Separable convex optimization problems with linear ascending constraints

DOI10.1137/07069729XMaRDI QIDQ3586131zbMATH OpenOpenAlexFDO

Authors Arun Padakandla, Rajesh Sundaresan

Publication date 6 September 2010

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0707.2265

zbMATH Keywords

linear constraints

Mathematics Subject Classification ID

Convex programming (90C25) Convex functions and convex programs in convex geometry (52A41)

Abstract: Separable convex optimization problems with linear ascending inequality and equality constraints are addressed in this paper. Under an ordering condition on the slopes of the functions at the origin, an algorithm that determines the optimum point in a finite number of steps is described. The optimum value is shown to be monotone with respect to a partial order on the constraint parameters. Moreover, the optimum value is convex with respect to these parameters. Examples motivated by optimizations for communication systems are used to illustrate the algorithm.

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