Water-filling Problem
Establishment and solution of mathematical optimization model
This project is a lab of the course “Linear Optimization and Convex Optimization”. It discusses a classic optimization problem, the Water filling problem. Please refer to the project description file for details. In this project, I transformed the original problem into a classic optimization problem according to the mathematical derivation in the description file, and implemented two optimization algorithms, the gradient descent method and the Newton method, and proposed a Binary-search algorithm for the original problem. At the same time, I built two linear search modes and did a lot of comparative experiments. Please refer to the report file for details. In this project, I also compared my algorithm with Monkey-search as required. As the saying goes, 1xxxxx monkeys can’t write Shakespeare’s works. I am currently working on model optimization and convergence analysis. If you are interested in this, please come and communicate with me!
Jan 12, 2025
