. Cvx tool setup Search for CVX tool (  ) Dezip to your assigned directory Key cvx_setup in the

Others• Set (refer to 3.6 and appendix B.3)

• Dual variables (refer to 3.7)• Expression holders (refer to 3.8)• DCP ruleset (refer to 4)• Semidefinite programming using cvx (refer to 6)• Geometric programming using cvx(refer to 7)

Page 6: CVX_class 2014. Cvx tool setup Search for CVX tool (  ) Dezip to your assigned directory Key cvx_setup in the

Q2: Chebyshev Center• Consider a polyhedron composed of the halfspaces, , , , and , please plot the maximum norm ball inside the

polyhedron and show the center and the radius of it

1 22 8x x 1 22 8x x

1 2

15

5x x 1 2

15

5x x

-10 -5 0 5 10-10

-8

-6

-4

-2

0

2

4

6

8

10

-2x1+x

2 8

2x1+x

2 8

-1/5x1-x

2 5

1/5x1+x

2 5

-10 -5 0 5 10-10

-8

-6

-4

-2

0

2

4

6

8

10

xc=?

r=?

-2x1+x

2 8

2x1+x

2 8

-1/5x1-x

2 5

1/5x1+x

2 5

Page 7: CVX_class 2014. Cvx tool setup Search for CVX tool (  ) Dezip to your assigned directory Key cvx_setup in the

Q3:minimize the average sidelobe energy

*w Pw

* 1d w a

* d

P a a

2, , 2l u

min

s.t.

where ,

.

Page 8: CVX_class 2014. Cvx tool setup Search for CVX tool (  ) Dezip to your assigned directory Key cvx_setup in the

Q4: transmit beamforming (1/4)

Page 9: CVX_class 2014. Cvx tool setup Search for CVX tool (  ) Dezip to your assigned directory Key cvx_setup in the

Q4: transmit beamforming (2/4)

• Total power minimization • Epigraph method

2

21

2

02 2

2

0

min

. . , 1, ,

n

ii

Ti i

Ti j i

j i

Ti 0

i

s t i N

I

w

h w

h w

h w

min

2

21

2

02 2

2

0

min

. .

, 1, ,

Re 0, Im 0, 1, , T Ti i

n

ii

Ti i

Ti j i

T

i

i

j

i

i

i

0

t

s t t

i N

I

i N

w

h w

h w

h w

h w h w

Page 10: CVX_class 2014. Cvx tool setup Search for CVX tool (  ) Dezip to your assigned directory Key cvx_setup in the

Q4: transmit beamforming (3/4)

2

21

1

0

2

2

0

min

. .

00

0 1 , 1, ,

00

0 0

Re 0, Im 0, 1, ,

n

ii

Ti

Ti i

Ti

ni

Ti 0

i

T Ti i i i

t

s t t

i N

I

i N

w

hw

h w

hw

h w

h w h w

0norm I

, ' 'norm fro t

{ , } _ ( )0y I In complex lorentz m Ax b

Page 11: CVX_class 2014. Cvx tool setup Search for CVX tool (  ) Dezip to your assigned directory Key cvx_setup in the

Q4: transmit beamforming (4/4)

• Angle spectrum

Page 12: CVX_class 2014. Cvx tool setup Search for CVX tool (  ) Dezip to your assigned directory Key cvx_setup in the

Q5: Power allocation (a) (1/3)• Worst case design

2i=1

max

max min

. . 0 , 1

i

ii i

npij j i

j i

i

G p

G p

s t p p i n

2

i=1

max

min max

. . 0 , 1

i

ij j ij i

p Kii i

i

G p

G p

s t p p i n

Page 13: CVX_class 2014. Cvx tool setup Search for CVX tool (  ) Dezip to your assigned directory Key cvx_setup in the

Q5: Power allocation (a) (2/3)• Epigraph form

• Geometric Programming (GP) (refer to lecture 4, P4)

,

2

max

min

. . , 1

0 , 1

ip t

ij j ij i

ii i

i

t

G p

s t t i nG p

p p i n

,

1 1 1 2 1 1 1

1max

min

. . 1, 1

1, 1

ip t

ij ii j i i ii ij i

i

t

s t G G p p t G p t i n

p p i n

Page 14: CVX_class 2014. Cvx tool setup Search for CVX tool (  ) Dezip to your assigned directory Key cvx_setup in the

Q5: Power allocation (a) (3/3)• Variables of change

• Convex problem

31 2 4

13 1311 11 12 12 1 1

23 2321 11 22 22 2 2

31 31 32 32 33 33 3 3

1 2 3 , , ,

1: 1 ; 4 : 1

2 : 1 ; 5 : 1

3 : 1 ; 6 : 1

yy y y

a ba b a b c d

a ba b a b c d

a b a b a b c d

assume e p e p e p e t

c e e e c e

c e e e c e

c e e e c e

yy y y

yy y y

y y y y

[0,0,0,1]

1

min log

. . log 0, 1

log 0, 1

Tikik

Tii

na b

k

c d

e

s t e i n

e i n

y

y

y

y

Page 15: CVX_class 2014. Cvx tool setup Search for CVX tool (  ) Dezip to your assigned directory Key cvx_setup in the

Q5: Power allocation (b)• Minimize the total power, subject to all the users’ SINRs are not less than

• The problem can be represented as an Linear programming (LP) (refer to lecture 3, P22)

0

1

02

min

. . , 1

0, 1

i

n

ipi

ii i

ij j ij i

i

p

G ps t i n

G p

p i n

Page 16: CVX_class 2014. Cvx tool setup Search for CVX tool (  ) Dezip to your assigned directory Key cvx_setup in the

Q5: Power allocation (c)

• Take the worst user’s SINR in (a) in place of in (b), please re-design the transmit power ,

and compare with (a)

0