X-Git-Url: https://bilbo.iut-bm.univ-fcomte.fr/and/gitweb/desynchronisation-controle.git/blobdiff_plain/1216fb04e58a581d9a4d2e77355aaf47bf989447..8fb8450d3502fa222259b4af30b97b450e7e6143:/IWCMC14/convexity.tex?ds=inline diff --git a/IWCMC14/convexity.tex b/IWCMC14/convexity.tex index 9ca786a..a663986 100644 --- a/IWCMC14/convexity.tex +++ b/IWCMC14/convexity.tex @@ -8,25 +8,40 @@ P_{sh}^{(k)} v_h^{(k)}.\dfrac{\ln(\sigma^2/D_h)}{\gamma p ^{2/3}} + \lambda_h^{(k)}p \right) $. -The function inside the $\arg \min$ is stricly convex if and only if -$\lamda_h$ is not null. This asymptotic configuration may arrise due to +The function inside the $\arg \min$ is strictly convex if and only if +$\lambda_h$ is not null. This asymptotic configuration may arise due to the definition of $\lambda_i$. Worth, in this case, the function is -stricly decreasing and the minimal value is obtained when $p$ is the infinity. +strictly decreasing and the minimal value is obtained when $p$ is the infinity. To prevent this configuration, we replace the objective function given in equation~(\ref{eq:obj2}) by \begin{equation} \sum_{i \in N }q_i^2 + -\delta_x \sum_{h \in V, l \in L } .x_{hl}^2 -+ \delta_r\sum_{h \in V }\delta.R_{h}^2 -+ \delta_p\sum_{h \in V }\delta.P_{sh}^{\frac{8}{3}}. +\delta_x \sum_{h \in V, l \in L } x_{hl}^2 ++ \delta_r\sum_{h \in V }R_{h}^2 ++ \delta_p\sum_{h \in V }P_{sh}^{\frac{8}{3}}. \label{eq:obj2} \end{equation} In this equation we have first introduced new regularisation factors (namely $\delta_x$, $\delta_r$, and $\delta_p$) instead of the sole $\delta$. This allows to further study the influence of each modification separately. -Next, the introduction of the rationnal exponent is motivated by the goal of -providing a stricly convex function. +Next, the introduction of the rational exponent is motivated by the goal of +providing a strictly convex function. + +Let us now verify that the induced function is convex. +Let $f: \R^{+*} \rightarrow \R$ such that $ +f(p)= v_h.\dfrac{\ln(\sigma^2/D_h)}{\gamma p^{2/3}} + \lambda_h p ++ \delta_p p^{8/3}$. This function is differentiable and +for any $x \in \R^{+*}$ and we have +$$ +\begin{array}{rcl} +f'(p) &=& -2/3.v_h.\dfrac{\ln(\sigma^2/D_h)}{\gamma p^{5/3}} + \lambda_h + +8/3.\delta_p p^{5/3} \\ +&& \dfrac {8/3.\delta_p p^{10/3} + \lambda_h p^{5/3} -2/3.v_h\ln(\sigma^2/D_h) }{p^{5/3}} +\end{array} +$$ +which is positive if and only if the numerator is. +Provided $p^{5/3}$ is replaced by $P$, we have a quadratic function which is strictly convex, for any value of $\lambda_h$. \ No newline at end of file