Constrained Least Squares, SDP, and QCQP Perspectives on Joint Biconvex Radar Receiver and Waveform design

Abstract: Joint radar receive filter and waveform design is non-convex, but is individually convex for a fixed receiver filter while optimizing the waveform, and vice versa. Such classes of problems are fre- quently encountered in optimization, and are referred to biconvex programs. Alternating minimization (AM) is perhaps the most popu- lar, effective, and simplest algorithm that can deal with bi-convexity. In this paper we consider new perspectives on this problem via older, well established problems in the optimization literature. It is shown here specifically that the radar waveform optimization may be cast as constrained least squares, semi-definite programs (SDP), and quadratically constrained quadratic programs (QCQP). The bi-convex constraint introduces sets which vary for each iteration in the alternat- ing minimization. We prove convergence of alternating minimization for biconvex problems with biconvex constraints by showing the equivalence of this to a biconvex problem with constrained Cartesian product convex sets but for convex hulls of small diameter.