Abstract
This paper presents a class of constrained optimization problems whereby a quadratic cost function is to be minimized with respect to a weight vector subject to an inequality quadratic constraint on the weight vector. This class of constrained optimization problems arises as a result of a motivation for designing robust antenna array processors in the field of adaptive array processing. The constrained optimization problem is first solved by using the primal-dual method. Numerical techniques are presented to reduce the computational complexity of determining the optimal Lagrange multiplier and hence the optimal weight vector. Subsequently, a set of linear constraints or at most linear plus norm constraints are developed for approximating the performance achievable with the quadratic constraint. The use of linear constraints is very attractive, since they reduce the computational burden required to determine the optimal weight vector.
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Communicated by M. Simaan
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Er, M.H. Quadratic optimization problems in robust beamforming. J Optim Theory Appl 66, 431–442 (1990). https://doi.org/10.1007/BF00940930
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DOI: https://doi.org/10.1007/BF00940930