In this paper, a continuation method for mathematical programs with equilibrium constraints (MPEC) is proposed. By using the KKT conditions for the variational inequality constraints, the MPEC is firstly reformulated ...In this paper, a continuation method for mathematical programs with equilibrium constraints (MPEC) is proposed. By using the KKT conditions for the variational inequality constraints, the MPEC is firstly reformulated as a nonsmooth constrained optimization problem, then we solve a sequence of smooth perturbation problems, which progressively approximate the nonsmooth problem, and study the convergence of the proposed method. Numerical results showing feasibility of the approach are given.展开更多
基于交替方向乘子法(ADMM)的改进型惩罚函数LDPC译码算法能够提升译码性能,但却存在优化参数数目过多的问题.针对该问题,提出一种基于均衡约束的ADMM-LDPC译码算法.首先将码字的0-1整数约束等价转化为连续的均衡约束,使得原有的整数...基于交替方向乘子法(ADMM)的改进型惩罚函数LDPC译码算法能够提升译码性能,但却存在优化参数数目过多的问题.针对该问题,提出一种基于均衡约束的ADMM-LDPC译码算法.首先将码字的0-1整数约束等价转化为连续的均衡约束,使得原有的整数优化问题转化为含均衡约束的非凸问题;然后采用惩罚函数的方法将该非凸问题转化为可求解的双层凸优化问题;最后采用迭代优化算法对该问题进行求解.仿真结果表明:相较于原有算法,所提算法大幅减少了所需优化的参数数目,且在低信噪比时能实现约0.05 d B的性能提升.展开更多
文摘In this paper, a continuation method for mathematical programs with equilibrium constraints (MPEC) is proposed. By using the KKT conditions for the variational inequality constraints, the MPEC is firstly reformulated as a nonsmooth constrained optimization problem, then we solve a sequence of smooth perturbation problems, which progressively approximate the nonsmooth problem, and study the convergence of the proposed method. Numerical results showing feasibility of the approach are given.
文摘基于交替方向乘子法(ADMM)的改进型惩罚函数LDPC译码算法能够提升译码性能,但却存在优化参数数目过多的问题.针对该问题,提出一种基于均衡约束的ADMM-LDPC译码算法.首先将码字的0-1整数约束等价转化为连续的均衡约束,使得原有的整数优化问题转化为含均衡约束的非凸问题;然后采用惩罚函数的方法将该非凸问题转化为可求解的双层凸优化问题;最后采用迭代优化算法对该问题进行求解.仿真结果表明:相较于原有算法,所提算法大幅减少了所需优化的参数数目,且在低信噪比时能实现约0.05 d B的性能提升.
基金Supported by National Science Foundation of China (10771162)Foundation of Shang-hai Municipal Education Commission (071605123)Shanghai Excellent Young Teacher Foundation(SDL08015)