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Resource Allocation in OFDM Based Wireless Relay Networks ...

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1.3 Basics of the Optimization Theory<br />

equality. In other words, both the primal and the dual optimization problems have<br />

the same solution. Therefore, one way to solve the orig<strong>in</strong>al problem is to solve,<br />

<strong>in</strong>stead, its associated dual problem.<br />

For the optimal primal and dual po<strong>in</strong>ts (x ∗ , λ ∗ , ν ∗ ) with zero duality gap, the<br />

Karush-Kuhn-Tucker (KKT) conditions are def<strong>in</strong>ed as [13]<br />

f i (x ∗ ) ≤ 0, i = 1, ....., m<br />

h i (x ∗ ) = 0, i = 1, ....., p<br />

λ ∗ i ≥ 0, i = 1, ....., m<br />

∇f o (x ∗ ) +<br />

m∑<br />

λ i ∇f i (x ∗ ) +<br />

i=1<br />

λ ∗ i f i (x ∗ ) = 0, i = 1, ....., m<br />

p∑<br />

ν i ∇h i (x ∗ ) = 0<br />

i=1<br />

For differentiable f o and f i , ∀i, the KKT conditions are necessary for the optimality,<br />

and for the convex primal problem, the KKT conditions are also sufficient for the<br />

po<strong>in</strong>ts to be primal and dual optimal [13]. In summary, for any convex optimization<br />

problem with differentiable objective and constra<strong>in</strong>t functions, any po<strong>in</strong>ts that<br />

satisfy the KKT conditions are primal and dual optimal. The dual decomposition<br />

technique has been widely used to solve the optimization problems and is appropriate<br />

when the optimization problem has a coupl<strong>in</strong>g constra<strong>in</strong>t such that, when relaxed,<br />

the problem decouples <strong>in</strong>to several sub-problems. The idea beh<strong>in</strong>d the technique is<br />

to decompose the orig<strong>in</strong>al complicated problem <strong>in</strong>to solvable simple sub-problems.<br />

The KKT conditions are the necessary and sufficient conditions for the convex<br />

optimization problems. However it may not be always possible to f<strong>in</strong>d the closed<br />

form solution from the KKT conditions. Thus, other promis<strong>in</strong>g algorithms have<br />

been developed for the constra<strong>in</strong>ed convex optimization problems for example the<br />

<strong>in</strong>terior po<strong>in</strong>t methods and the sub-gradient methods [13]. Interior po<strong>in</strong>t method is a<br />

search algorithm which could be adopted to transform the constra<strong>in</strong>ed optimization<br />

problem <strong>in</strong>to simplified unconstra<strong>in</strong>ed problems. For non differentiable objective<br />

functions, the sub-gradient method is used. The sub-gradient method is generally<br />

used with decomposition techniques to solve the large optimization problems.<br />

8

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