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Article: Set Squeezing Procedure for Quadratically Perturbed Chance-Constrained Programming
Title | Set Squeezing Procedure for Quadratically Perturbed Chance-Constrained Programming |
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Authors | |
Keywords | Uncertainty Programming Probabilistic logic Array signal processing Transceivers |
Issue Date | 2021 |
Publisher | IEEE. The Journal's web site is located at http://ieeexplore.ieee.org/xpl/RecentIssue.jsp?punumber=78 |
Citation | IEEE Transactions on Signal Processing, 2021, v. 69, p. 682-694 How to Cite? |
Abstract | The set squeezing procedure, a new optimization methodology for solving chance-constrained programming problems under continuous uncertainty distribution, is proposed in this paper. The generally intractable chance constraints and unknown convexity are tackled by a novel analyses of local structure of the feasible set. Based on the newly discovered structure, it is proved that the set squeezing procedure converges and local optimality is guaranteed under mild conditions. Furthermore, efficient algorithms are derived for the set squeezing procedure under the widely used quadratically perturbed constraints. The developed method is applied to the mean squared error (MSE) based probabilistic transceiver design as an application example. Simulation results show that the MSE outage probability can be controlled tightly, which leads to lower transmit power, compared to the existing dominant safe approximation method and the bounded robust optimization method. |
Description | Hybrid open access |
Persistent Identifier | http://hdl.handle.net/10722/296323 |
ISSN | 2023 Impact Factor: 4.6 2023 SCImago Journal Rankings: 2.520 |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | He, X | - |
dc.contributor.author | Wu, YC | - |
dc.date.accessioned | 2021-02-22T04:53:41Z | - |
dc.date.available | 2021-02-22T04:53:41Z | - |
dc.date.issued | 2021 | - |
dc.identifier.citation | IEEE Transactions on Signal Processing, 2021, v. 69, p. 682-694 | - |
dc.identifier.issn | 1053-587X | - |
dc.identifier.uri | http://hdl.handle.net/10722/296323 | - |
dc.description | Hybrid open access | - |
dc.description.abstract | The set squeezing procedure, a new optimization methodology for solving chance-constrained programming problems under continuous uncertainty distribution, is proposed in this paper. The generally intractable chance constraints and unknown convexity are tackled by a novel analyses of local structure of the feasible set. Based on the newly discovered structure, it is proved that the set squeezing procedure converges and local optimality is guaranteed under mild conditions. Furthermore, efficient algorithms are derived for the set squeezing procedure under the widely used quadratically perturbed constraints. The developed method is applied to the mean squared error (MSE) based probabilistic transceiver design as an application example. Simulation results show that the MSE outage probability can be controlled tightly, which leads to lower transmit power, compared to the existing dominant safe approximation method and the bounded robust optimization method. | - |
dc.language | eng | - |
dc.publisher | IEEE. The Journal's web site is located at http://ieeexplore.ieee.org/xpl/RecentIssue.jsp?punumber=78 | - |
dc.relation.ispartof | IEEE Transactions on Signal Processing | - |
dc.rights | IEEE Transactions on Signal Processing. Copyright © IEEE. | - |
dc.rights | ©2021 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works. | - |
dc.rights | This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License. | - |
dc.subject | Uncertainty | - |
dc.subject | Programming | - |
dc.subject | Probabilistic logic | - |
dc.subject | Array signal processing | - |
dc.subject | Transceivers | - |
dc.title | Set Squeezing Procedure for Quadratically Perturbed Chance-Constrained Programming | - |
dc.type | Article | - |
dc.identifier.email | Wu, YC: ycwu@eee.hku.hk | - |
dc.identifier.authority | Wu, YC=rp00195 | - |
dc.description.nature | published_or_final_version | - |
dc.identifier.doi | 10.1109/TSP.2020.3047200 | - |
dc.identifier.scopus | eid_2-s2.0-85098769356 | - |
dc.identifier.hkuros | 321341 | - |
dc.identifier.volume | 69 | - |
dc.identifier.spage | 682 | - |
dc.identifier.epage | 694 | - |
dc.identifier.isi | WOS:000617369300002 | - |
dc.publisher.place | United States | - |