DocumentCode :
14081
Title :
Hidden Convexity in QCQP with Toeplitz-Hermitian Quadratics
Author :
Konar, Aritra ; Sidiropoulos, Nicholas D.
Author_Institution :
Dept. of Electr. & Comput. Eng., Univ. of Minnesota, Minneapolis, MN, USA
Volume :
22
Issue :
10
fYear :
2015
fDate :
Oct. 2015
Firstpage :
1623
Lastpage :
1627
Abstract :
Quadratically Constrained Quadratic Programming (QCQP) has a broad spectrum of applications in engineering. The general QCQP problem is NP-Hard. This article considers QCQP with Toeplitz-Hermitian quadratics, and shows that it possesses hidden convexity: it can always be solved in polynomial-time via Semidefinite Relaxation followed by spectral factorization. Furthermore, if the matrices are circulant, then the QCQP can be equivalently reformulated as a linear program, which can be solved very efficiently. An application to parametric power spectrum sensing from binary measurements is included to illustrate the results.
Keywords :
Hermitian matrices; Toeplitz matrices; computational complexity; linear programming; matrix decomposition; polynomials; quadratic programming; radio spectrum management; signal detection; QCQP; Toeplitz-Hermitian quadratics; hidden convexity; linear program; np-hard problem; parametric power spectrum sensing; polynomial-time; quadratically constrained quadratic programming; semidefinite relaxation; spectral factorization; Array signal processing; Covariance matrices; Linear matrix inequalities; Polynomials; Quadratic programming; Radar detection; Sensors; Circulant-Toeplitz QCQP; Toeplitz-Hermitian QCQP; distributed spectrum sensing; linear programming; moving-average processes; semi-definite relaxation; spectral factorization;
fLanguage :
English
Journal_Title :
Signal Processing Letters, IEEE
Publisher :
ieee
ISSN :
1070-9908
Type :
jour
DOI :
10.1109/LSP.2015.2419571
Filename :
7079378
Link To Document :
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