EE563 Convex Optimization - Module 8 · 2020-07-14 · Convex Optimization. Outline •Sum-Rate...

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Duality Application: Waterfilling Method for Maximizing Sum Rate of the Communication Channel Zubair Khalid Department of Electrical Engineering School of Science and Engineering Lahore University of Management Sciences https://www.zubairkhalid.org/ee563_2020.html Convex Optimization

Transcript of EE563 Convex Optimization - Module 8 · 2020-07-14 · Convex Optimization. Outline •Sum-Rate...

Page 1: EE563 Convex Optimization - Module 8 · 2020-07-14 · Convex Optimization. Outline •Sum-Rate Maximization Problem in Communications •Solution utilizing KKT Conditions Section

Duality Application: WaterfillingMethod for Maximizing Sum Rate of

the Communication Channel

Zubair Khalid

Department of Electrical EngineeringSchool of Science and Engineering

Lahore University of Management Sciences

https://www.zubairkhalid.org/ee563_2020.html

Convex Optimization

Page 2: EE563 Convex Optimization - Module 8 · 2020-07-14 · Convex Optimization. Outline •Sum-Rate Maximization Problem in Communications •Solution utilizing KKT Conditions Section

Outline

• Sum-Rate Maximization Problem in Communications

• Solution utilizing KKT Conditions

Section 5.5.3, Example 5.2

Page 3: EE563 Convex Optimization - Module 8 · 2020-07-14 · Convex Optimization. Outline •Sum-Rate Maximization Problem in Communications •Solution utilizing KKT Conditions Section

Recap - Karush-Kuhn-Tucker (KKT) Optimality Conditions

Stationarity

Primal Feasibility

Dual Feasibility

Complementary Slackness

Assumption:

Primal Optimization problem

Lagrange Dual Problem:

Page 4: EE563 Convex Optimization - Module 8 · 2020-07-14 · Convex Optimization. Outline •Sum-Rate Maximization Problem in Communications •Solution utilizing KKT Conditions Section

Sum Rate Maximization Problem in Communications

Model:

Transmitter

Problem:

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Problem Formulation:

Sum Rate Maximization Problem in Communications

Page 6: EE563 Convex Optimization - Module 8 · 2020-07-14 · Convex Optimization. Outline •Sum-Rate Maximization Problem in Communications •Solution utilizing KKT Conditions Section

Problem Formulation

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Optimization Problem

Primal Feasibility Dual Feasibility

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Optimization Problem

Stationarity

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Optimization Problem

Complementary Slackness

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Optimization Problem

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Water-filling Interpretation

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