TL;DR: It is shown that under a certain condition called the time-sharing condition, the duality gap of the optimization problem is always zero, regardless of the convexity of the objective function, which leads to efficient numerical algorithms that solve the nonconvex problem in the dual domain.
Abstract: The design and optimization of multicarrier communications systems often involve a maximization of the total throughput subject to system resource constraints. The optimization problem is numerically difficult to solve when the problem does not have a convexity structure. This paper makes progress toward solving optimization problems of this type by showing that under a certain condition called the time-sharing condition, the duality gap of the optimization problem is always zero, regardless of the convexity of the objective function. Further, we show that the time-sharing condition is satisfied for practical multiuser spectrum optimization problems in multicarrier systems in the limit as the number of carriers goes to infinity. This result leads to efficient numerical algorithms that solve the nonconvex problem in the dual domain. We show that the recently proposed optimal spectrum balancing algorithm for digital subscriber lines can be interpreted as a dual algorithm. This new interpretation gives rise to more efficient dual update methods. It also suggests ways in which the dual objective may be evaluated approximately, further improving the numerical efficiency of the algorithm. We propose a low-complexity iterative spectrum balancing algorithm based on these ideas, and show that the new algorithm achieves near-optimal performance in many practical situations
TL;DR: A new duality betweenbounded and unbounded convex sets and hstars (a generalization of hyperbolas) and between Convex Unions and Intersections is found and motivates some efficient ConveXity algorithms and other results inComputational Geometry.
Abstract: By means ofParallel Coordinates planar “graphs” of multivariate relations are obtained. Certain properties of the relationship correspond tothe geometrical properties of its graph. On the plane a point ←→ line duality with several interesting properties is induced. A new duality betweenbounded and unbounded convex sets and hstars (a generalization of hyperbolas) and between Convex Unions and Intersections is found. This motivates some efficient Convexity algorithms and other results inComputational Geometry. There is also a suprising “cusp” ←→ “inflection point” duality. The narrative ends with a preview of the corresponding results inR
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TL;DR: By studying the partition function of N = 4 topologically twisted supersymmetric Yang-Mills on four-manifolds, this paper made an exact strong coupling test of the Montonen-Olive strong-weak duality conjecture.
TL;DR: In this article, a necessary and sufficient condition is provided to guarantee the existence of no duality gap for the optimal power flow problem, which is the dual of an equivalent form of the OPF problem.
Abstract: The optimal power flow (OPF) problem is nonconvex and generally hard to solve. In this paper, we propose a semidefinite programming (SDP) optimization, which is the dual of an equivalent form of the OPF problem. A global optimum solution to the OPF problem can be retrieved from a solution of this convex dual problem whenever the duality gap is zero. A necessary and sufficient condition is provided in this paper to guarantee the existence of no duality gap for the OPF problem. This condition is satisfied by the standard IEEE benchmark systems with 14, 30, 57, 118, and 300 buses as well as several randomly generated systems. Since this condition is hard to study, a sufficient zero-duality-gap condition is also derived. This sufficient condition holds for IEEE systems after small resistance (10-5 per unit) is added to every transformer that originally assumes zero resistance. We investigate this sufficient condition and justify that it holds widely in practice. The main underlying reason for the successful convexification of the OPF problem can be traced back to the modeling of transformers and transmission lines as well as the non-negativity of physical quantities such as resistance and inductance.
TL;DR: Using the Lyapunov theorem in functional analysis, this work rigorously proves a result first discovered by Yu and Lui (2006) that there is a zero duality gap for the continuous (Lebesgue integral) formulation of the discretized version of this nonconvex problem.
Abstract: Consider a communication system whereby multiple users share a common frequency band and must choose their transmit power spectral densities dynamically in response to physical channel conditions. Due to co-channel interference, the achievable data rate of each user depends on not only the power spectral density of its own, but also those of others in the system. Given any channel condition and assuming Gaussian signaling, we consider the problem to jointly determine all users' power spectral densities so as to maximize a system-wide utility function (e.g., weighted sum-rate of all users), subject to individual power constraints. For the discretized version of this nonconvex problem, we characterize its computational complexity by establishing the NP-hardness under various practical settings, and identify subclasses of the problem that are solvable in polynomial time. Moreover, we consider the Lagrangian dual relaxation of this nonconvex problem. Using the Lyapunov theorem in functional analysis, we rigorously prove a result first discovered by Yu and Lui (2006) that there is a zero duality gap for the continuous (Lebesgue integral) formulation. Moreover, we show that the duality gap for the discrete formulation vanishes asymptotically as the size of discretization decreases to zero.