Distributed optimization of end-to-end rates and
radio resources in WiMax single-carrier networks
Pablo Soldati, Björn Johansson, Mikael Johansson
Royal Institute of Technology KTH,
SE-100 44 Stockholm, Sweden
email {firstname.lastname}@ee.kth.se
Abstract— We consider the problem of joint end-to-end band-
width allocation and radio resource management in WiMax
single-carrier wireless networks. The design problem is posed as
a utility maximization problem subject to link rate constraints
which involve transmission scheduling and power allocation.
Inspired by a centralized algorithm for solving the associated
optimization problem, we proceed systematically in our develop-
ment of distributed resource allocation mechanisms. Contrary to
the centralized algorithm, the proposed solution is distributed
and of low computational complexity, generates schedules of
finite length and with fixed time-slot durations, and acts on
local neighborhood information only. Although the final scheme
is suboptimal, we isolate and quantify the performance losses
incurred and demonstrate strong performance in examples.
I. I NTRODUCTION
Although the research on multi-hop wireless networks has
a long history with some operational systems already on the
market, emerging standards such as 802.11s and 802.16 have
the potential of allowing wireless networking on a broader
scale. The IEEE 802.16 family of standards [1] is exploited by
a non-profit industry trade organization, WiMax, whose aim is
to develop standards-based devices and services for delivering
wireless broadband connectivity to business and home users.
WiMax devices should offer a mobile, flexible and rapidly
deployable alternative to the current cabled networks for a
range of deployment scenarios, spanning from long-range,
low-density, line-of-sight conditions to short-range non-line-
of-sight deployments in cluttered urban environments [2].
The basic WiMax architecture combines subscriber stations
(user devices), base stations, and wired backhaul services to
deliver high data-rate to the end-users. WiMax devices support
two network topologies, point-to-multipoint and mesh: in
point-to-multipoint configuration, the base station is the only
transmitter operating in the downlink while a set of subscribers
share the medium during the uplink communication; in mesh
mode, on the other hand, traffic can be routed also directly
between subscribers. To increase coverage at relatively low
cost, the standard specifies both single-carrier as well as multi-
carrier physical layer technologies. WirelessMAN-SCa and
WirelessHUMAN are the parts of the standard that define the
single carrier modulation scheme, in which a common channel
is shared by all users through centralized or decentralized
channel access mechanisms. This is the focus of this paper.
A critical problem for traffic engineering in these systems,
and in multi-hop wireless networks in general, is the allo-
cation of resources, such as transmission opportunities, radio
channels, and transmit powers to links so as to meet perfor-
mance objectives for the end-to-end transport rates. Recently,
a wide variety of optimization methods have been suggested
for computing the achievable performance of systems that
coordinate multiple layers in the networking stack (see e.g. [3],
[4] and the references therein). These centralized schemes are
useful for gaining insight into the performance benefits of
coordinating the different layers of the protocol stack, but are
quite far from the distributed resource management schemes
needed in practice. Centralized solutions tend to incur large
communication overhead costs, introduce a single point-of-
failure (the network control node) and scale poorly with the
number of network nodes. Moreover, many of the optimal
approaches are computationally demanding to execute.
This paper presents a distributed approach to joint end-to-
end bandwidth sharing and transmission schedule construction
for WiMax-SC mesh networks. Our approach falls into the
framework of network utility maximization (e.g. [5], [6],
[7]), since we formulate the optimal network operation as
the solution of an optimization problem and apply math-
ematical decomposition techniques to find distributed solu-
tion mechanisms. Noting that the standard approach of dual
decomposition can not be used for solving our problem,
we devise a novel mathematical decomposition method that
allow us to incrementally construct a schedule that provably
converges to the optimal. A unique feature of our scheme is
the distributed construction and maintenance of a transmission
schedule of multiple time-slots. Based on this scheme, we
derive a heuristic for constructing finite-length schedules with
fixed time-slot length, and describe the basic functionalities
that needs to be implemented at sources, queues, and transmit-
ters. This scheme improves significantly over other schemes
proposed in the literature. On the methodological side, we
proceed systematically from the performance limitations given
by a centralized optimization based on global information
to a totally distributed, but suboptimal, scheme that relies
on local information only. We isolate the performance losses
incurred in each simplification step and demonstrate strong
improvements over existing approaches.
II. N ETWORK M ODEL
Consider a single carrier WiMax network consisting of radio
units (nodes) located at fixed positions. Each node is assumed
to have infinite buffering capacity and the ability to transmit,
receive and relay data to other nodes. At any given time, nodes
can either transmit or receive data from at most one other node.
We represent the network topology by a directed graph, with
nodes labelled n = 1, . . . , N and links labelled l = 1, . . . , L.
A link is represented by an ordered pair (i, j) of distinct nodes,
where the presence of link (i, j) means that the network is
able to send data from node i to node j. Nodes are assumed
to always have data to send to the other nodes, possibly via
multi-hop routing. We label the source-destination pairs by
integers p = 1, . . . , P and let sp denote the end-to-end rate for
communication between source-destination pair p. Associated
with each pair p is a utility function up (·), which describes
the utility of the pair to communicate at rate sp (cf. [8]). We
assume that up is increasing and strictly concave, with up →
−∞ as sp → 0+ . Each demand is assumed to be routed along
a single fixed path between source and destination. The routing
is specified by a routing matrix R = [rlp ] ∈ RL×P where
( C K contains all feasible rate-vectors, we will simply drop the
1 if data between pair p is routed across link l
rlp =
0 otherwise
Letting cl denote the transmission rate of link l, c = [cl ]
be the vector of link-rates, the vector of total traffic across
links is given by Rs and the network flow model imposes the
following set of constraints on the end-to-end rate vector s
Rs  c s0
where the link rates depend on the medium access scheme,
channel conditions and the allocation of radio resources, such
as transmit powers and time-slots, to the transmitters.
In single-carrier WiMax networks, all transmitters share the
same frequency band, so interference will occur when multiple
links try to transmit at the same time. To model this, let Glm
be the effective link gain between the transmitter of link m and
the receiver of link l (including distance-based attenuation and
fading as well as the effects of coding gain, spreading gain and
beam-forming, see e.g., [9], [3]), let σl be the thermal noise
power at the receiver of link l and Pl be the power used by
its own transmitter. We assume that each transmitter is subject
to a simple power limit 0 ≤ Pl ≤ Pmax , and define the signal
to noise and interference ratio of link l as
G P
γl (P) = P ll l (1)
σl + m6=l Glm Pm
where P = P1 · · P


· PL denotes the vector of power
allocation, and Il =
m6=l Glm Pm is the interference ex-
perienced at the receiver of link l. We view each link as a
single-user Gaussian channel with Shannon capacity cl (P) =
W log(1 + γl (P)), where W is the system bandwidth. We
assume that a link is able to transmit reliably when its SINR
is over a predefined threshold γ tgt , which also defines a unique
link rate rltgt = W log(1 + γ tgt ). To be able to see this effect
we introduce the following rate allocation policy
 tgt
r , if γl (P) ≥ γ tgt
rl = (2)
0, otherwise
Thus, link l may transmit at rate rtgt if the SINR level at its
receiver exceed the threshold, and stays silent otherwise. Note
that a rate allocation with more states might be applied in order
to get an higher resource utilization from finer granularity. This
leads to a finite number of achievable link-rate vectors
c(k) = (r1 . . . rL ) k = 1, . . . , K
where rl ∈ {0, rtgt }. Although K may be as large as 2L , most
networks will, due to interference and other technological con-
straints, support substantially fewer link rate vectors. By time-
sharing between a given set of link rate vectors {c(k) | k ∈ K},
we can achieve the following polyhedral rate region
( )
K
X
(k)
X
C = c= αk c | αk ≥ 0, αk = 1
k∈K k∈K
Here, the time-sharing coefficients αk represent the fraction
of schedule length in which rate vector c(k) is activated. If
superscript and use the short-hand notation c ∈ C to denote
that c is an achievable long-term average link rate.
III. N ETWORK - WIDE CROSS - LAYER OPTIMIZATION
A mathematical formulation of distributed end-to-end flow
control over TCP/IP networks has been developed in [8], [5].
It is argued that the optimal network operation solves the
network utility maximization problem
P
maximize p up (sp )
subject to Rs  c (3)
s0
where the variables are collected in the end-to-end rate vector
s, while the link capacity vector c is assumed to be fixed.
If the utility functions are logarithmic, the problem yields a
proportionally fair allocation of end-to-end bandwidth [8].
A distributed solution to this problem can be derived using
mathematical decomposition techniques and suggests simple
resource allocation mechanisms implemented in end-hosts and
routers [8]. These functionalities can be mapped onto the
idealized operation of TCP clients and AQM algorithms, and
it has been argued that running the appropriate TCP and AQM
protocols effectively amounts to letting the network solve the
utility maximization problem [5]. In this case, congestion
signals such as queue lengths can be interpreted as dual
variables to the optimization problem (3). Our interest is on
distributed end-to-end flow control over wireless networks,
where the links capacities are not fixed a priori, but depend
on the allocation of radio resources. In the spirit of (3), the
associated utility maximization problem can be formulated as
P
maximize p up (sp )
subject to Rs  c (4)
c∈C s0
where the optimization variables are the end-to-end rates s and
the radio resource management parameters influencing c (i.e.,
the power allocation and transmission scheduling).
A. Centralized optimization via column generation
A centralized solution to (4) based on a column generation
scheme has been proposed in [3]. Starting from an initial set
C K of feasible link-rate vectors to use in the schedule, the
column generation method sequentially computes lower and
upper bounds to the network utility, and generates new link
rate vectors in a way that guarantees convergence of the upper
and lower bound (and hence the optimal solution). The lower
bound is computed by optimizing the end-to-end rates and the
time-sharing coefficients for the current set of link-rate vectors.
The upper bound is computed via duality: let λ be the vector
of Lagrange multipliers for the capacity constraints Rs  c
in the lower-bound computation and consider the Lagrangian
X X
L(s, c, λ) = up (sp ) − qp sp + λl cl
p l
P c(k) =
where qp = l rlp λl . An upper bound to the network utility
can be computed by maximizing L(s, c, λ). This problem
decomposes into two subproblems: one scheduling subproblem
maximize λT c
(5)
subject to c ∈ C
and a network subproblem
P flow control problem (3), and let λ(k) be the associated
maximize p up (sp ) − qp sp (6)
subject to sp ≥ 0
By adding the optimal solution c⋆ ∈ C of (5) to the set of
link rate vectors (i.e., letting C K = C K ∪ c⋆ ) and repeating the
optimization one can guarantee convergence to the optimal
solution in a finite number of iterations (see [3] for details).
B. Distributed construction of multiple time-slot schedule
There are several features of the column generation method
that refrain us from making immediate use of it for allocating
resources in actual WiMax networks: it is centralized, assumes
that the time-slot durations can be optimized with arbitrary
precision, and may generate schedules with a large number
of time-slots. An alternative approach, more amendable to
distributed solutions, can be developed by re-writing (4) as
maximize ν(c)
subject to c ∈ C
where
X e.g., by implementing a resource-reservation scheme based
ν(c) = {max up (sp ) | Rs  c, s  0} (7)
p
For a fixed link capacity vector c (and, hence, a given
schedule), the function ν(c) can be evaluated by solving (3),
and a subgradient of ν at c is given by the vector of optimal
Lagrange multipliers to the capacity constraints Rs  c. Thus,
in order to update the link rate vector c, it is natural to augment
the schedule with the transmission group computed by the
scheduling subproblem (5). Effectively, this corresponds to a
conditional gradient step in the ascent direction of ν(c). To
Step k
New slot under
negotitation
Step k+1
Step k+2
Fig. 1. Augmenting the schedule: Step k Data transmission phase, transmit
data until the end-to-end rates converge to get λ(k); Negotiation phase,
negotiate transmission rights for a new time slot on the control channel, while
still transmitting according to the old schedule on the data channel; add the
new slot to the schedule and repeat
describe the algorithm in detail, let c(k) be the transmission
group computed in step k and let
k
1 X (t)
c
k t=1
represent the average link-rate vector offered by the schedule
(consisting of k time-slots of equal length). Our algorithm can
be summarized as follows
Algorithm 1: Let k = k0 and c(k0 ) ≻ 0
• In step k, evaluate ν(c(k) ) by solving the optimization
equilibrium link prices.
• Compute a new transmission group c
(k+1)
by solving the
scheduling subproblem (5) for λ = λ(k) . Augment the
schedule with this transmission group and compute the
associated c(k+1) . Go to step k + 1.
An initial schedule can be constructed by letting k0 = L and
using a pure TDMA schedule. In contrast to the centralized
approach, this scheme does not optimize time-slot durations
in each iteration, but simply augments the schedule new
transmission groups. This type of decomposition scheme falls
into the class of cross decomposition methods [10]. We have
the following result, whose proof can be found in Appendix.
Theorem 3.1: Let u⋆ be the optimal value of the centralized
cross-layer design problem (4). Algorithm 1 converges in the
sense that limk→∞ ν(c(k) ) → u⋆ .
The cross decomposition method suggests the following
approach for solving the cross-layer design problem (4): based
on an initial schedule with long-term average rate c(k0 ) ≻
0, we run a distributed resource-allocation mechanisms for
solving (3) until convergence. This can be done in many ways,
on the original optimization-flow control scheme [5], or by
running the appropriate TCP/AQM schemes in the network.
Note that the current schedule may be applied repeatedly
during this data transmission phase. During a subsequent
negotiation phase we try to find the transmission group with
largest congestion-weighted throughput (depending on the im-
plementation, λ may be filtered versions of actual congestion
levels or congestion prices in the optimization-flow procedure)
and augment the schedule. The procedure is then repeated with
this revised schedule; see Figure 1.
 c2
c1
Fig. 2. The capacity region is the convex hull of all feasible transmission
groups (marked by circles in the plot). By Caratheodory’s theorem, any point
in the capacity region (such as the square) can be represented as the convex
hull of L + 1 transmission groups. However, with L + 1 timeslots of fixed
and equal durations, the rate vector is restricted to lie at the barycenter of
the associated L-dimensional simplex (marked by a diamond) With more
timeslots, the accuracy improves, but a quantization effect will persist.
C. Generating finite-length schedules
Our theoretical analysis applies to the case when we aug-
ment the schedule indefinitely, while in practice one would
like to use schedules with limited frame length. A natural
heuristic is then to apply the cross decomposition approach
in a rolling horizon fashion. Specifically, we propose to fix
the number of time-slots in the schedule and sequentially
replace the oldest transmission group by the most recently
generated. By Caratheodory’s theorem, we know that an
optimal schedule can be constructed using L+1 time slot when
their durations can be adjusted with arbitrary precision. Since
we are aiming for fixed time-slot durations, we can improve
the accuracy by increasing the schedule length (see Figure 2),
but a reasonable choice appears to be 2L-3L time slots.
The idea for generating fixed-length schedules is inspired by
column dropping schemes used in advanced column generation
codes [11]. Although several convergent column generation
schemes exist, they rely on the centralized solution to the lower
bound computation in the column generation procedure and
are require global coordination by all nodes when deciding
what transmission group to drop. For our scheme, where the
oldest transmission group is always dropped, we have not
been able to provide any hard theoretical results although the
performance in simulations has been consistently very good.
IV. D ISTRIBUTED TRANSMISSION GROUP FORMATION
To make the joint end-to-end rate allocation and trans-
mission scheduling process fully distributed, the scheduling
subproblem (5) must be solved without relying on a global
controller and global network information. Since the schedul-
ing subproblem is linear in cl , an optimal solution can always
be found at a vertex of the capacity region. Under our power-
rate model, solving the subproblem then amounts to finding
the most advantageous transmission group.
In WiMax-SC mesh networks, devices can be characterized
by a set of neighbors, defined as the nodes with whom it
has a direct links. Neighbors of a node lie one hop far apart
and form the neighborhood. In addition, a two-hop extended
neighborhood is defined as the set containing all the neighbors
of the neighborhood. The standard proposes two ways of
solving the distributed scheduling in mesh systems: a coordi-
nated distributed scheduling, where all nodes coordinate their
transmissions in their two-hop neighborhood by broadcasting
their own schedules (available resources, requests and grants)
and an uncoordinated distributed scheduling for ad-hoc setup
of schedules in a link-by-link basis [1]. Both coordinated
and uncoordinated distributed scheduling employ a three-way
handshake mechanism based on request-grant exchange.
Our mathematical analysis suggests that a coordinated dis-
tributed scheduling based on congestion information within the
two-hop extended neighborhood is the most appropriate. The
congestion information required in our scheme can replace the
available resource information in the standard message format
for the distributed scheduling. Although nodes can exchange
information about their current schedules, this information
is not really needed in our scheme: during each negotiation
phase, it is always the oldest transmission group that is up
to negotiation. One should also note that in dense networks,
performance can be improved by also accounting for the
interference in the transmission group formation (cf. [12]).
However, the three-way handshake in the standard is quite lim-
ited and does not provide any simple means for implementing
power control mechanisms such as, e.g., [13].
To abide to the standard, we propose to form transmission
groups by local greedy maximization of the objective function
X
λl cl
l
in which transmission rights are assigned to links that have
the largest λ within their two-hop extended neighborhood.
This greedy scheme is inspired by the centralized optimal
solution [14] and has been used also by others (e.g. [4]). This
approach disregards interference, but guarantees that each node
sustains transmission on at most one incoming or outgoing
link at a time. Since nodes exchange λ-information within
the two-hop extended neighborhood, each node can determine
whether one of its outgoing links has the highest priority in
the neighborhood and should join the transmission group.
V. N UMERICAL EVALUATION
We are now ready to evaluate the performance of the
proposed resource management techniques. We generate test
networks using the procedure described in [3], but adapt the
path loss exponent to 3.5 to reflect an urban scenario, and
employ logarithmic utility functions to achieve proportionally
fair end-to-end rates. Since our algorithms are heuristic, inter-
ference may cause the SINR of active links to drop below the
threshold for certain links. When this happens, we assume
that links can resort to a lower rate based on the actual
SINR according to the Shannon formula in Section II. It is
important to note that a finite value of the total logarithmic
utility (displayed throughout our simulations) guarantees that
all connections are assigned a non-zero end-to-end rate.
 100 100

90
90

80
80
Total utility

Total utility
70
70
60

60
50
Optimal solution
Optimal solution TDMA scheme
50
Cross−Decomposition, incremental schedule 40 Cross−Decomposition
Cross−Decomposition, rolling horizon 2L Rolling horizon with distributed scheduling, 2L
Cross−Decomposition, rolling horizon 3L Rolling horizon and distributed power control
40 30
0 50 100 150 200 250 300 350 400 450 0 50 100 150 200 250 300 350 400 450
Iterations Iterations

Fig. 3. Utility as function of schedule length for the centralized approach, Fig. 4. Performance of combined rolling-horizon scheduling and greedy
cross decomposition, and rolling horizon scheduling. The scheduling subprob- transmission group formation.
lem is solved to optimality using global network information.
Scheme Total utility %
Optimal solution 95.88
A. Cross-decomposition and rolling horizon scheduling Rolling horizon 2L 94.80
−−
−1.13
The baseline for our evaluations is the performance of Cross decomposition 93.45 −2.53
Rolling horizon with distr. power control 88.33
the centralized optimization (4) based on global network Rolling horizon with distr. sched. 2L 81.33
−7.87
−16.22
information. While the optimal solution assumes variable time- TDMA scheme 57.07 −40.49
slot lengths, the techniques we propose in this paper construct
finite-length schedules with time-slots of fixed duration. Fig- TABLE I
ure 3 demonstrates the performance of a centralized approach, P ERFORMANCE LOSSES OF ROLLING HORIZON .
the cross-decomposition approach, and the rolling horizon
scheduling for schedule lengths of 2L and 3L respectively.
In these simulations, the scheduling subproblem is solved
to optimality using global knowledge accounting for the in- performance improvements of this scheme are significant.
terference when forming the transmission group (as in [3]). Similar evaluations have been made for a large set of networks
The rolling horizon scheduling show more rapid performance with comparable results.
improvements, since old transmission groups (generated with
VI. C ONCLUSIONS
outdated system information) are purged from the schedule.
However, due to the finite schedule length and fixed time-slot We have proposed a distributed solution to end-to-end
duration, the solution cannot achieve the performance of the bandwidth sharing and radio resource management in WiMax
centralized scheme. Although these effects are reduced as the single-carrier wireless networks. By posing the problem as
schedule length increases, a performance difference persists a utility maximization problem subject to link rate constraints
(compare the discussion around Figure 2). which involve both transmission scheduling and power alloca-
tion, we have proceeded systematically in our development of
B. The complete solution transparent distributed resource management schemes that fit
The complete solution combines the rolling horizon sched- into the WiMax standard. In the process, we have introduced a
ule construction with the greedy distributed transmission novel decomposition method for convex optimization and es-
group formation. The result for the same network scenario tablished its convergence for the utility maximization problem,
is shown in Figure 4. In this case, we can no longer see and combined this with a greedy transmission group formation
the rapid performance improvements from the rolling horizon scheme. Although the final solution is suboptimal, we have
scheduling under optimal transmission group formation, and isolated and quantified the performance losses incurred in each
the distributed scheme stabilizes with a distinct performance simplification step and demonstrated strong improvements
loss compared to the optimal solution. However, the perfor- over the state-of-the art solutions.
mance improvements over a TDMA scheme is substantial, and
some performance loss should be expected since the WiMax R EFERENCES
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A PPENDIX
Convergence of the Cross-Decomposition Algorithm
It is possible to prove convergence of the algorithm under
some assumptions, where the most restrictive assumptions are
that all links are bottlenecks, the routing matrix has full row
rank, and that the scheduling subproblem can be solved to
optimality. The first assumption can be fulfilled by requiring
that all links have at least one flow only using that link.
First we consider some basic properties of ν(c) defined as
X Lemma 1.7: The derivative of ν(c) is continuous
ν(c) = max up (sp )
Rsc, s≻0
p
Also define the dual function, g(c, λ), as
X derivative is therefore continuous in c. See [16] for details.
g(c, λ) = max up (sp ) − λT (Rs − c)
s≻0
p
Lemma 1.1: For every positive capacity vector, there exists
a strict interior point s̄ to (4) and strong duality holds.
Proof: A strict interior point s̄ satisfying s̄ ≻ 0 and
Rs̄ ≺ c can be constructed by setting the elements in s̄ to
cl
s̄p = min − ǫ > 0, p = 1, ..., P
l L
where ǫ is a small positive constant. Since a strict interior
point exists, Slater’s condition for constraint qualification is
satisfied, hence strong duality holds [16].
Lemma 1.2: g(c, λ) is concave and continuous in c for all
λ0
Proof: Follows since g(c, λ) is linear in c.
Lemma 1.3: ν(c) is concave, and subgradient to ν(c) at
c is given by the optimal Lagrange multipliers, λ⋆ , for the
capacity constraint in the definition of ν(c).
Proof: See [16].
Lemma 1.4: The optimal Lagrange multipliers λ⋆ for the
capacity constraint in the definition of ν(c), with c ≻ ρ ≻ 0,
are bounded and belong to a convex and compact set λ(ρ).
Proof: Follows analogously to Problem 5.3.1 in [16].
Lemma 1.5: The optimal Lagrange multipliers λ⋆ for the
capacity constraint defining ν(c) are unique.
Proof: The Karush-Kuhn-Tucker (KKT) conditions are
u′ (s⋆ (c)) = RT λ⋆ (c)
Rs⋆ (c) = c
The latter expression holds by the assumption that all links
are bottlenecks. The observation that the source rate s⋆ (c)
is unique since the objective functions are strictly concave
together with the fact that R has full row rank implies that
λ⋆ (c) is unique.
Theorem 1.6: ν(c) is differentiable for all c ∈ C, c ≻ ρ ≻
0, and the derivative is λ⋆ (c).
Proof: ν(c) can now be expressed as
X
ν(c) = min max up (sp ) − λT (Rs − c) = min g(c, λ)
λ∈λ(ρ) s≻0 λ∈λ(ρ)
p
where the set λ(ρ) is compact (Lemma 1.4), the optimal
Lagrange multipliers λ⋆ (c) are unique (Lemma 1.5), and
g(c, λ) is continuous and concave in c for all λ ∈ λ(ρ)
(Lemma 1.2). Furthermore, for every optimal Lagrange mul-
tiplier λ⋆ , g(·, λ⋆ ) is differentiable at c, i.e.,
∂g(c, λ⋆ ) ∂ X
= up (s⋆p ) − λ⋆T (Rs⋆ − c) = λ⋆i
∂ci ∂ci p
Now Danskin’s theorem [16] gives the desired result.
Remark 1: Since a ρ fulfilling c ≻ ρ ≻ 0, can be found
for all c ∈ C, c ≻ 0, the theorem above gives that ν(c) is
differentiable for all c ∈ C, c ≻ 0.
Proof: Using the KKT conditions and the implicit func-
tion theorem, it can be shown that λ is differentiable with
respect to c. This means that λ is continuous in c, and the
Theorem 1.8: Let u⋆ be the optimal value of the centralized
cross-layer design problem (4). Algorithm 1 converges in the
sense that limk→∞ ν(c(k) ) → u⋆ .
Proof: The update rule for c(k) can be re-written as
k 1
c(k+1) = c(k) + c′ = (1 − ωk )c(k) + ωk c′
k+1 k+1
where ωk = 1/(k + 1) and c′ is found as the solution to the
congestion-weighted throughput problem
maximize λT c′
subject to c ∈ C
Since λ is a gradient of ν(c) at c, this is a conditional gradient
method with an open loop step-size rule [17] that satisfies
ωk
ωk+1 = , ω0 = 1
ωk + 1
Since λ⋆ is continuous and the domain is compact, the
derivative of ν(c)Pis uniformly continuous. By Theorem 1
in [17], limn→∞ p up (sp (cn )) = p u⋆p .
P