• ETRI Journal
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• v.36 no.4
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• pp.599-608
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• 2014

This paper studies a parallel relay network where the relays employ an amplify-and-forward (AF) relaying scheme and are subjected to individual power constraints. We consider correlated effective relay noise arising from practical scenarios when the relays are exposed to common interferers. Assuming that the noise covariance and the full channel state information are available, we investigate the problem of finding the optimal AF scheme in terms of maximum end-to-end transmission rate. It is shown that the maximization problem can be equivalently transformed to a convex semi-definite program, which can be efficiently solved. Then an upper bound on the maximum achievable AF rate of this network is provided to further evaluate the performance of the optimal AF scheme. It is proved that the upper bound can be asymptotically achieved in two special regimes when the transmit power of the source node or the relays is sufficiently large. Finally, both theoretical and numerical results are given to show that, on average, noise correlation is beneficial to the transmission rate - whether the relays know the noise covariance matrix or not.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.41 no.5
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• pp.539-545
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• 2016

In this paper, the use of an amplify-and-forward (AF) helper station in a cellular network with device-to-device (D2D) communication links is considered to enhance D2D rates and control the interference caused by D2D users to the cellular network. Two design criteria for the AF helper station are considered to improve the overall system quality-of-service (QoS). One is maximization of the worst D2D user rate under a constraint on interference caused by D2D users to the cellular network and the other is its dual, i.e., minimization of interference caused by D2D users to the cellular network with minimum rate guarantee for each D2D user. It is shown that the considered problems reduce to semi-definite programming (SDP) problems. Numerical results show that the proposed AF helper station significantly improves the system performance.

• Journal of applied mathematics & informatics
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• v.10 no.1_2
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• pp.83-99
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• 2002

Optimality conditions are derived for a nonlinear program in which a support function appears in the objective as well as in each constraint function. Wolfe and Mond-Weir type duals to this program are presented and various duality results are established under suitable convexity and generalized convexity assumptions. Special cases that often occur in the literature are those in which a support function is the square root of a positive semi- definite quadratic form or an Lp norm. It is pointed out that these special cases can easily be generated from our results.

• Journal of the Korean Institute of Intelligent Systems
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• v.22 no.3
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• pp.386-393
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• 2012

Portfolio selection methods based on stochastic receding horizon approach, which were recently reported in the field of financial engineering, can explicitly consider the dynamic characteristics of wealth evolution and various constraints in the process of performing optimal portfolio selection. In view of the theoretical value, versatility, and effectiveness that receding horizon approach has achieved in many engineering problems, dynamic portfolio selection methods based on stochastic receding horizon optimization technique have the possibility of becoming an important breakthrough. This paper observes through theoretical investigations that the SDP(semi-definite program)-based portfolio selection procedure can be simplified, and has obtained meaningful performance on returns from simulation studies applying the simplified version to Korean financial markets.