Separable Convex Optimization Problems with Linear Ascending Constraints

  • Authors:
  • Arun Padakandla;Rajesh Sundaresan

  • Affiliations:
  • -;rajeshs@ece.iisc.ernet.in

  • Venue:
  • SIAM Journal on Optimization
  • Year:
  • 2009

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Abstract

Separable convex optimization problems with linear ascending inequality and equality constraints are addressed in this paper. An algorithm that explicitly characterizes 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. This work generalizes the existing algorithms of Morton, von Randow, and Ringwald [Math. Programming, 32 (1985), pp. 238-241] and Viswanath and Anantharam [IEEE Trans. Inform. Theory, 48 (2002), pp. 1295-1318] to a wider class of separable convex objective functions. Computational experiments that compare the proposed algorithm with a standard convex optimization tool are also provided.