As the title already suggests the aim of the present work is to present Farkas - type results for inequality systems involving convex and/or non - convex functions. To be able to give the desired results, we treat optimization problems which involve convex and composed convex functions or non - convex functions like DC functions or fractions. To be able to use the fruitful Fenchel - Lagrange duality approach, to the primal problem we attach an equivalent problem which is a convex optimization problem. After giving a dual problem to the problem we initially treat, we provide weak necessary conditions which secure strong duality, i.e., the case when the optimal objective value of the primal problem coincides with the optimal objective value of the dual problem and, moreover, the dual problem has an optimal solution. Further, two ideas are followed. Firstly, using the weak and strong duality between the primal problem and the dual problem, we are able to give necessary and sufficient optimality conditions for the optimal solutions of the primal problem. Secondly, provided that no duality gap lies between the primal problem and its Fenchel - Lagrange - type dual we are able to demonstrate some Farkas - type results and thus to underline once more the connections between the theorems of the alternative and the theory of duality. One statement of the above mentioned Farkas - type results is characterized using only epigraphs of functions. We conclude our investigations by providing necessary and sufficient optimality conditions for a multiobjective programming problem involving composed convex functions. Using the well-known linear scalarization to the primal multiobjective program a family of scalar optimization problems is attached. Further to each of these scalar problems the Fenchel - Lagrange dual problem is determined. Making use of the weak and strong duality between the scalarized problem and its dual the desired optimality conditions are proved. Moreover, the way the dual problem of the scalarized problem looks like gives us an idea about how to construct a vector dual problem to the initial one. Further weak and strong vector duality assertions are provided.

[pt] Portfólios de fontes renováveis de energia elétrica são mecanismos de gerenciamento de risco interessantes para comercialização de energia em mercados de negociação bilateral. Quando formados por agentes que pertencem a diferentes companhias sua estabilidade depende da maneira com que os benefícios de mitigação de risco gerados pelo portfólio são alocados individualmente entre os participantes. O problema de se encontrar uma solução estável pode ser matematicamente formulado através da busca de um vetor de alocação de quotas que pertença ao núcleo do jogo cooperativo, que por sua vez pode ser formulado como um conjunto de restrições lineares que aumenta exponencialmente com o número de participantes. Adicionalmente, o lado direito de cada restrição que define o núcleo do jogo cooperativo define o valor de uma determinada coalisão que, no presente trabalho, é obtido através de um modelo de otimização estocástica de dois estágios. Este trabalho compara diferentes metodologias computacionalmente eficientes baseadas em programação linear inteira mista e na técnica de decomposição de Benders para encontrar vetores de alocação de quotas que pertençam ao núcleo de portfólios de larga escala de geradores de energia renovável. São apresentados estudos de casos que utilizam dados reais do sistema elétrico brasileiro. / [en] Portfolios of renewable electricity sources are interesting risk-management mechanisms for trading in electricity contract markets. When they are formed by players belonging to different companies, their stability relies on the way the riskmitigation benefit generated by the optimal portfolio is allocated through individual participants. The problem of reaching a stable allocation can be mathematically formulated in terms of finding a quota-sharing vector belonging to the Core of a cooperative game, which can be formulated as a set of linear constraints that exponentially grows with the number of participants. Moreover, the right-hand-side of each constraint defining the Core relies on a given coalition value which, in the present work, is obtained by a two-stage stochastic optimization model. This work presents and compares efficient methodologies mainly based on mixed integer linear programming and Benders decomposition to find quota allocation vectors that belongs to the Core of large-scale renewable energy portfolios. Case studies are presented with realistic data from the Brazilian power system.

Abstract This thesis focuses on the timely problem of energy-efficient transmission for wireless multiantenna cellular systems. The emphasis is on transmit beamforming (BF) and active antenna set optimization to maximize the network-wide energy efficiency (EE) metric, i.e., the number of transmitted bits per energy unit. The fundamental novelty of EE optimization is that it incorporates the transceivers' processing power in addition to the actual transmit power in the BF design. The key features of the thesis are that it focuses on sophisticated power consumption models (PCMs), giving useful insights into the EE of current cellular systems in particular, and provides mathematical tools for EE optimization in future wireless networks generally. The BF problem is first studied in a multiuser multiple-input single-output system by using a PCM scaling with transmit power and the number of active radio frequency (RF) chains. To find the best performance, a globally optimal solution based on a branch-reduce-and-bound (BRB) method is proposed, and two efficient designs based on zero-forcing and successive convex approximation (SCA) are derived for practical applications. Next, joint BF and antenna selection (JBAS) is studied, which can switch off some RF chains for further EE improvements. An optimal BRB method and efficient SCA-based algorithms exploiting continuous relaxation (CR) or sparse BF are proposed to solve the resulting mixed-Boolean nonconvex problem (MBNP). In a multi-cell system, energy-efficient coordinated BF is explored under two optimization targets: 1) the network EE maximization and 2) the weighted sum EEmax (WsumEEmax). A more sophisticated PCM scaling also with the data rate and the associated computational complexity is assumed. The SCA-based methods are derived to solve these problems in a centralized manner, and distributed algorithms relying only on the local channel state information and limited backhaul signaling are then proposed. The WsumEEmax problem is solved using SCA combined with an alternating direction method of multipliers, and iterative closed-form algorithms having easily derivable computational complexity are developed to solve both problems. The work is subsequently extended to a multi-cell multigroup multicasting system, where user groups request multicasting data. For the MBNP, a modeling method to improve the performance of the SCA for solving the CR is proposed, aiming at encouraging the relaxed Boolean variables to converge at the binary values. A second approach based on sparse BF, which introduces no Boolean variables, is also derived. The methods are then modified to solve the EE and sum rate trade-off problem. Finally, the BF design with multiantenna receivers is considered, where the users can receive both unicasting and multicasting data simultaneously. The performances of the developed algorithms are assessed via thorough computer simulations. The results show that the proposed algorithms provide 30-300% EE improvements over various conventional methods in the BF optimization, and that JBAS techniques can offer further gains of more than 100%. / Tiivistelmä Tämä väitöskirja keskittyy ajankohtaiseen energiatehokkaaseen lähetinsuunnitteluun langattomissa solukkoverkoissa, joissa suorituskykymittarina käytetään energiatehokkuuden (energy efficiency (EE)) maksimointia, eli kuinka monta bittiä pystytään lähettämään yhtä energiayksikköä kohti. Työn painopiste on lähettimien keilanmuodostuksen (beamforming (BF)) ja aktiivisten lähetinantennien optimoinnissa. EE-optimoinnin uutuusarvo on ottaa lähettimien prosessoinnin tehonkulutus huomioon keilanmuodostuksen suunnittelussa, varsinaisen lähetystehon lisäksi. Työ antaa hyvän käsityksen erityisesti tämänhetkisten solukkoverkkojen energiatehokkuudesta, ja luo työkaluja EE-optimointiin tulevaisuuden järjestelmissä. Ensin suunnitellaan keilanmuodostus yksisolumallissa, jossa tehonkulutus kasvaa lähetystehon ja aktiivisten radiotaajuusketjujen lukumäärän mukana. Ongelmaan johdetaan optimaalinen ratkaisu, ja kaksi käytännöllistä menetelmää perustuen nollaanpakotukseen tai peräkkäinen konveksi approksimaatio (successive convex approximation (SCA)) -ideaan. Seuraavaksi keskitytään keilanmuodostuksen ja antenninvalinnan yhteisoptimointiin (joint beamforming and antenna selection (JBAS)), jossa radiotaajuusketjuja voidaan sulkea EE:n parantamiseksi. Tähän ehdotetaan optimaalinen menetelmä ja kaksi käytännöllistä SCA-menetelmää perustuen binääristen ja jatkuvien muuttujien yhteisoptimointiongelman relaksaatioon, tai harvan vektorin optimointiin. Monisoluverkon EE-optimoinnissa käytetään yksityiskohtaisempaa tehonkulutusmallia, joka skaalautuu myös datanopeuden ja prosessoinnin monimutkaisuuden mukaan. Työssä käytetään kahta suorituskyvyn mittaria: 1) koko verkon energiatehokkuuden, ja 2) painotettujen energiatehokkuuksien summien maksimointia (weighted sum EEmax (WsumEEmax)). Ensin johdetaan keskitetyt ratkaisut SCA-ideaa käyttäen. Tämän jälkeen keskitytään hajautettuun optimointiin, joka pystytään toteuttamaan paikallisen kanavatiedon avulla, kun matalanopeuksinen skalaariarvojen jako on käytettävissä tukiasemien välillä. Ensin WsumEEmax-ongelma ratkaistaan yhdistämällä SCA ja kerrointen vaihtelevan suunnan menetelmä, ja lisäksi ehdotetaan iteratiivinen suljetun muodon ratkaisu molempiin ongelmiin, joka mahdollistaa tarkan laskennallisen monimutkaisuuden määrityksen. Lopussa työ laajennetaan monisoluverkkoon, jossa tukiasemat palvelevat käyttäjäryhmiä ryhmälähetyksenä. Keskittymällä JBAS-ongelmaan, ensin ehdotetaan lähestymistapa parantaa SCA-menetelmän suorituskykyä yhteisoptimointiongelman relaksaation ratkaisemisessa. Toinen yksinkertaisempi lähestymistapa perustuu harvan vektorin optimointiin, joka ei vaadi binäärisiä muuttujia. Lisäksi menetelmiä muunnellaan myös energiatehokkuuden ja summadatanopeuden kompromissin optimointiin. Lopussa työ ottaa huomioon vielä moniantennivastaanottimet, joka mahdollistaa sekä täsmälähetyksen että ryhmälähetyksen samanaikaisesti. Menetelmien suorituskykyä arvioidaan laajamittaisilla tietokonesimulaatioilla. Tulokset näyttävät väitöskirjan menetelmien lisäävän energiatehokkuutta 30-300% verrattuna lukuisiin perinteisiin menetelmiin BF-optimoinnissa, ja JBAS-menetelmät antavat vielä yli 100% lisää suorituskykyä.

The importance of cooperative relaying communication in substituting for, or complementing, multiantenna systems is described, and a brief literature review is presented. Amplify-and-forward (AF) and decode-and-forward (DF) relaying are investigated and compared for a dual-hop relay channel. The optimal strategy, source and relay optimal power allocation, and maximum cooperative gain are determined for the relay channel. It is shown that while DF relaying is preferable to AF relaying for strong source-relay links, AF relaying leads to more gain for strong source-destination or relay-destination links. Superimposed and selection AF relaying are investigated for multirelay, dual-hop relaying. Selection AF relaying is shown to be globally strictly outage suboptimal. A necessary condition for the selection AF outage optimality, and an upper bound on the probability of this optimality are obtained. A near-optimal power allocation scheme is derived for superimposed AF relaying. The maximum instantaneous rates, outage probabilities, and average capacities of multirelay, dual-hop relaying schemes are obtained for superimposed, selection, and orthogonal DF relaying, each with parallel channel cooperation (PCC) or repetition-based cooperation (RC). It is observed that the PCC over RC gain can be as much as 4 dB for the outage probabilities and 8.5 dB for the average capacities. Increasing the number of relays deteriorates the capacity performance of orthogonal relaying, but improves the performances of the other schemes. The application of rateless codes to DF relaying networks is studied by investigating three single-relay protocols, one of which is new, and three novel, low complexity multirelay protocols for dual-hop networks. The maximum rate and minimum energy per bit and per symbol are derived for the single-relay protocols under a peak power and an average power constraint. The long-term average rate and energy per bit, and relay-to-source usage ratio (RSUR), a new performance measure, are evaluated for the single-relay and multirelay protocols. The new single-relay protocol is the most energy efficient single-relay scheme in most cases. All the multirelay protocols exhibit near-optimal rate performances, but are vastly different in the RSUR. Several future research directions for fixed-rate and rateless coded cooperative systems, and frameworks for comparing these systems, are suggested. / Communications

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