Fast Eigen solution for homogeneous quadratic minimization with at most three constraints

Gaurav, Dinesh Dileep and Hari, KVS (2013) Fast Eigen solution for homogeneous quadratic minimization with at most three constraints. In: IEEE Signal Processing Letters, 20 (10). pp. 968-971.

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Abstract

We propose an eigenvalue based technique to solve the Homogeneous Quadratic Constrained Quadratic Programming problem (HQCQP) with at most three constraints which arise in many signal processing problems. Semi-Definite Relaxation (SDR) is the only known approach and is computationally intensive. We study the performance of the proposed fast eigen approach through simulations in the context of MIMO relays and show that the solution converges to the solution obtained using the SDR approach with significant reduction in complexity.

Item Type:	Journal Article
Publication:	IEEE Signal Processing Letters
Publisher:	IEEE-Institute of Electrical and Electronics Engineers
Additional Information:	Copyright of this article belongs to IEEE-Institute of Electrical and Electronics Engineers.
Keywords:	Homogeneous Quadratic Minimization; MIMO Relay; Semi-Definite Relaxation
Department/Centre:	Division of Electrical Sciences > Electrical Communication Engineering
Date Deposited:	23 Sep 2013 09:51
Last Modified:	23 Sep 2013 09:51
URI:	http://eprints.iisc.ac.in/id/eprint/47384

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