In this paper, we investigate the secure relay beamforming problem for simultaneous wireless information and power transfer (SWIPT) in an amplify-and-forward (AF) two-way relay network. We consider scenarios that the eavesdropper's channel state information (CSI) is and is not available. When the eavesdropper's CSI is available, our objective is to maximize the achievable secrecy sum rate under transmit power constraint and energy harvesting constraint. Since the optimization problem is nonconvex, we derive its performance upper bound, which requires 2-D search, where a semidefinite programming is solved in each step. We also propose an upper bound-based rank-one solution by employing the Gaussian randomization method. To reduce computational complexity, we transform the optimization problem into a difference-of-convex programming and propose a sequential parametric convex approximation (SPCA)-based iterative algorithm to find a locally optimal solution. Furthermore, we also propose a zero-forcing (ZF)-based suboptimal solution. Simulation results demonstrate that the upper bound-based rank-one solution archives the performance almost the same as the upper bound that has high computational complexity. The low-complexity SPCA-based locally optimal solution performs close to the upper bound. The ZF-based suboptimal solution has the lowest computational complexity among the proposed solutions. When the eavesdropper's CSI is not available, we propose an artificial noise-aided secure relay beamforming scheme.
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