Index

B1 shim, 118, 159161 1 -norm regularization, 90 Net, 182 accuracy requirements, 23 actuator optimization, 32, 34 adaptation, 12 adaptive ltering, 13 admissible strategy set, 393 afne hull, 236, 237, 239, 240 Akaike information criterion, 105 algorithm considerations for real-time, 22 algorithmic trading, 3 alternating optimization, 248, 250, 251 approximation algorithm, 166 approximation bound, 134, 140, 141, 146149, 156, 162 approximation ratio, 122, 123, 131, 135, 136, 139, 141, 147, 152154, 168 array processing, 315339 response, 316, 318, 319 steering vector, 318, 319 asynchronous convergence theorem, 400 autoregressive (AR) process, 91, 92 least-squares estimation, 95 maximum-entropy estimation, 97 maximum-likelihood estimation, 96 Bayes information criterion, 105 Beamforming constant beam width (CBW), 316 constant power width (CPW), 316 linearly constrained minimum variance (LCMV), 315, 319 minimum variance distortionless response (MVDR), 316, 319 robust broadband, 315339 without frequency discretization, 326 worst-case, 321330 best-response, 394, 397, 400, 401 binary phaseshift keying, 167 bisection method, 145, 146, 149, 154

blind source separation (BSS), 229231, 233, 235, 238, 242244 blind source-separation criterion, 242, 243 Boolean least squares, 117, 118, 121 BPSK, see binary phaseshift keying Cholesky factorization, see signed Cholesky factorization code generation, 6, 10, 11, 26, 28 cognitive radio, 387 communication game, 443, 483 communications, 5 conditional independence AR process, 91, 100 normal distribution, 89 time series, 99 consensus algorithm, 358, 360, 375 constraints Chebychev, 324 derivative, 316 linear phase, 320, 322 magnitude and phase, 321, 323 presteering derivative, 320, 322 contraction, 397, 400, 405, 408, 410, 481 control systems, 5 convex analysis, 230, 231, 236, 238 convex hull, 237, 238, 241 covariance selection, 90, 101 CVXMOD, 9, 11, 28, 29 deblurring, 67, 70, 74, 75, 85 decoding via convex optimization, 3 decomposition, 478 degree theory, 443, 456 denoising, 72, 75, 76, 85 descent lemma, 55, 57 descent method, 481 detection, 13 diagonal loading, 316, 320 directions-of-arrival (DOAs), 318 disciplined convex programming, 28 downlink beamforming, 117, 118, 123, 125, 126, 137

496

Index

dual function, 344 dual problem, 344 embedded optimization, 2 equalization, 13 estimation, 13, 16 existence of equilibria, 443, 455 feedback control, 12 FermatWeber Problem, 51, 53, 78, 81, 83, 84 FISTA, 6871, 75, 76, 85 xed point, 443, 478 as Nash-equilibrium solution, 395, 401, 417, 420, 421, 427, 434 convergence of iterative algorithms, 398 denition, 394 existence, 396 uniqueness, 398 oating-point operations, 27 fractional QCQP, 143, 145149, 154, 161 fractional QCQPs, 117 frame, 270, 275, 277, 280, 281, 286 Frost beamformer, 315, 317 game theory, 387, 391, 443 Gaussian random variable complex, 169 generalized quasi-variational inequality, 449 global uniqueness, 443, 466 gradient method, 42, 46, 53, 62, 78, 83 gradient projection, 47, 58, 74, 84 graphical model, 89 autoregressive, 91, 98 Gaussian, 89 imaging, 229, 230, 233, 235 indicator function, 44 infeasibility, handling, 22 information rate, 389, 401, 415, 419, 425, 432 initialization of solvers, 23 input design, 17, 32, 34 interference constraints global, 431 individual, 389 null-shaping, 389, 415, 418 soft-shaping, 390, 425 interference temperature limit, 418 interior-point method, 24, 26 isolated solution, 473 iterative algorithm, 443, 478 iterative algorithms MIMO waterlling, 413, 418, 422, 430 projection, 435 totally asynchronous, 398 iterative shrinkage/thresholding (ISTA), 68, 85

Jacobian matrix, 398, 407 jointly convex constraints, 464 KarushKuhnTucker (KKT), 24 KarushKuhnTucker conditions, 451 least-squares, 45, 77, 278, 280, 282, 286, 287, 291, 292, 295, 296, 301, 302 linear program (LP), 245247, 250 Lipschitz constant, 57, 58, 63, 66, 6870, 74 local uniqueness, 473 m-ary phaseshift keying, 169 magnitude least squares (MLS), 156, 158 matrix rank-1 decomposition, 194 maxminfair beamforming, 148, 149 maximum determinant completion, 90, 101 maximum likelihood, 167, 169 maximum-likelihood detection, 117, 142 mean-value theorem, 407 MIMO, 117, 142, see Multiple-InputMultiple-Output MIMO channel, 388 MIMO waterlling contraction property, 405, 408, 410 iterative algorithm, 413, 418, 422, 430 mapping, 401, 402, 427 projection, 402, 403, 430 minimax, 278, 279, 284286, 288, 289, 293, 297, 299301, 303, 306309 ML, see maximum likelihood model predictive control (MPC), 2, 17, 18, 30, 31 model selection, 105 Monte Carlo analysis, 4 moving-horizon estimation (MHE), 16 MPSK, see M-ary phaseshift keying MRI, 117, 118, 156, 159161 multicast beamforming, 125127, 129131, 135, 143, 148, 161 Multiple-InputMultiple-Output, 166 Nash equilibrium, 443, 444 Nash equilibrium as xed point, 394, 401, 417, 420, 421, 427, 434 denition, 394 existence, 396, 410, 417, 420, 421, 427, 434 mixed strategy, 396 pure strategy, 394 uniqueness, 397, 410, 417, 420, 430, 434 network beamforming, 117, 143, 144, 161 network ow control, 18, 32, 33 network utility maximization (NUM), 19 networking, 5, 18 NikaidoIsoda function, 443, 454, 481 no duality gap, 346 non-cooperative game, 393, 400, 415, 419, 425, 432 non-negativity, 230, 231, 235 normalized mean-square-error (NMSE), 331

Index

497

normalized minimum mean-square-error (NMMSE), 331 normalized signal distortion (NSD), 330 opportunistic communications, 389, 390, 400, 415, 431 optimal order execution, 14, 3032 optimum output signal-to-interference-plus-noise-ratio (OOSINR), 330 orthogonal projection, 47, 54 output power, 318 output signal-to-interference-plus-noise-ratio (OSINR), 330 Pareto optimality, 395 parser-solver, 9, 10 payoff function, 393 permutation, 25, 26, 35 pivoting, 25, 35 polyhedral set, 231, 241243, 245, 248, 249 power constraint, 388 power generation and distribution, 19, 20 presteering delays, 318 pricing mechanism, 419 primal-barrier method, 24 primal-dual method, 24, 29 primal problem, 344 primary users, 388 problem family, 6, 7 problem instance, 6, 9, 10 problem structure, 7, 8 processor-speed scheduling, 21, 22 program trading, 3 projection, 269 oblique projection, 269, 282, 287, 296, 301 orthogonal projection, 269, 271, 282, 287, 289, 293, 297, 301, 309 property-right cognitive radio model, 391 proximal gradient, 48, 53, 57, 58, 62 proximal map, 47, 54, 68, 84 pseudo-inverse, 269, 281 QAM, see quadrature amplitude modulation QCQP, 117125, 127, 134, 135, 137, 142, 143, 147, 148, 161 QCQPs, 124 QoS constraint, 443, 484 quadratic program (QP), 6, 28 quadratic programming, 278, 279, 291, 303, 304 tightness of SDR, 304306 quadratically constrained quadratic programming, 201 quadrature amplitude modulation, 169 Quality of Service (QoS), 126, 127 quasi-variational inequality, 449

radar code design, 208 random matrix theory, 169 randomization procedure, 118, 130, 131, 135, 139, 141, 146, 149, 150, 152155, 158, 161 rank-1 solution, 120, 158 Rayleigh fading channel, 168, 169 real-time optimization, 2, 1113 reconstruction process constrained, 277, 286, 288, 295, 297, 301, 303, 309 unconstrained, 276, 280, 284, 291, 293, 301, 303, 309 regret, 288, 289, 297, 299301, 303, 309 regularization, 45, 67, 71, 75, 83, 453 RieszFejer theorem, 129 run-time bounds, 22 sampling process, 275 SDP, see semidenite programming SDP relaxation, 118125, 127137, 139143, 145149, 152, 154162, 201 SDR Detector, see semidenite relaxation detector secondary users, 388 semidenite programming, 166168, 170, 200, 304, 309 semidenite relaxation, 100 exactness, 102 semidenite relaxation (SDR), 119, 160, 161 semidenite relaxation detector, 167 sensing, 13 sensitivity analysis, 443, 472 set transformation, 270, 272, 275, 277, 281, 298 Shannons sampling theorem, 270 shift-invariant space, 272, 273, 275277, 280, 282, 283, 288, 290, 293, 296298, 301, 302 shrinkage, 68, 75 signal priors smoothness prior, 274, 290, 301, 303 subspace prior, 272, 280, 301 signal processing, 5 signal self-nulling, 315 signal-to-interference-plus-noise-ratio (SINR), 126 signed Cholesky factorization, 25 simplex, 238, 243, 244, 248, 249 Slater condition, 346 smoothing, 15 solvers, custom, 8, 26 solvers, for particular problem families, 8 solvers, traditional, 8 source localization, 77, 80, 85 sparsity, 7, 8 specication languages, 8, 9 spectrum leasing cognitive radio model, 391 spline, 272 B-spline, 272 stability, 476 subband decomposition, 316

498

Index

subgradient algorithm, 347, 359 subgradient of a convex function, 344 system identication, 13 time scales, optimization, 1 total variation (TV), 43, 45, 66, 7175, 85 trade-off analysis, 4 trajectory planning, 12

unicast beamforming, 127129, 161 uniform linear array, 129 variational inequality, 387, 431, 443, 448 wavelet, 45, 66, 67, 69, 70 Weiszfelds method, 5153, 78, 81, 83, 84 well-structured problems, 7 worst-case optimization, 321, 324326