Foundations and Trends
R

in
Networking
Vol. 7, No. 1 (2012) 1–75


c 2013 Y. J. (Angela) Zhang, L. Qian and J. Huang
DOI: 10.1561/1300000038

Monotonic Optimization in
Communication and Networking Systems
By Ying Jun (Angela) Zhang,
Liping Qian and Jianwei Huang

Contents

1 Introduction 2

1.1 Monotonic Optimization Theory and Applications 2

1.2 Outline 4
1.3 Notations 5

I Theory 6

2 Problem Formulation 7

2.1 Preliminary 7
2.2 Canonical Monotonic Optimization Formulation 10
2.3 Problems with Hidden Monotonicity 11
2.4 Monotonic Minimization Problem 15

3 Algorithms 16

3.1 An Intuitive Description 16

3.2 Basic Polyblock Outer Approximation Algorithm 18
3.3 Enhancements 26
3.4 Discrete Monotonic Optimization 31
II Applications 35

4 Power Control in Wireless Networks 37

4.1 System Model and Problem Formulation 37
4.2 Algorithm 39
4.3 Numerical Results 41

5 Power Controlled Scheduling

in Wireless Networks 45

5.1 System Model and Problem Formulation 47

5.2 An Accelerated Algorithm 51
5.3 Numerical Results 52

6 Optimal Transmit Beamforming in MISO

Interference Channels 59

6.1 System Model and Problem Formulation 59

6.2 Algorithm 60
6.3 Extensions 62

7 Optimal Random
Medium Access Control (MAC) 65

7.1 System Model and Problem Formulation 65

7.2 Algorithm 66
7.3 Discussions 69

8 Concluding Remarks 70

References 72
Foundations and Trends
R
in
Networking
Vol. 7, No. 1 (2012) 1–75


c 2013 Y. J. (Angela) Zhang, L. Qian and J. Huang
DOI: 10.1561/1300000038

Monotonic Optimization in
Communication and Networking Systems

Ying Jun (Angela) Zhang1 ,

Liping Qian2 and Jianwei Huang3
1
Department of Information Engineering, The Chinese University of Hong
Kong, Hong Kong, [email protected]
2
College of Information Engineering, Zhejiang University of Technology,
China, [email protected]
3
Department of Information Engineering, The Chinese University of Hong
Kong, Hong Kong, [email protected]

Abstract
Optimization has been widely used in recent design of communication
and networking systems. One major hurdle in this endeavor lies in the
nonconvexity of many optimization problems that arise from practical
systems. To address this issue, we observe that most nonconvex prob-
lems encountered in communication and networking systems exhibit
monotonicity or hidden monotonicity structures. A systematic use of the
monotonicity properties would substantially alleviate the difficulty in
obtaining the global optimal solutions of the problems. This monograph
provides a succinct and accessible introduction to monotonic optimiza-
tion, including the formulation skills and solution algorithms. Through
several application examples, we will illustrate modeling techniques and
algorithm details of monotonic optimization in various scenarios. With
this promising technique, many previously difficult problems can now be
solved with great efficiency. With this monograph, we wish to spur new
research activities in broadening the scope of application of monotonic
optimization in communication and networking systems.
 1
Introduction

1.1 Monotonic Optimization Theory and Applications

The global data traffic has reached 885 petabytes per month in 2012,
which is more than ten times the global Internet traffic in the entire
year of 2000. The rapid demand growth drives the research com-
munity to develop evolutionary and revolutionary approaches that
push the communication and networking system performance toward
new limits. To this end, optimization techniques have been proved
extremely useful in approaching the utmost capacity of the limited
available radio resources. Indeed, optimization methods have been suc-
cessfully employed to obtain the optimal strategies for, for example,
radio resource allocation, routing and scheduling, power control and
interference avoidance, MIMO transceiver design, TCP flow control,
and localization, just to name a few.
Most recent advances of optimization techniques rely crucially on
the convexity of the problem formulation. Nonetheless, many problems
encountered in practical engineering systems are nonconvex by their
very nature. These problems are not only nonconvex in their original
forms, but also cannot be equivalently transformed to convex ones by

2
 1.1 Monotonic Optimization Theory and Applications 3

any existing means.1 One such example is power control for throughput
maximization in wireless networks. Another example is general utility
maximization in random access networks.
An encouraging observation, however, is that a majority of noncon-
vex problems encountered in communication and networking systems
exhibit monotonicity or hidden monotonicity structures. For example,
the capacity and reliability of a wireless link monotonically increase
with the bandwidth and SINR (signal to interference and noise ratio)
of the link, and the quality of service provided to a user is a nondecreas-
ing function of the amount of radio resources dedicated to the user. A
systematic use of monotonicity properties may substantially alleviate
the difficulty in obtaining the global optimal solution(s) of the prob-
lems, and this is indeed the key idea behind the monotonic optimization
theory.
The theory of monotonic optimization has been established rela-
tively recently by a series of papers by Tuy [22, 31, 32, 33, 34, 35, 37]
and others [17, 27]. To intuitively understand the potential advan-
tages offered by a monotonicity structure, recall that the search for
a global optimal solution of a nonconvex optimization problem can
involve examining every feasible point in the entire feasible region. If
the objective function f (z) : Rn → R to be maximized is increasing,
however, then once a feasible point z is known, one can ignore the
whole cone z − Rn+ ,2 because no better feasible solution can be found
in this cone. On the other hand, if the function g(z) : Rn → R in a con-
straint like g(z) ≤ 0 is increasing, then once a point z is known to be
infeasible, the whole cone z + Rn+ can be ignored, because no feasible
solution can be found in this cone. As such, the monotonic nature of the
objective function and constraints allows us to limit the global search
to a much smaller region of the feasible set, thus drastically simplifying
the problem.
Only very recently was monotonic optimization introduced to the
communication and networking research community. The first attempt

1 Note that there are also problems that are seemingly nonconvex, but can be equivalently
transformed to convex problems by existing known methods, for example, change of vari-
ables. Such problems are NOT considered as nonconvex in our context.
2 z − Rn and z + Rn correspond to the sets {z |z ≤ z} and {z |z ≥ z}, respectively.
+ +
4 Introduction

was made by Qian et al. [24], where the global optimal power con-
trol solution of ad hoc networks was found by exploiting the hidden
monotonicity of the nonconvex power control problem. This work was
subsequently followed by a number of researchers [5, 9, 12, 13, 15, 16,
19, 23, 25, 38, 39, 41, 43], where monotonicity or hidden monotonic-
ity structures were exploited to solve a variety of nonconvex problems
arising from areas including capacity maximization, scheduling, MIMO
precoding and detection, distributed antenna coordination, and optimal
relaying, etc. By and large, the application of monotonic optimization
in communication and networking systems is still at its infancy stage,
mainly because the technique is relatively new and unfamiliar to the
communication and networking community. This is contrasted by the
fact that most nonconvex problems considered in the communication
and networking community are indeed monotonic.
The purpose of this monograph is to provide a succinct and accessi-
ble introduction to the theory and algorithms of monotonic optimiza-
tion. Through several application examples, we will illustrate modeling
techniques and algorithm details of monotonic optimization in various
engineering scenarios. This is a humble attempt to spur new research
activities in substantially broadening the scope of application of this
promising technique in communication and networking systems.

1.2 Outline
There are two main parts in this monograph. Part I focuses on the
theory and Part II on the application.
Part I consists of Sections 2 and 3, and is mainly based on the work
of Tuy et al. [15, 22, 31, 32, 33, 34, 35, 37]. In particular, Section 2
discusses the formulation techniques, including the canonical formu-
lation of monotonic optimization problems and problems that can be
transformed into the canonical form. Section 3 introduces the polyblock
outer approximation algorithm and its various enhancements that expe-
dite the algorithm. The discussion is then extended to problems with
discrete variables.
Part II consists of Sections 4–7. In particular, Section 4 discusses
nonconvex power control in wireless interference channels, where the
 1.3 Notations 5

problem formulations belong to a special class of monotonic optimiza-

tion problems, namely, general linear fractional programming. Section 5
discusses power controlled scheduling problems, where we show how
to reduce the variable size by exploiting the convexity of some set.
Section 6 extends the discussion to multi-antenna systems where the
objective is to optimize the transmitter beamforming. In this section
we illustrate how to deal with vector variables in the polyblock outer
approximation algorithm. Finally, Section 7 concerns network utility
maximization in random access networks, where the problem is to max-
imize an increasing function of polynomials. Through this problem, we
illustrate the use of auxiliary variables to convert a “difference of mono-
tonic” optimization problem to a canonical monotonic optimization
problem.

1.3 Notations
Throughout this monograph, vectors are denoted by boldface lower case
letters and matrices are denoted by boldface upper case letters. The ith
entry of a vector x is denoted by xi . We use R, R+ , and R++ to denote
the set of real numbers, nonnegative real numbers, and positive real
numbers, respectively. The set of n-dimensional real, nonnegative real,
and positive real vectors are denoted by Rn , Rn+ , Rn++ , respectively.
ei ∈ Rn denotes the ith unit vector of Rn , i.e., the vector such that
eii = 1 and eij = 0 for all j = i. e ∈ Rn is an all-one vector.
For any two vectors x, y ∈ R, we say x ≤ y (or x < y) if xi ≤ yi
(or xi < yi ) for all i = 1, · · · , n. When x ≤ y, we also say y domi-
nates x or x is dominated by y. Moreover, x − Rn+ and x + Rn+ cor-
respond to the cones {x |x ≤ x} and {x |x ≥ x}, respectively. ∪, ∩,
and\ represent set union, set intersection, and set difference operators,
respectively.
 Part I

Theory
 2
Problem Formulation

This section begins with a mathematical preliminary. The canonical

monotonic maximization formulation is presented in Section 2.2. This
is followed by Section 2.3 that demonstrates the technique to formulate
problems with hidden monotonicity into the canonical form. Finally, we
briefly discuss the monotonic minimization problems in Section 2.4

2.1 Preliminary
Let us first introduce some definitions that will be useful later.

Definition 2.1 (Increasing functions). A function f : Rn+ → R is

increasing if f (x) ≤ f (y) when 0 ≤ x ≤ y. A function f is decreasing if
−f is increasing.

Definition 2.2 (Boxes). If a ≤ b, then box [a, b] is the set of all

x ∈ Rn satisfying a ≤ x ≤ b. A box is also referred to as a hyper-
rectangle.

7
8 Problem Formulation

Definition 2.3 (Normal sets). A set G ⊂ Rn+ is normal if for any

point x ∈ G, all other points x such that 0 ≤ x ≤ x are also in set G.
In other words, G ⊂ Rn+ is normal if x ∈ G ⇒ [0, x] ⊂ G.

Definition 2.4 (Conormal sets). A set H is conormal if x ∈ H

and x ≥ x implies x ∈ H. The set is conormal in [0, b] if x ∈ H ⇒
[x, b] ⊂ H. Clearly, a set H is conormal in [0, b] if and only if the set
[0, b] \ H is normal.

Definition 2.5 (Normal hull). The normal hull of a set A ⊂ Rn+ is

the smallest normal set containing A. Mathematically, the normal hull
is given by N (A) = ∪z∈A [0, z]. Moreover, if A is compact, so is N (A).

Definition 2.6(Upper boundary). A point x̄ of a normal closed set

G is called an upper boundary point of G if G ∩ {x ∈ Rn+ |x > x̄} = ∅.
The set of all upper boundary points of G is called its upper boundary
and denoted by ∂ + G.

To better understand the concepts, consider the example in

Figure 2.1. Here, the rectangle represents box [0, b]. Set H is a conor-
mal set in box [0, b]. Its complement, i.e., [0, b] \ H, is set G that is
obviously a normal set. Meanwhile, G is also the normal hull of the
yellow set A. The red curve is the upper boundary of G, denoted by
∂ + G.
Definitions 2.7 and 2.8 introduce the concepts of polyblocks, which
are essential building blocks of the polyblock outer approximation algo-
rithms that solve monotonic optimization problems.

Definition 2.7(Polyblocks). A set P ⊂ Rn+ is called a polyblock if it

is a union of a finite number of boxes [0, z], where z ∈ T and |T | < +∞.
The set T is called the vertex set of the polyblock. A polyblock is clearly
a normal set.
 2.1 Preliminary 9

Fig. 2.1 Illustration of boxes, normal/conormal sets, normal hull, upper boundary, and
separation property.

Fig. 2.2 Illustration of polyblocks.

Definition 2.8 (Proper vertices of a polyblock). Let T be the

vertex set of a polyblock P ⊂ Rn+ . A vertex v ∈ T is said to be proper
if there is no v ∈ T such that v = v and v ≥ v. A vertex is said to
be improper if it is not proper. Improper vertices can be removed from
the vertex set T without affecting the shape of the polyblock.

Figure 2.2 shows a polyblock with vertices v1 , v2 , and v3 . Here, v1

and v2 are proper vertices. In contrast, v3 is an improper vertex and
can be removed without affecting the polyblock. That is, the polyblock
is the same as the one with proper vertices v1 and v2 only.
10 Problem Formulation

With the above definitions, we proceed to present the canonical

formulation of monotonic optimization.

2.2 Canonical Monotonic Optimization Formulation

Monotonic Optimization is concerned with problems of the following
form:

max{f (x)|x ∈ G ∩ H}, (2.1)

where f (x) : Rn+ → R is an increasing function, G ⊂ [0, b] ⊂ Rn+ is a

compact normal set with nonempty interior, and H is a closed conormal
set on [0, b]. Sometimes, H is not present in the formulation, and the
problem becomes

max{f (x)|x ∈ G}. (2.2)

In this case, we can assume that the conormal set H in Equation (2.1)
is box [0, b] itself. In the remaining of this monograph, we assume that
the problem considered is feasible, i.e., G ∩ H = ∅.
In real applications, sets G and H often result from constraints
involving increasing functions gi (x) : Rn+ → R and hi (x) : Rn+ → R

gi (x) ≤ 0, i = 1, . . . , m1 ,
hi (x) ≥ 0, i = m1 + 1, . . . , m.

Setting g(x) = max{g1 (x), . . . , gm1 (x)} and h(x) = min{hm1 +1 (x), . . .,
hm (x)}, the above inequalities are equivalent to

g(x) ≤ 0, h(x) ≥ 0.

The following proposition connects the inequality constraints with G

and H in Equation (2.1).

Proposition 2.1. For any increasing function g(x) on Rn+ , the set
G = {x ∈ Rn+ |g(x) ≤ 0} is normal and it is closed if g(x) is lower semi-
continuous. Similarly, for any increasing function h(x) on Rn+ , the set
H = {x ∈ Rn+ |h(x) ≥ 0} is conormal and it is closed if h(x) is upper
semicontinuous.
 2.3 Problems with Hidden Monotonicity 11

In real systems, f (x) may correspond to some system performance,

g(x) may correspond to some scarce resources that have limited avail-
ability, and h(x) may correspond to users’ satisfaction which has to
reach a certain level. In general, the constraints derived from practical
systems may result in an arbitrarily shaped feasible set instead of the
nicely shaped one in Equation (2.1). The following proposition shows
that this kind of problem can still be formulated into the canonical
form, as long as f (x) is increasing.

Proposition 2.2. If A is an arbitrary nonempty compact set on

Rn+ and f (x) is an increasing function on Rn+ , then the problem
max{f (x)|x ∈ A} is equivalent to max{f (x)|x ∈ G} where G = N (A)
is the normal hull of A.

2.3 Problems with Hidden Monotonicity

Intuitively, many engineering problems encountered in practice have
monotonicity structures one way or another. Not all of them can be
straightforwardly expressed in the canonical form (Equation (2.1)). The
monotonicity property is often “hidden”. This section discusses how
to explore the hidden monotonicity of an optimization problem and
transform it into the canonical form.

2.3.1 Hidden Monotonicity in the Objective Function

Consider the problem

max{φ(u(x))|x ∈ D}, (2.3)

where D ⊂ Rn is a nonempty compact set, φ : Rm + → R is an increas-

ing function, and u(x) = [u1 (x), . . . , um (x)], ui : D → R++ are positive-
valued continuous functions on D.
The objective function of Equation (2.3) is not an increasing
function of x in general. A widely known example of such problems
is the General Linear Fractional Programming (GLFP) defined as
follows.
12 Problem Formulation

Definition 2.9 (GLFP). An optimization problem belongs to the

class of GLFP if it can be represented by the following formulation:


f1 (x) fm (x)
maximize φ ,...,
g1 (x) gm (x) (2.4)
variables x∈D

where the domain D is a nonempty polytope1 in Rn (the n-dim real

domain), functions f1 , . . . , fm , g1 , . . . , gm : D → R++ are positive-valued
linear affine functions on D, and function φ : Rm + → R is increasing
on Rm+ .

Problem (2.3) is equivalent to max{φ(y)|y ∈ u(D)}, which can be

further written as follows by Proposition 2.2:

max{φ(y)|y ∈ G}, (2.5)

where G = N (u(D)) = {y ∈ Rm + |y ≤ u(x), x ∈ D}. Since u(x) is con-

tinuous on D, u(D) is compact. Thus, its normal hull G is also compact
and is contained in box [0, b]. Furthermore, since ui (x)’s are positive,
G has a nonempty interior. By this, we conclude that Equation (2.5) is
a monotonic optimization problem in the canonical form.

2.3.2 Hidden Monotonicity in the Constraint

Consider the problem

max{f (x)|x ∈ D, φ(u(x)) ≤ 0}, (2.6)

where D, φ, and u are defined as previously, and f (x) is a continuous

function. Here, the feasible set is not defined by increasing functions
of x, and hence is not normal in x. To explore the hidden monotonicity,
note that the following set is closed and conormal due to the continuity
of u:

+ |u(x) ≤ y, x ∈ D}.
H = {y ∈ Rm

1 Polytopemeans the generalization to any dimension of polygon in two dimensions, poly-

hedron in three dimensions, and polychoron in four dimensions.
 2.3 Problems with Hidden Monotonicity 13

We can then rewrite Equation (2.6) as

max{θ(y)|y ∈ H, φ(y) ≤ 0}, (2.7)

where

sup{f (x)|u(x) ≤ y, x ∈ D}, if y ∈ H,
θ(y) = (2.8)
−M, otherwise.

Here, M > 0 is an arbitrary number such that −M < min{f (x)|x ∈ D}.
If f (x) is concave, ui (x)’s are convex, and D is convex, then θ(y) is the
optimal value of a convex program.

Proposition 2.3. θ(y) is increasing and upper semicontinuous on Rm

+.

Sketch of proof : To see that θ(y) is increasing, note that {x ∈ D|u(x) ≤

y} ⊂ {x ∈ D|u(x) ≤ y } for any y ≤ y with y ∈ H. If y ≤ y and
y∈/ H, then by definition θ(y ) ≥ θ(y) = −M . Moreover, the continuity
of θ(y) can be proved from the continuity of f (x) and u(x) and the
compactness of D.
With Proposition 2.3, we can say Problem (2.7) is a monotonic
optimization problem in the canonical form (2.1), with G = {y ∈
Rm+ |φ(y) ≤ 0}.

2.3.3 Maximization of Differences of Increasing Functions

Consider the problem

max{f (x) − g(x)|x ∈ G ∩ H}, (2.9)

where f (x) and g(x) are increasing functions on Rn+ . G and H are
defined as in Equation (2.1). Note that Equation (2.9) captures a large
class of problems. For example, any polynomial p(x) on Rn+ can be
expressed as a difference of two increasing functions. This can be done
by grouping separately the terms with positive coefficients and those
with negative coefficients, and rewrite p(x) as p(x) = p1 (x) − p2 (x),
where p1 (x) and p2 (x) are polynomials with positive coefficients, and
hence are increasing functions.
14 Problem Formulation

To write Equation (2.9) in the canonical form, notice that for every
x ∈ [0, b] we have g(x) ≤ g(b). In other words, there exists a t ≥ 0 such
that g(x) + t = g(b). Hence, the problem can be rewritten as

max{f (x) + t − g(b)|x ∈ G ∩ H, t = g(b) − g(x)}.

Adding the constant g(b) to the objective function, we obtain the

problem

max{f (x) + t|x ∈ G ∩ H, t + g(x) = g(b)},

which is equivalent to

max{f (x) + t|x ∈ G ∩ H, t + g(x) ≤ g(b), 0 ≤ t ≤ g(b) − g(0)},

(2.10)
since f (x) + t and t + g(x) are increasing.
Define F (x, t) = f (x) + t, and

D = {(x, t)|x ∈ G, t + g(x) ≤ g(b), 0 ≤ t ≤ g(b) − g(0)},

E = {(x, t)|x ∈ H, 0 ≤ t ≤ g(b) − g(0)}.

+ , D is a
It is easy to see that F (x, t) is an increasing function on Rn+1
closed normal set contained in box [0, b] × [0, g(b) − g(0)], and E is a
closed conormal set in this box. Hence, Problem (2.10) reduces to

max{F (x, t)|(x, t) ∈ D ∩ E},

which is in the canonical form.

2.3.4 Difference of Increasing Functions in the Constraints

Finally, we consider the problem

max{f (x)|g(x) − h(x) ≤ 0, x ∈ Ω ⊂ Rn+ }, (2.11)

where f , g, and h are increasing and continuous functions on Rn+ , and

Ω is a normal set contained in [0, b] ⊂ Rn+ . To transform the problem
into the canonical form, we can split the inequality g(x) − h(x) ≤ 0 for
x ∈ Ω into two inequalities:

g(x) + t ≤ g(b), h(x) + t ≥ g(b),

 2.4 Monotonic Minimization Problem 15

where t ≥ 0. Define

G = {(x, t) ∈ Rn+ × R+ |x ∈ Ω, g(x) + t ≤ g(b), 0 ≤ t ≤ g(b) − g(0)}

H = {(x, t) ∈ Rn+ × R+ |h(x) + t ≥ g(b)}.

We can rewrite Equation (2.11) as

max{f (x)|G ∩ H}. (2.12)

Here, G is a normal set contained in box [0, b] × [0, g(b) − g(0)] and H
is a conormal set. Thus, the problem is monotonic optimization in the
canonical form.

2.4 Monotonic Minimization Problem

There is another class of monotonic optimization problems that mini-
mize an increasing function. Consider, for example, the following prob-
lem

min{f (x)|g(x) ≤ 0, h(x) ≥ 0, x ∈ [0, b]}, (2.13)

where f (x) : Rn+ → R is an increasing function. With some manipula-

tions, the problem can be easily transformed to a monotonic maximiza-
tion problem as follows:

max{f˜(y)|h̃(y) ≤ 0, g̃(y) ≥ 0, y ∈ [0, b]}, (2.14)

where f˜(y) = −f (b − y), g̃(y) = −g(b − y), and h̃(y) = −(b − y) are
increasing functions on [0, b].
With the above discussions, we will focus in this monograph
monotonic maximization problems only.
 3
Algorithms

3.1 An Intuitive Description

To solve a monotonic optimization problem, i.e., to maximize an
increasing function over a normal set, it turns out that one can exploit
a “separation property” of normal sets, which is analogous to the sepa-
ration property of convex sets. It is well known that any point z outside
a convex set can be strictly separated from the set by a half space. As a
result, a convex feasible set can be approximated, as closely as desired,
by a nested sequence of polyhedrons. Likewise, any point z outside a
normal set is separated from the normal set by a cone congruent to the
nonnegative orthant. Thus, a normal set can be approximated as closely
as desired by a nested sequence of “polyblocks”. This is illustrated in
Figure 3.1.
The separation property of convex sets plays a fundamental role
in polyhedral outer approximation methods, which solve convex max-
imization problems over convex feasible sets. In particular, a convex
function always achieves its maximum over a bounded polyhedron at
one of its vertices. The well-studied polyhedral outer approximation
algorithm successively maximizes the convex objective function on a

16
 3.1 An Intuitive Description 17

(a) (b)

Fig. 3.1 (a) A polyhedron enclosing a convex set. (b) A polyblock enclosing a normal set.

sequence of polyhedra that enclose the feasible set. At each iteration,

the current enclosing polyhedron is shrunk by adding a cutting plane
tangential to the feasible set at a boundary point [10].
Similarly, monotonic optimization problems can be solved by poly-
block outer approximation algorithms that are analogous to, but not
quite same as, polyhedral outer approximation algorithms. In particu-
lar, a monotonically increasing function always achieves its maximum
over a polyblock at one of its vertices. The polyblock outer approxima-
tion algorithm successively maximizes the increasing objective function
on a sequence of polyblocks that enclose the feasible set (or a subset
of the feasible set that contains the optimal solution). At each itera-
tion, the current enclosing polyblock is refined by cutting off a cone
congruent to the nonnegative orthant.
We would like to emphasize that no existing algorithm can claim
to solve a general nonconvex optimization problem efficiently within
polynomial time, and the polyblock outer approximation algorithm is
no exception. However, by exploiting the special structure of the prob-
lems, the computational complexity involved in solving the problems is
much more manageable than generic algorithms. Given this said, when
modeling a real-world problem into a monotonic optimization problem,
one should cautiously reduce the dimension of the problem as much
as possible to enable fast solution algorithms. Very often, the dimen-
sion reduction techniques are problem specific and require the domain
knowledge of the underlying system. This will be further demonstrated
in Sections 5 and 7 using the examples of power controlled scheduling
and random medium access.
18 Algorithms

3.2 Basic Polyblock Outer Approximation Algorithm

Before getting into the details, we first introduce a few propositions that
lie in the foundation of the polyblock outer approximation algorithms.
These propositions will then be illustrated through a simple example
in Figure 3.2.

Proposition 3.1. Let G be a compact normal set and H be a closed

conormal set. The maximum of an increasing function f (x) over G ∩ H
is attained on ∂ + G ∩ H.

Proposition 3.2. The maximum of an increasing function f (x) over

a polyblock in Rn+ is attained at one of its proper vertices.

Proposition 3.3 (Projection on the upper boundary). Let G ⊂

Rn+ be a compact normal set with nonempty interior. Then, for any
point z ∈ Rn+ \ G, the line segment joining 0 to z meets the upper
boundary ∂ + G of G at a unique point πG (z), which is defined as

πG (z) = λz, λ = max{α > 0|αz ∈ G}. (3.1)

We call πG (z) the projection of z on the upper boundary of G.

Proposition 3.4 (Separation property of normal sets). Let G be

a compact normal set in Rn+ with nonempty interior, and z ∈ Rn+ \ G.
If x̄ ∈ ∂ + G such that x̄ < z, then the cone Kx̄+ := {x ∈ Rn+ |x > x̄} sep-
arates z strictly from G.

Corollary 3.5 is a straightforward result from Propositions 3.3

and 3.4.

Corollary 3.5. A point z ∈ Rn+ \ G is strictly separated from G by the

cone Kπ+G (z) := {x ∈ Rn+ |x > πG (z)}.
 3.2 Basic Polyblock Outer Approximation Algorithm 19

Fig. 3.2 Illustration of polyblocks.

Proposition 3.6. Let P ⊂ Rn+ be a polyblock and y ∈ P. Then, P \

Ky+ is another polyblock.

The basic idea of polyblock outer approximation algorithm is to

enclose the feasible set G ∩ H by a polyblock P1 , as illustrated in Fig-
ure 3.2(a). Due to Proposition 3.2, the search for the global optimal
solution over P1 reduces to choosing the best one among all of its proper
vertices. Without loss of generality, let us say the optimal vertex is v1 .
According to Proposition 3.3, we can find the projection of v1 on the
upper boundary of G, denoted as πG (v1 ). Corollary 3.5 says cutting
off the cone Kπ+G (v1 ) := {x ∈ Rn+ |x > πG (v1 )} from P1 will not exclude
20 Algorithms

any points in G. The resulting set P1 \ Kπ+G (v1 ) is still an enclosing

polyblock due to Proposition 3.6, as illustrated in Figure 3.2(b). We
denote it as P2 . Following this procedure, we can construct a sequence
of polyblocks outer approximating the feasible set:

P1 ⊃ P2 ⊃ · · · ⊃ Pk ⊃ · · · ⊃ G ∩ H

in such a way that

max{f (x)|x ∈ Pk } max{f (x)|x ∈ G ∩ H}.

Here, means converge from above, because the maximum of the

increasing function over the feasible set G ∩ H is always no larger than
that over the polyblock Pk that encloses the feasible set.
We can further refine the enclosing polyblocks by removing the ver-
tices that are not in H. The following proposition says that the resultant
polyblock still encloses G ∩ H.

Proposition 3.7. Let P ⊂ Rn+ be a polyblock enclosing G ∩ H, where

G ⊂ Rn+ is a bounded normal set and H ⊂ Rn+ is a closed conormal set,
and let T be the vertex set of P. Let P  be another polyblock with
/ H}. Then, P  ⊃ G ∩ H.
vertex set T \ {v ∈ T |v ∈

Proposition 3.7 is illustrated in Figure 3.2(c). Here, P2 is obtained

from P2 in Figure 3.2(b) by removing the vertices that are not in H.
Obviously, P2 still encloses G ∩ H.
One may infer from the above description that there are three key
ingredients in the polyblock outer approximation algorithm, namely,
(i) computing the boundary point πG (v), (ii) generating the new poly-
block from the old one, and (iii) terminating the algorithm when it
converges to the optimal solution. In the following, we will discuss these
three operations in detail. The convergence of the algorithm is discussed
in Subsection 3.2.4.

3.2.1 Computing the Upper Boundary Point πG (zk )

Let zk denote the vertex of Pk that maximizes the objective function f
over Pk . According to the definition in Equation (3.1), finding πG (zk )
 3.2 Basic Polyblock Outer Approximation Algorithm 21

Algorithm 1 Bisection Search to Compute the Upper Boundary Point

πG (zk )
Input: zk , G
Output: α such that α = arg max{α > 0|αzk ∈ G}
1: Initialization: Let αmin = 0 and αmax = 1. Let δ > 0 be a small pos-
itive number.
2: repeat
3: Let ᾱ = (αmin + αmax )/2.
4: Check if ᾱ is feasible, i.e., if ᾱzk ∈ G. If yes, let αmin = ᾱ. Else,
let αmax = ᾱ.
5: until αmax − αmin ≤ δ
6: Output α = αmin .

involves solving a one-dimensional optimization problem

max{α > 0|αzk ∈ G} = max{α > 0|g1 (αzk ) ≤ 1, g2 (αzk ) ≤ 1, · · · },

where gi (·)’s are the increasing functions defining the normal set G, as
discussed at the beginning of Section 2. The computational complexity
required in solving the problem depends heavily on the forms of gi (·).
The computation becomes even trickier when hidden monotonicity is
involved. Take the case in Section 2.3.1 for example. Finding πG (zk )
reduces to solving a max–min problem as follows.

ui (x)
max{α|αzk ≤ u(x), x ∈ D} = max{α|α ≤ min , x ∈ D}
i=1,...,m zki

ui (x)
= max min . (3.2)
x∈D i=1,...,m zki

Problem (3.2) is convex if ui (x)’s are quasiconcave in x.

In general, due to the normality of G, α can be found by the bisection
search algorithm described in Algorithm 1. The main operation here
is the feasibility check in Line 4, the complexity of which again relies
on the structure of G. In Part II of this monograph, we will illustrate,
through real-world applications, the techniques of efficiently computing
α in different scenarios.
22 Algorithms

3.2.2 Generating the New Polyblock

This subsection concerns the derivation of a new enclosing polyblock
Pk+1 from the old one Pk by cutting off a cone that is in the infeasible
set. First, let us discuss the way to compute the proper vertex set of
the polyblock P \ Kx+ , where Kx+ is defined in Proposition 3.4.
Let T be the proper vertex set of polyblock P. Then, T∗ = {v ∈
T |v > x} is the subset of T that contains all vertices that are in Kx+ .
Also, for each vertex v ∈ T∗ , let us define vi = v + (xi − vi )ei for i =
1, . . . , n. Note that vi is obtained by replacing the ith entry of v by the
ith entry of x. Take Figure 3.2(b) as an example. v11 is obtained by
replacing the 1st entry in v1 with that of πG (v1 ), and v12 is obtained
by replacing the 2nd entry in v1 with that of πG (v1 ).

Proposition 3.8. Let P ⊂ Rn+ be a polyblock with a proper ver-

tex set T ⊂ Rn+ and let x ∈ P. Then, the polyblock P \ Kx+ has a
vertex set
T  = (T \ T∗ ) ∪ {vi = v + (xi − vi )ei |v ∈ T∗ , i ∈ {1, . . . , n}}. (3.3)
The improper vertices in T  are those vi = v + (xi − vi )ei that are
dominated by another vertex in T  . By removing the improper vertices
from T  , we obtain the proper vertex set of the polyblock P \ Kx+ .

Following the above procedure, we can generate Pk+1 from Pk by

cutting off the cone Kπ+G (zk ) .

3.2.3 Termination Criterion

Recall that zk denotes the optimal vertex that maximizes f among all
vertices of Pk . For example, in Figure 3.2(a), z1 = v1 . As Pk encloses
the feasible set G ∩ H, f (zk ) ≥ f (x∗ ), where x∗ is the optimal solution
to Problem (2.1). Intuitively, we can terminate the algorithm when
|f (zk ) − f (x̄)| is sufficiently small, where x̄ is a best feasible solution
known to us, and claim x̄ to be the optimal solution. Note that it is
sufficient to focus on the upper boundary points when searching for the
optimal solution due to Proposition 3.1.
The above procedure can be refined as follows. Let x̄k denote
the best feasible solution known so far at iteration k, and
 3.2 Basic Polyblock Outer Approximation Algorithm 23

CBVk = f (x̄k ) denote the current best value. At the k + 1th iteration,
let x̄k+1 = πG (zk+1 ) and CBVk+1 = f (πG (zk+1 )) if πG (zk+1 ) ∈ G ∩ H
and f (πG (zk+1 )) ≥ CBVk . Otherwise, let x̄k+1 = x̄k and CBVk+1 =
CBVk . The algorithm terminates when |f (zk ) − CBVk | ≤ , where
 ≥ 0 is a given tolerance. We can show that an -optimal solution1
can be obtained following this procedure.
Alternatively, we can terminate the algorithm when zk is sufficiently
close to the feasible set, i.e., |zk − x̄k | ≤ δ, where δ is a small positive
number. The resultant solution is called a δ-approximate optimal solu-
tion. As we will discuss later, this additional termination criterion is
needed to guarantee the execution time of the algorithm to be finite.
With the above building blocks, we now summarize the polyblock
approximation algorithm in Algorithm 2. In particular, Line 4 finds
the vertex that maximizes the objective function value among all ver-
tices of Pk . Line 5 computes the projection πG (zk ). Lines 6 and 7 indi-
cate that the optimal solution is obtained if the optimal vertex zk
is already in the feasible set. Otherwise, Lines 10 and 11 generate a
smaller polyblock Pk+1 from Pk by excluding the cone Kπ+G (zk ) and
removing improper vertices and vertices that are not in H. The result-
ing Pk+1 still encloses G ∩ H. Finally, the algorithm terminates when
f (zk ) − CBVk is sufficiently small.

3.2.4 Convergence of the Polyblock Outer

Approximation Algorithm
The convergence of the polyblock outer approximation algorithm can be
proved under mild assumptions, namely, f (x) is upper semicontinuous,
G has a nonempty interior, and G ∩ H ⊂ Rn++ .

Proposition 3.9. With the above conditions, each of the generated

sequences {zk } and {x̄k } contains a subsequence converging to an exact
optimal solution if Algorithm 2 is infinite. Moreover, if f (x) is Lipschitz
continuous, then Algorithm 2 is guaranteed to converge to an -optimal
solution in a finite number iterations for any given  > 0.

1 x̄ is said to be an -optimal solution if f (x∗ ) −  ≤ f (x̄k ) ≤ f (x∗ ).

k
24 Algorithms

Algorithm 2 Polyblock Outer Approximation Algorithm

Input: An upper semicontinuous increasing function f (·) : Rn+ → R,
a compact normal set G ⊂ Rn+ , and a closed conormal set H ⊂ Rn+
such that G ∩ H = ∅
Output: an -optimal solution x∗
1: Initialization: Let the initial polyblock P1 be box [0, b] that encloses
G ∩ H. The vertex set T1 = {b}. Let  ≥ 0 be a small positive num-
ber. CBV0 = −∞. k = 0.
2: repeat
3: k = k + 1.
4: From Tk , select zk ∈ arg max{f (z)|z ∈ Tk }.
5: Compute πG (zk ), the projection of zk on the upper boundary
of G.
6: if πG (zk ) = zk , i.e., zk ∈ G then
7: x̄k = zk and CBVk = f (zk ).
8: else
9: If πG (zk ) ∈ G ∩ H and f (πG (zk )) ≥ CBVk−1 , then let the cur-
rent best solution x̄k = πG (zk ) and CBVk = f (πG (zk )). Other-
wise, x̄k = x̄k−1 and CBVk = CBVk−1 .
10: Let x = πG (zk ) and

Tk+1 = (Tk \ T∗ ) ∪ {vi = v + (xi − vi )ei |v ∈ T∗ , i ∈ {1, . . . , n}},

where T∗ = {v ∈ Tk |v > x}.

11: Remove from Tk+1 the improper vertices and the vertices {v ∈
Tk+1 |v ∈ / H}.
12: end if
13: until |f (zk ) − CBVk | ≤ .
14: Let x∗ = x̄k and terminate the algorithm.

Interested readers are referred to [31, 33] for the proof of the propo-
sition.
We would like to comment that even if f (x) is not Lipschitz continu-
ous, Algorithm 2 can still terminate in a finite number of iterations if an
additional termination condition |zk − x̄k | ≤ δ is added to Line 9 of the
 3.2 Basic Polyblock Outer Approximation Algorithm 25

algorithm. The resultant solution is either -optimal or δ-approximate

optimal.
Let us now turn to discuss the convergence condition G ∩ H ⊂ Rn++ .
This condition basically says that the conormal set H should be strictly
bounded away from 0, namely, there exists a positive vector a such that

0 < a ≤ x, ∀x ∈ H.

When this condition does not hold, e.g., when H includes vectors with
some entries being 0 (i.e., the case in Figure 3.3(a)), the convergence
of Algorithm 2 cannot be guaranteed.
To restore this condition, one can shift the origin to the negative
orthant, say to −βe, where β > 0 is chosen to be not too small (see
Figure 3.3(b)). Then, with respect to the new origin, we have Ĥ =
H + βe being the shifted conormal set and Ĝ = Rn+ ∩ (G + βe − Rn+ )
being the normal hull of G. Let

ˆ f (x − βe), if x ≥ βe
f (x) = ,
−M, otherwise

where M > 0 is a sufficiently large number. The original problem is

equivalent to

max{fˆ(x)|x ∈ Ĝ ∩ Ĥ},

where Ĥ is strictly bounded away from 0. As such, the convergence

of the algorithm can be guaranteed. This technique will be illustrated
through two examples in Sections 4 and 5.

(a) (b)

Fig. 3.3 Shift of origin.

26 Algorithms

3.3 Enhancements
In this section, we discuss two enhancements that expedite the poly-
block outer approximation algorithm. Subsection 3.3.1 is about reduc-
ing the vertex set Tk at each iteration by removing unnecessary vertices,
and Subsection 3.3.2 is about expediting the shrinking of the enclosing
polyblock.

3.3.1 Removing Suboptimal Vertices

The size of the vertex set Tk can grow quite large when k is large.
This not only leads to a high computational complexity to find the
optimal vertex zk , but also may cause memory overflow problems. On
the other hand, many of the vertices are not needed in the computation,
and therefore can be safely discarded. For example, we can discard
the vertices that are obviously not optimal, i.e., vertices with values
smaller than CBVk . This is because every point that is smaller than
these vertices would have even smaller values, and thus eliminating it
will not exclude any optimal solutions.
With this, Lines 11 and 13 of Algorithm 2 are replaced by

11: Remove from Tk+1 the improper vertices and all vertices such
that {v ∈ Tk+1 |v ∈
/ H or f (v) ≤ CBVk + }.
13: until Tk+1 = ∅.

Hence, the sequence of enclosing polyblocks satisfies

P1 ⊃ P2 ⊃ · · · ⊃ Pk ⊃ Pk+1 ⊃ {x ∈ G ∩ H|f (x) > CBVk + }.

3.3.2 Tightening the Enclosing Polyblock

The basic idea of the polyblock outer approximation algorithm is to
approximate the feasible set (or a subset of the feasible set that contains
optimal solutions) by enclosing polyblocks. Intuitively, the tighter an
enclosing polyblock, the better it approximates the upper boundary of
the feasible set. In this subsection, we discuss the derivation of a tighter
polyblock P  from an original polyblock P such that
G ∩ H ∩ P ⊂ P  ⊂ P.
 3.3 Enhancements 27

That is, P  is smaller than P and yet contains all points in G ∩ H that
were contained by P.
As a simple example, let us first consider box [0, b] that contains
G ∩ H or a part of it. We wish to find the smallest b such that [0, b ]
still contains G ∩ H ∩ [0, b].

Proposition 3.10. The smallest b such that [0, b ] contains G ∩ H is

given by the following:

bi = max{xi |x ∈ G ∩ H}, ∀i = 1, . . . , n.

Likewise, given box [0, b], the smallest b such that [0, b ] contains
G ∩ H ∩ [0, b] is given by the following:

bi = max{xi |x ∈ G ∩ H ∩ [0, b]}, ∀i = 1, . . . , n.

The above procedure is illustrated in Figure 3.4, where the box

is tightened by cutting off half spaces that do not contain the set
G ∩ H ∩ [0, b].
Now we tighten a polyblock P that contains G ∩ H or a part of it.

Proposition 3.11. Consider a polyblock P with a vertex set T . Let

T  be the set that is obtained from T by deleting all {v ∈ T |v ∈
/ H} and
all {v ∈ T |[0, v] ∩ G ∩ H = ∅}, replacing every remaining v ∈ T by v
that satisfies

vi = max{xi |x ∈ G ∩ H ∩ [0, v]} ∀i = 1, . . . , n.

and finally removing all improper vertices. The resulting T  generates

a polyblock P  such that

G ∩ H ∩ P ⊂ P  ⊂ P.

The procedure in Proposition 3.11 is illustrated in Figure 3.6. Here,

vertices v1 and v5 were removed because they do not belong to H.
v2 , v3 , and v4 are “tightened” to v2 , v3 , and v4 , while v4 can further be
28 Algorithms

(a) (b)

Fig. 3.4 Tightening a box.

(a) (b)

(c)

Fig. 3.5 Tightening a polyblock.

 3.3 Enhancements 29

(a) (b)

(c)

Fig. 3.6 Tightening a polyblock.

removed since it is not proper. With this, Lines 11 and 13 of Algorithm 2

can be refined as

11: Remove from Tk+1 the improper vertices and all vertices such
that {v ∈ Tk+1 |v ∈
/ H or f (v) ≤ CBVk + }. If Tk+1 = ∅, apply the
tightening procedure in Proposition 3.11.
13: until Tk+1 = ∅.

For the convenience of readers, the modified polyblock outer approx-

imation is presented in Algorithm 3 with enhancements discussed in
this section.
30 Algorithms

Algorithm 3 Enhanced Polyblock Outer Approximation Algorithm

Input: An upper semicontinuous increasing function f (·) : Rn+ → R,
a compact normal set G ⊂ Rn+ , and a closed conormal set H ⊂ Rn+
such that G ∩ H = ∅
Output: an -optimal solution x∗
1: Initialization: Let the initial polyblock P1 be box [0, b] that encloses
G ∩ H. The vertex set T1 = {b}. Let  ≥ 0 be a small positive num-
ber. CBV0 = −∞. k = 0.
2: repeat
3: k = k + 1.
4: From Tk , select zk ∈ arg max{f (z)|z ∈ Tk }.
5: Compute πG (zk ), the projection of zk on the upper boundary
of G.
6: if πG (zk ) = zk , i.e., zk ∈ G then
7: x̄k = zk and CBVk = f (zk ).
8: else
9: If πG (zk ) ∈ G ∩ H and f (πG (zk )) ≥ CBVk−1 , then let the cur-
rent best solution x̄k = πG (zk ) and CBVk = f (πG (zk )). Other-
wise, x̄k = x̄k−1 and CBVk = CBVk−1 .
10: Let x = πG (zk ) and

Tk+1 = (Tk \ T∗ ) ∪ {vi = v + (xi − vi )ei |v ∈ T∗ , i ∈ {1, . . . , n}},

where T∗ = {v ∈ Tk |v > x}.

11: Remove from Tk+1 the improper vertices and all vertices such
that {v ∈ Tk+1 |v ∈
/ H or f (v) ≤ CBVk + }. If Tk+1 = ∅, apply
the tightening procedure in Proposition 3.11.
12: end if
13: until Tk+1 = ∅.
14: Let x∗ = x̄k and terminate the algorithm.
 3.4 Discrete Monotonic Optimization 31

3.4 Discrete Monotonic Optimization

In many applications, the variables (or some of the variables) to be
optimized are confined to a finite set. For example, some entries of the
variable vector x may be subject to Boolean constraints like xi ∈ {0, 1},
i = 1, . . . , n. In general, we say xi is confined to a finite set Si , such that
the vector [x1 , . . . , xn ] ∈ S = S1 × · · · × Sn . As such, the canonical form
of discrete monotonic optimization problems is written as

max{f (x)|x ∈ G ∩ H ∩ S}, (3.4)

where G and H are defined as before.

In the rest of this section, we extend the polyblock outer approxima-
tion algorithm for the continuous monotonic optimization to obtain an
algorithm that solves the discrete Problem (3.4). Note that the continu-
ous algorithm only achieves an -optimal algorithm in finite steps. The
exact optimal solution can be obtained only through infinite iterations.
The discrete algorithm, however, can compute an exact optimal solu-
tion in finitely many steps.
Let us first introduce the lower S-adjustment operation.

Definition 3.1 (Lower S-adjustment). Given any point x ∈ [0, b],

we write the lower S-adjustment of x as xS = x̃, where the point x̃
satisfies

x̃i = max{ξ|ξ ∈ Si ∪ {0}, ξ ≤ xi } ∀i = 1, . . . , n (3.5)

The polyblock outer approximation algorithm can be easily

extended to solve the discrete problem through the above-defined lower
S-adjustment operation using the following propositions.

Proposition 3.12. Let P be a polyblock that encloses the feasible

set G ∩ H ∩ S and x ∈ ∂ + G. Then, P \ Kx+ still encloses G ∩ H ∩ S.
Moreover, suppose that x̃ = xS is the lower S-adjustment of x. Then,
P \ Kx̃+ also encloses G ∩ H ∩ S.
32 Algorithms

The first half of Proposition 3.12 is straightforward from the sepa-

ration property of normal sets, in the sense that cutting off a cone Kx+
where x ∈ ∂ + G will not exclude any points in G. The second half of the
proposition is due to the fact that the cone Kx̃+ does not include more
points in S than Kx+ .

Proposition 3.13. Let P ⊃ G ∩ H ∩ S be an enclosing polyblock with

vertex set T ⊂ Rn+ . Then, another polyblock P  with vertex set T =
{ṽ|ṽ = vS ∗ , v ∈ T } also encloses G ∩ H ∩ S.

Proposition 3.13 can be verified by noting that box [0, v] encloses

as many points in S as box [0, vS ].
Similar to the case with continuous monotonic optimization, the
polyblock outer approximation for discrete monotonic optimization
generates a nested sequence of polyblocks outer approximating the
feasible set:
P1 ⊃ P2 ⊃ · · · ⊃ Pk ⊃ · · · ⊃ G ∩ H ∩ S.
We can apply an enhancement procedure similar to the one in Sub-
section 3.3.1 to remove suboptimal vertices of the polyblocks, i.e., the
ones with function values smaller than the current best value. Then,
the sequence of polyblocks satisfies

P1 ⊃ P2 ⊃ · · · ⊃ Pk ⊃ · · · ⊃ G ∩ H ∩ S(k) ,

where S(k) = {x ∈ S|f (x) > CBVk−1 }, where CBVk−1 is the current
best value known from the last round.
The algorithm for discrete monotonic optimization differs from the
one for continuous monotonic optimization mainly in the following two
building blocks.
(1) Computing the upper boundary point from z ∈ Rn+ \ G
The procedures in Subsection 3.2.1 for continuous monotonic opti-
mization step can be slightly adjusted for discrete problems as follows
by the property of lower S-adjustment in Proposition 3.12.
 3.4 Discrete Monotonic Optimization 33

Input: zk , G, S(k)
Output: π̃G (zk ) such that π̃G (zk ) ∈ G ∩ S(k) and Kπ̃+G (zk ) ∩ (G ∩ H ∩
S(k) ) = ∅.
1: Calculate πG (zk ) according to Algorithm 1.
2: If πG (zk ) ∈ S(k) , then let π̃G (zk ) = πG (zk ).
3: Otherwise, if πG (zk ) ∈ ∗ , then let π̃ (z ) = π (z )
/ S(k) G k G k S(k) .

(2) Generating the new polyblock

This procedure of generating new enclosing polyblock is largely the
same as in the continuous case, except that the vertices of the new
enclosing polyblock must be lower S-adjusted. The detailed steps are
given as follows.

Input: The vertex set Tk of Pk , π̃G (zk ), CBVk

Output: A proper vertex set Tk+1 of Pk+1 , such that Pk ⊃ Pk+1 ⊃
G ∩ H ∩ S(k+1) and Tk+1 ⊂ (H ∩ S(k+1) ).
1: Let x = π̃G (zk ) and

T = (Tk \ T∗ ) ∪ {vi = v + (xi − vi )ei |v ∈ T∗ , i ∈ {1, . . . , n}},

where T∗ = {v ∈ Tk |v > x}.

2: Let S(k+1) = {x ∈ S|f (x) > CBVk }.
3: Tk+1 = {ṽ = vS(k+1) |f (v) > CBVk , v ∈ T }.
4: Remove from Tk+1 improper vertices and vertices {v ∈ Tk+1 |v ∈
/
H}.

We are now ready to summarize the discrete polyblock outer approx-

imation algorithm in Algorithm 4.
It can be proved that Algorithm 4 converges to the optimal solution
within a finite number of steps. In a more general case where only some
of the entries in x are discrete while others are continuous, one can show
that the algorithm converges to the optimal solution in finite number
of steps.
34 Algorithms

Algorithm 4 Polyblock Outer Approximation Algorithm for Discrete

Monotonic Optimization
Input: A upper semicontinuous increasing function f (·) : Rn+ → R, a
compact normal set G ⊂ Rn+ , a closed conormal set H ⊂ Rn+ such
that G ∩ H = ∅, and a discrete set S
Output: an optimal solution x∗
1: Initialization: Let [0, b] be a box that encloses G ∩ H. Let
P1 = [0, b̃], where b̃ is the lower S-adjustment of b. The vertex
set T1 = {b̃}. Let CBV0 = −∞. k = 0.
2: repeat
3: k = k + 1.
4: From Tk , select zk ∈ arg max{f (z)|z ∈ Tk }.
5: if zk ∈ G ∩ H ∩ S then
6: x̄k = zk , Tk+1 = ∅.
7: else
8: Compute πG (zk ), the projection of zk on the upper boundary
of G.
9: If πG (zk ) ∈ S(k) , then let π̃G (zk ) = πG (zk ). Otherwise, π̃G (zk ) =
πG (zk )S(k) .
10: If π̃G (zk ) ∈ G ∩ H and f (π̃G (zk )) ≥ CBVk−1 , then let the
current best solution x̄k = π̃G (zk ) and CBVk = f (π̃G (zk )).
Otherwise, x̄k = x̄k−1 and CBVk = CBVk−1 .
11: Let x = π̃G (zk ) and

T = (Tk \ T∗ ) ∪ {vi = v + (xi − vi )ei |v ∈ T∗ , i ∈ {1, . . . , n}},

where T∗ = {v ∈ Tk |v > x}.

12: Let S(k+1) = {x ∈ S|f (x) > CBVk }.
13: Tk+1 = {ṽ = vS(k+1) |f (v) > CBVk , v ∈ T }.
14: Remove from Tk+1 improper vertices and vertices {v ∈
Tk+1 |v ∈
/ H}.
15: end if
16: until Tk+1 = ∅.
17: Output x∗ = x̄k as the optimal solution.
 Part II

Applications
36

In this part, we illustrate the power of monotonic optimization

through four sample applications. Section 4 discusses the nonconvex
power control in wireless interference channels. This problem can be for-
mulated into a GLFP, which is a special case of monotonic optimization
problems. Through this example, we also demonstrate the trick of “shift
of origin” to guarantee the convergence of the algorithm. Section 5
discusses power controlled scheduling problems, where we reduce the
number of variables by exploiting the convexity of some set. Section 6
extends the discussion of Section 4 to multi-antenna systems, where
we optimize the transmit beamforming in MISO interference channels.
Here, we illustrate how to deal with vector variables in monotonic opti-
mizations. Finally, Section 7 concerns the network utility maximization
in random access networks, where we need to maximize an increasing
function of polynomials. Through this problem, we illustrate the use of
auxiliary variables to convert a “difference of monotonic” optimization
problem to a canonical monotonic optimization problem.
 4
Power Control in Wireless Networks

The material in this section is mainly based on [24].

4.1 System Model and Problem Formulation

We consider a wireless network with a set L = {1, . . . , n} of distinct
links.1 Each link includes a transmitter node Ti and a receiver node Ri .
The channel gain between node Ti and node Rj is denoted by Gij , which
is determined by various factors such as path loss, shadowing, and
fading effects. The complete channel matrix is denoted by G = [Gij ].
Let pi denote the transmission power of link i (i.e., from node Ti to node
Ri ), and ηi denote the received noise power on link i (i.e., measured at
node Ri ). The received signal to interference-plus-noise ratio (SINR) of
link i is
Gii pi
γi (p) =  , (4.1)
Gji pj + ηi
j=i

1 Forexample, this could represent a network snapshot under a particular schedule of trans-
missions determined by an underlying routing and MAC protocol.

37
38 Power Control in Wireless Networks

and the data rate calculated based on the Shannon capacity formula is
log2 (1 + γi (p)).2 To simplify notations, we use p = (pi , ∀i ∈ L), Pmax =
(Pimax , ∀i ∈ L), and γ(p) = (γi (p), ∀i ∈ L) to represent the transmission
power vector, the maximum transmission power vector, and achieved
SINR vector of all links, respectively.
We want to find the optimal power allocation p∗ that maximizes a
system utility subject to individual data rate constraints. Mathemati-
cally, we aim to solve the following optimization problem:

max U (γ(p)) (4.2a)

p
subject to γi (p) ≥ γi,min , ∀i = 1, . . . , n, (4.2b)
0 ≤ pi ≤ Pimax , ∀i = 1, . . . , n. (4.2c)

Here, U (·) is the system utility and is an increasing function of γ.

γi,min > 0 is the minimum SINR requirement of link i. In most cases,
the system utility U (·) is a summation of users’ individual utilities,

i.e., U (γ(p)) = i Ui (γi (p)). For example, we will maximize the total
system throughput if Ui (γi (p)) = log2 (1 + γi (p)), the proportional fair-
ness if Ui (γi (p)) = log(log2 (1 + γi (p))), and the max–min fairness if
U (γ(p)) = mini γi (p). Note that we do not assume any concavity or
differentiability of U (·). The polyblock outer approximation algorithm
works as long as U (·) is monotonically increasing.
Problem (4.2) is not in the canonical form (Equation (2.1)) of mono-
tonic optimization, in that the objective function is not an increasing
function of the variable p. One may notice that the problem has a hid-
den monotonicity structure, in the sense that the objective function is
an increasing function of a positive-valued function γ(p). Indeed, Equa-
tion (4.2) is a GLFP defined in Definition 2.9, which can be transformed
into the canonical form. More specifically, Problem (4.2) is equivalent to

max U (y) (4.3)

y
subject to: y ∈ G ∩ H,

2 Tobetter model the achievable rates in a practical system, we can re-normalize γi by βγi ,
where β ∈ [0, 1] represents the system’s “gap” from capacity. Such modification, however,
does not change the analysis in this section.
 4.2 Algorithm 39

where G = {y|0 ≤ yi ≤ γi (p), ∀i ∈ L, 0 ≤ p ≤ Pmax } and H = {y|yi ≥

γi,min , ∀i ∈ L}.
The optimal solution to Problem (4.2) can be recovered from that
to Equation (4.3), denoted by y∗ , through solving n linear equations

Gii pi = yi∗ ( j= Gji pj + ηi ) for each link i.

4.2 Algorithm
Formulated in the canonical form, Problem (4.3) can be solved with
Algorithm 3, as long as γ min is feasible. In the following, we first discuss
how to efficiently check the feasibility of γ min . Then, we will elaborate
the execution of two key steps, i.e., initialization (Line 1 of Algorithm 3)
and projection (Line 5 of Algorithm 3), for the particular problem of
power control.

4.2.1 Feasibility Check

In this subsection, we discuss the feasibility of γ min when the trans-
mit power pi is constrained by Equation (4.2c). Consider the following
matrix B

0, i = j,
Bij = γi,min Gji (4.4)
Gii , i = j.

The feasibility of γ min can be checked by Lemma 4.1, thanks to the

Perron Frobenius theorem.

Lemma 4.1. There exists a power vector p ≥ 0 that satisfies γ(p) ≥

γ min if and only if ρ(B) < 1, where ρ(·) denotes the maximum eigen-
value of the matrix. Furthermore, the nonnegative power vector p that
satisfies γ(p) = γ min can be calculated as follows if ρ(B) < 1,

p = (I − B)−1 u, (4.5)

where I is an n × n identity matrix and u is an n × 1 vector with

elements
γi,min ηi
ui = . (4.6)
Gii
40 Power Control in Wireless Networks

If the power vector calculated in Equation (4.5) also satisfies the max-
imum transmit power constraint p ≤ Pmax , then γ min is achievable by
a power vector p ∈ [0, Pmax ].

For easy reading, we rewrite the procedure in Lemma 4.1 in

Algorithm 5.

Algorithm 5 Checking the Feasibility of γ min

Input: γ min , Pmax .
Output: An indicator whether γ min can be achieved by transmit
power p ∈ [0, Pmax ].
1: Generate B and u according to Equations (4.4) and (4.6), respec-
tively.
2: if ρ(B) ≥ 1 then
3: Output: γ min is infeasible.
4: else
5: Compute p = (I − B)−1 u.
6: if p ≤ Pmax then
7: Output: γ min is feasible.
8: else
9: Output: γ min is infeasible.
10: end if
11: end if

4.2.2 Initialization and Computing the

Upper Boundary Point
To initialize, we find a vertex b such that box [0, b] contains the normal
hull of the entire feasible SINR region. One simple way is to let the
ith entry bi be the upper bound of the maximum achievable SINR of
G P max
the ith link, i.e., bi = maxp γi (p) = ii ηii . One can also set a tighter
initialization at the cost of some additional computation.
To calculate the upper boundary projection πG (zk ), we resort to the
bisection search method in Algorithm 1. Here, the main complexity is
to check whether γ = ᾱzk is in G, or in other words, whether γ = ᾱzk is
 4.3 Numerical Results 41

achievable by a power vector p that lies in [0, Pmax ]. Luckily, the com-
plexity of feasibility check for the power control problem is quite low,
as discussed in the last subsection. We can easily check the feasibility
of γ = ᾱzk using Algorithm 5 in each iteration of Algorithm 1.
Knowing how to carry out these two steps, the execution of other
steps of Algorithm 3 is straightforward.

4.2.3 Shift of Origin

Recall from Subsection 3.2.4 that a key condition for the polyblock
outer approximation algorithm to converge is that G ∩ H ⊂ Rn++ . This
condition holds in Problem (4.3) if γi,min > 0 for all i. In case when some
γi,min ’s are zero, we can use the trick of “shift of origin” to recover the
convergence.
Define γ̃(p) = γ(p) + 1 and write Problem (4.2) as

max U (γ̃(p) − 1) (4.7)

p
subject to γ̃i (p) ≥ 1 + γi,min , ∀i = 1, . . . , n,
0 ≤ pi ≤ Pimax , ∀i = 1, . . . , n,

which can then be transformed to

max U (y − 1) (4.8)
y
subject to: y ∈ G ∩ H,

where G = {y|0 ≤ yi ≤ γi (p), ∀i ∈ L, 0 ≤ p ≤ Pmax } and H = {y|yi ≥

1 + γi,min , ∀i ∈ L}. Now, since 1 + γi,min > 0, we can guarantee that
G ∩ H ⊂ Rn++ . The same technique will also be used in the next sec-
tion to solve the power controlled scheduling problem.

4.3 Numerical Results

The globally optimal power control algorithm introduced above is
referred to as the MAPEL algorithm in [24]. One key application
of MAPEL is that it enables us to easily compute and understand
the characteristics of the global optimal power control solutions for
an arbitrary wireless network. This will provide hints for designing
42 Power Control in Wireless Networks

good heuristic and practical algorithms, and will provide a benchmark

for evaluating the performance of these low-complexity heuristic algo-
rithms. With MAPEL, we are able to give quantitative measurements
of the algorithms’ performance, such as the probability of achieving
global optimal solution and the suboptimality gap, under a wide range
of network scenarios.
We first use MAPEL to find the global optimal power allocation
that maximizes the total network throughout, i.e., Ui (γi (p)) = log2 (1 +
γi (p)). For simplicity, we assume that γi,min = 0 for each link. Consider
a 4-link network in Figure 4.1 as a simple illustrative example. All
links have the same length of 4 m and the same priority weight. The
distances between Ti to Rj for i = j, denoted by lij , are parameterized
by d. The four links have different direct channel gains: G11 = 1, G22 =
0.75, G33 = 0.50, and G44 = 0.25. The cross-channel gains are Gij =
−4
lij , the maximum transmission power Pmax = (0.7 0.8 0.9 1.0) mW,
and background noise ni = 0.1 µW for all links i. In Figure 4.2, the
optimal transmission power of each link is plotted against the topology
parameter d. We can see when the links are very close to each other
(i.e., d < 2.5 m), only the link with the largest channel gain (i.e., Link 1)
is active with the maximum transmission power P1max , while all the
other links remain silent. When d increases, the transmission power of
Link 2 jumps from 0 to P2max .3 As d further increases, Link 3 starts

Fig. 4.1 The network topology of four links.

3 In fact, if there are only two active links, they must both transmit at the maximum power.
 4.3 Numerical Results 43

Fig. 4.2 The relationship between optimal transmission power and distance d.

to transmit, followed by Link 4. In this symmetric example, we notice

that the global optimal solution activates the links according to their
direct channel gains. When the network graph is asymmetric, the global
optimal solution can be more complicated.
We now proceed to show how MAPEL can be used to benchmark
other heuristic power control algorithms that also aim to maximize the
network throughput. Here, we will review three representative heuristic
algorithms, namely the Geometric Programming (GP) algorithm [4],
the Signomial Programming Condensation (SPC) Algorithm [4], and
the Asynchronous Distributed Pricing (ADP) Algorithm [11]. Such a
comparison can be used for any future heuristic algorithms that are
designed to solve the same power control problem.
In Figure 4.3, we compare the average system throughput obtained
by MAPEL, GP, SPC, and ADP algorithms under different network
densities. For each given number of links n, we place the links ran-
domly in a 10 m-by-10 m area, and average the results over 500 ran-
dom link placements. The length of each link is uniformly distributed
within [1 m, 2 m]. The maximum transmission power Pimax = 1 mW,
background noise ni = 0.1 µW, and the initial power allocation for SPC
and ADP is fixed at Pmax /2 for each link. We vary the total number
of links n from 1 to 10. The results show that the performance of the
44 Power Control in Wireless Networks

Fig. 4.3 Average sum throughput of different algorithms in n-link networks.

SPC is usually within 98% of the global optimal benchmark achieved by

MAPEL, while the ADP algorithm can achieve an average performance
of 90% of the optimal. Moreover, the GP algorithm works reasonably
well when the network density is low, where all (or most) links are
active and some of them are in the high SINR regime (which is the
assumption of the GP algorithm). However, suboptimality gap of the
GP algorithm becomes much larger when the network becomes denser,
where many links need to be silent in order to avoid heavy interferences
to their neighbors.
 5
Power Controlled Scheduling
in Wireless Networks

The material in this section is mainly based on [23].

In the last section, the transmit power for each link does not vary
with time once it is determined. This may result in a small achiev-
able rate region, especially in dense networks. Take a two-link network
in Figure 5.1 as an example, where the two links are close to each
other. Suppose that Pimax = 1.0 W for both links, and the noise power
at each receiver is 10−4 W. With power control, the achievable rate
region is given in Figure 5.2(a), where each point in the rate region
corresponds to a transmit power vector p ∈ [0, Pmax ]. In particular, the
maximum sum rate 10.97 bps/Hz is achieved by activating Link 2 only,
i.e. p1 = 0 and p2 = 1.0 W. If a minimum rate requirement of 1 bps/Hz
is imposed on both links, then the maximum sum rate drastically drops
to 3.9 bps/Hz (where r1 = 1 bps/Hz and r2 = 2.9 bps/Hz), which can
be achieved by p1 = 1 W and p2 = 0.998 W.

45
46 Power Controlled Scheduling in Wireless Networks

Fig. 5.1 A two-link network with G11 = 0.1, G22 = 0.2, G12 = G21 = 0.05, where Gij
denotes the channel gain from node Ti and node Rj .

(a) (b)

Fig. 5.2 The data rate regions obtained by (a) pure power control strategy and (b) power
controlled scheduling strategy, respectively.

On the other hand, if we allow time sharing of different trans-

mit power vectors, then the rate region can be significantly expanded,
as illustrated in Figure 5.2(b). In particular, a sum rate that can be
achieved is increased to 10.87 bps/Hz (where r1 = 1 bps/Hz and r2 =
9.87 bps/Hz) when the minimum data rate requirement is 1 bps/Hz
for both links. This is achieved by time sharing two power vectors
p = [1, 0] W and p = [0, 1] W.
In this section, we focus on the scheduling of power vectors, or
power controlled scheduling, i.e., how much time to be allocated to
which transmit power vector.
 5.1 System Model and Problem Formulation 47

5.1 System Model and Problem Formulation

We consider the same n-link network model as in Section 4. The power
controlled scheduling problem can be formulated as follows
max U (r) (5.1a)
p(t)
 T
1
subject to ri = log2 (1 + γi (p(t)))dt ≥ rimin ,
T 0
∀i = 1, . . . , n (5.1b)
0 ≤ p(t) ≤ P max
, ∀t ∈ [0, T ], (5.1c)
where U (·) is an increasing function that is not necessarily concave
or differentiable. r = (ri , i ∈ L) denotes the average data rate of users.
rimin > 0 denotes the minimum data rate requirement of each user. In
this formulation, scheduling has been integrated into the time-varying
power allocation p(t). For easy discussion, we assume that U (r) is addi-

tive, i.e., U (r) = i Ui (ri ), in the following. The work, however, can be
easily extended to nonadditive U ’s.

5.1.1 Variable Discretization

Problem (5.1) is more challenging than Problem (4.2), mainly because
the problem size of Equation (5.1) is infinite as t is continuous during
[0, T ]. Here, we address the issue by Lemma 5.1 and Theorem 5.2.
Before presenting the Lemma and Theorem, we first define achievable
instantaneous data rate set R(t) and the achievable average data rate
set R̄:
R(t) = {r(t)|ri (t) = log2 (1 + γi (p(t))), 0 ≤ p(t) ≤ Pmax , ∀i ∈ L} ,
(5.2)
and
 
1 T
R̄ = r|ri = log2 (1 + γi (p(t)))dt, 0 ≤ p(t) ≤ Pmax ,
T 0

∀i ∈ L, ∀t ∈ [0, T ] . (5.3)

The instantaneous data rate set R(t) is the set of all data rates achiev-
able by power allocation at time instant t. On the other hand, the
48 Power Controlled Scheduling in Wireless Networks

average data rate set R̄ is the set of all achievable average data rates
during a scheduling period T through time-varying power allocation.

Remark 5.1. Under the assumption that channels conditions remain

unchanged during time period [0, T ], R(t) is the same for all t ∈ [0, T ].

By the standard convexity argument, Remark 5.1 leads to

Lemma 5.1 [3].

Lemma 5.1. The achievable average data rate set R̄ is the convex hull
of the instantaneous data rate set R(t), i.e., R̄ = Convex Hull{R(t)}.

Theorem 5.2. By Caratheodory theorem [3] and Lemma 5.1, the

number of elements in R(t) that is needed to construct an arbitrary
average date rate vector r = (ri , ∀i ∈ L) in R̄ is no more than n + 1.

Theorem 5.2 implies that an arbitrary average data rate vector r

can be achieved by dividing [0, T ] into n + 1 intervals with lengths
β 1 , . . . , β n+1 and assigning power vectors p1 , . . . , pn+1 to these intervals.
Therefore, the constraints of Problem 5.1 can be replaced by
n+1
ri = β k log2 (1 + γi (pk )) ≥ rimin , ∀i ∈ L, (5.4a)
k=1
n+1
β k = 1, β k ≥ 0, ∀k ∈ K = {1, . . . , n + 1}, (5.4b)
k=1
0 ≤ pk ≤ Pmax , ∀k ∈ K = {1, 2, . . . , n + 1}, (5.4c)

where we have normalized β k with respect to T . By doing so, we have

turned an infinite number of variables p(t) to a finite number of vari-
ables pk without compromising the optimality of the problem. The
power controlled scheduling problem is now equivalent to finding a
piecewise constant power allocation that has n + 1 degrees of freedom
in the time domain.
 5.1 System Model and Problem Formulation 49

5.1.2 Feasible Set Simplification

One can use similar tricks as in the last section to convert the joint
scheduling and power control problem into a canonical monotonic
optimization problem. However, a close observation of Equation (5.4)
indicates that the conormal set H, which results from the first con-
straint, could be quite complicated. To resolve the issue, let us define
Ûi (ri ) to be

Ui (ri ) if ri ≥ rimin ,
Ûi (ri ) = (5.5)
−∞ otherwise.

Similar to Ui (ri ), Ûi (ri ) is a monotonic increasing function. With Equa-

tion (5.5), Problem (5.1) can be rewritten as
n n+1
max Ûi β k log2 (1 + γi (pk )) (5.6a)
β,pk
i=1 k=1
n+1
subject to β k ≤ 1, β ≥ 0 (5.6b)
k=1
0 ≤ pk ≤ Pmax , ∀k ∈ K. (5.6c)

Note that Problem (5.6) is equivalent to Problem (5.1) when Prob-

lem (5.1) is feasible. On the other hand, the objective function of Prob-
lem (5.6) is equal to −∞ if and only if Problem (5.1) is infeasible.

5.1.3 The Canonical Form

Now we are ready to reformulate Problem (5.6) into a canonical form
monotonic programming problem.
Let (β, y) denote the concatenation of two vectors β =
(β 1 , . . . , β n+1 ) and y = (y11 , . . . , yn1 , . . . , y1n+1 , . . . , ynn+1 ). Since the func-
tion Ûi (ri ) is non-decreasing in ri , it is easy to see that the function
 n+1 k
Φ((β, y)) = ni=1 Ûi k=1 β log 2 (1 + yi )
k is a nondecreasing func-
(n2 +2n+1)
tion on R+ . That is, for any two vectors (β 1 , y1 ) and (β 2 , y2 )
such that (β 1 , y1 ) ≥ (β 2 , y2 ), we have Φ((β 1 , y1 )) ≥ Φ((β 2 , y2 )). We
further note that γi (pk ) for all i and k is nonnegative, and the time
50 Power Controlled Scheduling in Wireless Networks

fraction vector β is nonnegative as well. Based on these observations,

Problem (5.6) can be rewritten into the following canonical form:
n n+1
max Φ((β, y)) = Ûi ( β k log2 (1 + yik ))
(β,y)
i=1 k=1
(5.7)
subject to (β, y) ∈ G,
where the feasible set
 n+1 
G = (β, y)| β ≤ 1, 0 ≤ yi ≤ γi (p ), ∀i ∈ L, ∀k ∈ K, (β, p) ∈ Pβ
k k k

k=1
(5.8)
with
 
Pβ = (β, p)|β k ≥ 0 and 0 ≤ pki ≤ Pimax , ∀i ∈ L, ∀k ∈ K . (5.9)

5.1.4 Shift of Origin

Note that the feasible set here is not strictly bounded away from 0.
Similar as before, the issue can be addressed by the trick of “shift
of origin”. Define β̃ k = β k + 1 and γ̃i (pk ) = γi (pk ) + 1. Problem (5.6)
becomes
n n+1
max

Ûi (β̃ k − 1) log2 (γ̃i (pk )) (5.10a)
β ,pk
i=1 k=1
n+1
subject to (β̃ k − 1) ≤ 1, β̃ ≥ 1 (5.10b)
k=1

0 ≤ pk ≤ Pmax , ∀k ∈ K, (5.10c)
which has an equivalent canonical form of
n n+1
max Φ((β̃, y)) = Ûi (β̃ k − 1) log2 (yik )
(β̃,y) i=1 k=1
(5.11)
subject to (β̃, y) ∈ G ∩ H,
where the feasible set
 n+1 
G = (β̃, y)| (β̃ k − 1) ≤ 1, 0 ≤ yik ≤ γ̃i (pk ), ∀i ∈ L, ∀k ∈ K, p ∈ P ,
k=1
(5.12)
 5.2 An Accelerated Algorithm 51
 
H = (β̃, y)|β̃ ≥ 1, y ≥ 1 , (5.13)

with
 
P = p|0 ≤ pki ≤ Pimax , ∀i ∈ L, ∀k ∈ K . (5.14)

With the above transformation, the joint scheduling and power

control problem can be readily solved using the polyblock outer
approximation algorithm. Interested readers are referred to [23], where
the algorithm is named S-MAPEL, where the prefix “S” stands for
scheduling.

5.2 An Accelerated Algorithm

There are (n + 1)2 variables in Problem (5.11), where n is the number
of links in the system. In other words, the number of variables grows as
O(n2 ), and hence the computational complexity is high when n is large.
To see this, notice that in each iteration, the size of the vertex set Tk
of enclosing polyblocks grows in proportion to the number of variables
in the problem. This will lead to a long convergence time if there are a
large number of variables, as we need to compare all vertices in Tk to
choose the best one in each iteration.
To address the computational complexity problem, we present here
an accelerated algorithm A-S-MAPEL (where the prefix “A” stands for
accelerated) that expedites the algorithm by removing unnecessary ver-
tices in each iteration. The intuition is as follows. Consider an optimal
solution to Problem (5.11)
∗
(β̃ , y∗ ) = (β̃ 1∗ , . . . , β̃ n+1∗ , y11∗ , . . . , yn1∗ , . . . , y1n+1∗ , . . . , ynn+1∗ ).

A closer look at the problem suggests that a new vector obtained by

swapping the values of (β̃ i∗ , y1i∗ , . . . , yni∗ ) and (β̃ j∗ , y1j∗ , . . . , ynj∗ ) for any
pair of i and j is also an optimal solution. This is because the ordering
of the time segments does not affect the sum data rate of each user,
and hence does not affect the value of the utility functions.
This inherent symmetry suggests that we may delete some
“symmetric” vertices of the enclosing polyblock without affecting
the optimality of the polyblock outer approximation algorithm.
52 Power Controlled Scheduling in Wireless Networks

Suppose that

(δ, z) = (δ1 , . . . , δn+1 , z11 , . . . , zn1 , . . . , z1n+1 , . . . , znn+1 )

is an optimal vertex of the enclosing polyblock of a certain itera-

tion. Consider a symmetric vertex of (δ, z), denoted by (δ̂,ẑ), which
is obtained from (δ, z) by swapping the values of (δi , z1i , . . . , zni ) and
(δj , z1j , . . . , znj ) for any pairs of (i, j). Obviously, Φ(δ, z) = Φ(δ̂,ẑ). Sim-
ple calculation can show that the projection points of (δ, z) and (δ̂,ẑ)
are still symmetric. Eventually, these symmetric vertices would lead to
the same optimal objective function value just with different orderings
for the time segments. Thus, for each optimal vertex (δ, z), we can
remove all the symmetric vertices without affecting the optimality of
the algorithm.
One difficulty in carrying out this idea lies in the identifica-
tion of symmetric vertices from all vertices that yield the same
optimal value at an iteration. To address this issue, A-S-MAPEL
makes a simplifying assumption that all equally optimal vertices are
symmetric vertices. Denote the equally optimal vertices at the nth
iteration as Zk = {(δ, z)|Φ((δ, z)) = Φ((δ̂, ẑ)) and (δ, z) ∈ Tk }, where
(δ̂, ẑ) = argmax{Φ((δ, z))|(δ, z) ∈ Tk }. A-S-MAPEL then selects the
one with the smallest difference between Φ((δ, z)) and Φ(π G ((δ, z))),
and deletes all other vertices in Zk .
For the practical implementation, we allow the existence of an error
tolerance tol to further expedite the computational speed. Thus, the
set Zn is extended to

Zk = {(δ, z)|(1 + tol) × Φ((δ, z)) ≥ Φ((δ̂, ẑ)) and (δ, z) ∈ Tk }.

(5.15)

5.3 Numerical Results

5.3.1 Near Optimality of A-S-MAPEL
Now we investigate the performance of the A-S-MAPEL algorithm
under different choices of algorithm parameters. We first consider a
four-link network as shown in Figure 5.3, where d = 5 m. Assume that
the channel gain between the transmitter node i and the receiver node j
 5.3 Numerical Results 53

T1 R1

2m

T2 R2 d R4 T4

8m d d 4m

d
R3 T3

6m

Fig. 5.3 A network topology with four links.

is d−4
ij , where dij denotes the distance between the two nodes. Assume
that P max = (1.0 1.0 1.0 1.0) mW, and ni = 0.1 µW for all links. There
are no minimum data rate constraints in this example. In Figure 5.4 and
Figure 5.6, we investigate the system utility obtained by A-S-MAPEL
under different error tolerances  and tol, with different utility functions
1
Ui (ri ) = log ri and Ui (ri ) = 1+exp(−r i +2)
, respectively. As a benchmark,
the optimal system utilities are also plotted. Correspondingly, the num-
bers of iterations for convergence are plotted in Figures 5.5 and 5.7,
respectively.
From Figures 5.4 and 5.6, we can see that the A-S-MAPEL
algorithm achieves a result very close to the global optimal solution.
For example, when tol = 0.0005, A-S-MAPEL obtains a system utility
that is only 0.33% away from the optimum for proportional fair util-
ity, and 0.17% away from the optimum for sigmoidal utility. On the
other hand, it is not surprising to see that the algorithm performance
improves with a smaller value of either  or tol. In general, the algo-
rithm performance is not sensitive to the value of  when tol is small
enough. For example, when tol = 0.0005, the obtained system utility
is roughly constant for any  ∈ [0, 0.5] for both proportional fair util-
ity and sigmoidal utility. However, Figures 5.5 and 5.7 show that the
convergence time of A-S-MAPEL can be quite different for different
objective functions. Moreover, the total number of iterations increases
when either  or tol decreases, and the increase is drastic when tol is
close to 0. Obviously, parameters  and tol provide a tuning knob for
54 Power Controlled Scheduling in Wireless Networks

3.2

Obtained Total Proportional Fairness

3.1

2.9

2.8
Total Proportional Fairness at tol=0.01
2.7 Total Proportional Fairness at tol=0.001
Total Proportional Fairness at tol=0.0005
2.6 Optimal Total Proportional Fairness

2.5
0.5 0.45 0.4 0.35 0.3 0.25 0.2 0.15 0.1 0.05 0
Error Tolerance

Fig. 5.4 Total proportional fairness for different error tolerance .

x 104
1.5
1.35
1.2
1.05
Iterations

0.9
0.75
0.6 Number of Iterations at tol=0.01
0.45 Number of Iterations at tol=0.001
0.3 Number of Iterations at tol=0.0005

0.15
0
0.5 0.45 0.4 0.35 0.3 0.25 0.2 0.15 0.1 0.05 0
Error Tolerance

Fig. 5.5 The number of iterations needed for different error tolerance  when obtaining total
proportional fairness.

achieving various trade-offs between algorithm performance and con-

vergence time.

5.3.2 Optimal power controlled scheduling versus

Node Density
In this subsection, we vary d in Figure 5.3 to investigate the effect of
node density on the optimal power control scheduling. As an example,
 5.3 Numerical Results 55

Obtained Summation of Sigmoidal Functions

2.4

2.35

2.3

Summation of Sigmoidal Functions at tol=0.01

2.25 Summation of Sigmoidal Functions at tol=0.001
Summation of Sigmoidal Functions at tol=0.0005
Optimal Summation of Sigmoidal Functions
2.2
0.5 0.45 0.4 0.35 0.3 0.25 0.2 0.15 0.1 0.05 0
Error Tolerance

Fig. 5.6 Summation of sigmoidal functions for different error tolerance .

4
x 10
2
1.8 Number of Iterations at tol=0.01
Number of Iterations at tol=0.001
1.6
Number of Iterations at tol=0.0005
1.4
1.2
Iterations

1
0.8
0.6
0.4
0.2
0
0.5 0.45 0.4 0.35 0.3 0.25 0.2 0.15 0.1 0.05 0
Error Tolerance

Fig. 5.7 The number of iterations needed for different error tolerance  when obtaining
summation of sigmoidal functions.

we set Ui (ri ) = log ri , and let the minimum data rate constraints be
1.0 bps/Hz for all links. Other settings are the same as the previous
example. In Figure 5.8, we let d = 5, 10, 15 m, and set the scheduling
period to be 10 seconds for each d.
Figure 5.8 shows that the optimal power and scheduling solution
heavily depend on the node density. Specifically, when the four links
are close to each other (e.g., d = 5 m, from 0 to 10 seconds), the
56 Power Controlled Scheduling in Wireless Networks

P.A. (mW)
1
Link 1
0.5 d=5m
d=10m d=15m
0
0 5 10 15 20 25 30
Time (Second)
P.A. (mW)

1
0.5 Link 2 d=5m d=10m d=15m
0
0 5 10 15 20 25 30
Time (Second)
P.A. (mW)

1
0.5
d=5m d=10m
0 Link 3 d=15m
0 5 10 15 20 25 30
Time (Second)
P.A. (mW)

1
0.5
Link 4 d=5m d=10m d=15m
0
0 5 10 15 20 25 30
Time (Second)

Fig. 5.8 The optimal allocation versus node density (P.A.: Power Allocation).

optimal transmission power varies with time, implying that schedul-

ing is an indispensable component in dense networks. On the other
hand, scheduling is no longer necessary when the node density is small.
For example, when d = 10 m (i.e., from 10 to 20 seconds), the optimal
transmission power of each link does not vary with time any more. Fur-
thermore, when links are significantly far away from each other (e.g.,
d = 15 m, from 20 to 30 seconds), it is optimal to have all links transmit
at the maximum power simultaneously.

5.3.3 Performance Study of On–off Power Control, Pure

Power Control and On–off Scheduling
One key application of S-MAPEL and A-S-MAPEL is to provide a
benchmark to evaluate the performance of other schemes. As an illus-
tration, we evaluate the performance of three widely accepted schemes
in the literature, namely pure power control, on–off power control, and
on–off power control with scheduling (also referred to as on–off schedul-
ing). In particular, the MAPEL algorithm discussed in Section 4 is used
 5.3 Numerical Results 57

to obtain the optimal power control solution. With the on–off power
control, each transmitter either transmits at the maximum power level
Pimax or remains silent. Meanwhile, the on–off scheduling is the same as
power controlled scheduling except that transmitters either transmit at
the maximum power Pimax or remains silent. It can be seen that The-
orem 5.2 also applies to this case, and hence no more than n + 1 slots
are needed to achieve the optimal performance of on–off scheduling.
We consider n-link networks. Links are randomly placed in a 15 m-
by-15 m area. The length of each link is uniformly distributed within
[1 m, 2 m]. Meanwhile, set Pimax =1 mW and ni = 0.1 µW. In Table 5.1,
the performance of optimal joint power control and scheduling, pure
power control, on–off power control, and on–off scheduling are given
for different utility functions when n = 3 and n = 4. Each value in the
table is an average over 50 different topologies.
We can see that both power control schemes without scheduling
are outperformed by the ones with scheduling. This is because in a
dense network, power control alone is not sufficient to eliminate strong
levels of interference between close-by links. One interesting observa-
tion is that without scheduling, on–off power control may lead to a

Table 5.1. Comparison of pure power control, on–off scheduling versus power controlled
scheduling.

Average performance
1 1
Strategies Ui (ri ) = log(ri ) Ui (ri ) = 1+exp(−ri +2)
Ui (ri ) = 1+exp(−ri +4)

Three-link Four-link Three-link Four-link Three-link Four-link

On–off power 4.4476 4.2951 2.6324 3.4315 1.7123 2.9151

control
without
scheduling
Pure power 4.6801 5.9330 2.6750 3.4935 2.3273 2.9864
control
On–off 5.1668 6.5933 2.8361 3.7103 2.3413 3.0047
scheduling
Power 5.2276 6.7021 2.8450 3.7255 2.3752 3.0444
controlled
scheduling
58 Power Controlled Scheduling in Wireless Networks

much lower system utility compared with the optimal power control
solution. In contrast, the performance gap between on–off scheduling
and optimal power controlled scheduling is negligible. This is due to
the fact that the links that are scheduled to transmit in the same
time slot are typically far from each other and do not impose excessive
interference on one another. As a result, it is likely to be optimal or
very close to optimal for the links to transmit at the maximum power
level. In practice, most off-the-shelf wireless devices are only allowed
to either transmit at the maximum power (i.e., be on) or remain silent
(i.e., be off). Therefore, scheduling is an indispensable component for
system utility maximization if “off-the-shelf” wireless devices are to be
used.
 6
Optimal Transmit Beamforming in MISO
Interference Channels

In this section, we generalize the discussion in Section 4 to multi-input-

single-output (MISO) interference channels, where we jointly optimize
the transmit power and transmit beamforming. The topic has been
recently investigated in [12, 39]. We will show that the optimal trans-
mit beamforming problem can be formulated as a nonconvex general
quadratic fractional programming (GQFP), which can further be trans-
formed to a monotonic optimization problem. Moreover, the upper
boundary projection point can be obtained via bisection search and
second order cone programming (SOCP).

6.1 System Model and Problem Formulation

Consider a wireless system with a set L = {1, . . . , n} of distinct MISO
links. Each link includes a multi-antenna transmitter Ti and a single-
antenna receiver Ri . The channel gain between node Ti and node Rj is
denoted by vector hij , which is determined by various factors such as
path loss, shadowing, and fading effects. Let wi denote the beamform-
ing vector of Ti , which yields a transmit power level of pi = ||wi ||22 .
Likewise, ηi denotes the noise power at node Ri . Thus, the SINR of

59
60 Optimal Transmit Beamforming in MISO Interference Channels

link i is
|hHii wi |
2
γi (w1 , . . . , wn ) =  . (6.1)
j=i |hji wj | + ηi
H 2

Like before, we use U (·) to denote the system utility function, which
monotonically increases with γ = (γi , ∀i ∈ L). We aim to solve the
following utility maximization problem:

max U (γ) (6.2a)

w1 ,...,wn

subject to γi (w1 , . . . , wn ) ≥ γi,min , ∀i = 1, . . . , n, (6.2b)

0 ≤ ||wi ||22 ≤ Pimax , ∀i = 1, . . . , n, (6.2c)

where γi,min is the minimum SINR requirement of link i and Pimax is

the maximum transmit power of link i.
Compared to the Formulation (4.2) in Section 4, we can see that
Formulation (6.2) is as the GLFP defined in Definition 2.9, except that
the nominator and denominator of γi are quadratic functions. Indeed,
Formulation (6.2) is a GQFP problem with quadratic constraints. Using
the same approach as before, we can transform Problem (6.2) into a
canonical monotonic optimization problem:

max U (y)
y
(6.3)
subject to y ∈ G ∩ H,

where G = {y|0 ≤ yi ≤ γi (w1 , . . . , wn ), 0 ≤ ||wi ||22 ≤ Pimax ∀i ∈ L} and

H = {y|yi ≥ γi,min ∀i ∈ L}.

6.2 Algorithm
As we have discussed before, a key step of the polyblock outer approx-
imation algorithm is to find the projection point πG (zk ) on the upper
boundary of the feasible set. In Section 4, πG (zk ) can be efficiently
obtained by the bisection search algorithm, as checking the feasibil-
ity of an SINR vector ᾱzk for SISO interference channels is as simple
as solving an eigenvalue decomposition problem. In MISO channels,
however, checking the feasibility of an SINR vector is not as simple.
 6.2 Algorithm 61

To check whether a vector ᾱzk ∈ G, we solve the following problem

max 0 (6.4a)
w1 ,...,wn

|hHii wi |
2
subject to  ≥ ᾱzki , ∀i = 1, . . . , n, (6.4b)
j=i |hji wj | + ηi
H 2

0 ≤ ||wi ||22 ≤ Pimax , ∀i = 1, . . . , n. (6.4c)

The problem returns a value 0 if the constraints are feasible (i.e., ᾱzk
is achievable) and −∞ otherwise. At the first glance, Problem (6.4) is
nonconvex due to the nonconvexity of the SINR constraints. Nonethe-
less, a close observation reveals that one can adjust the phase of wi to
make hH ii wi real and nonnegative without affecting the value of |hii wi |.
H
H
Thus, without loss of generality, we can assume that hii wi is real and
nonnegative for all i, Problem (6.4) becomes
max 0 (6.5a)
w1 ,...,wn
 H 
 h1i w1 
 
√  .. 
 . 
subject to ᾱzki   ≤ hH
ii wi , ∀i = 1, . . . , n (6.5b)
 hH w n 
 √ni 
 ηi 
2

0≤ ||wi ||22 ≤ Pimax , ∀i = 1, . . . , n, (6.5c)

which is an SOCP. With this, πG (zk ) can be found using the bisection
method in Algorithm 1, where each iteration solves Problem (6.5) with
a given ᾱ.
Now that πG (zk ) can be obtained efficiently, we can solve the mono-
tonic optimization problem in Equation (6.3) following Algorithm 2
(with possible enhancements discussed in Section 3.3). Once an opti-
mal y∗ is obtained, the optimal wi∗ can be recovered by solving a series
of equations
|hHii wi |
2
 = yi∗ , ∀i = 1, . . . , n. (6.6)
j=i |hji wj | + ηi
H 2

One way to solve the equations is to again solve the SOCP

Problem (6.5) with ᾱzki replaced by yi∗ . Since y∗ is on the upper
62 Optimal Transmit Beamforming in MISO Interference Channels

boundary of the feasible set, the wi ’s obtained would satisfy Prob-

lem (6.5b) with equality, and thus is also a solution to Problem (6.6).

6.3 Extensions
6.3.1 MISO Multicasting
Problem (6.4) can be transformed to an SOCP problem, only because
the numerator of the quadratic fractional function (Problem (6.4b))
can be converted to a real number by rotating the phase of wi . This is
not always possible for GQFP problems in general. As an example, con-
sider a slightly different system, where each multi-antenna transmitter
multicasts to a number of single-antenna receivers. Denote the set of
transmitters as T = {1, . . . , n}, and the multicast group of transmitter
i as M(i). Then, the SINR received by a receiver k ∈ M(i) is
|hHik wi |
2
γk (w1 , . . . , wn ) =  ,
j∈T ,j=i |hjk wj | + ηk
H 2

and the utility maximization problem becomes

max U (γ) (6.7a)

w1 ,...,wn

subject to γk (w1 , . . . , wn ) ≥ γk,min , ∀k ∈ M(1) ∪ · · · ∪ M(n),

(6.7b)
0≤ ||wi ||22 ≤ Pimax , ∀i = 1, . . . , n. (6.7c)

Similar to the procedures in Section 6.2, the following problem needs

to be solved to check whether a vector ᾱz ∈ G.

max 0 (6.8a)
w1 ,...,wn

|hHik wi |
2
subject to  ≥ ᾱzk , (6.8b)
j∈T ,j=i |hjk wj | + ηk
H 2

∀k ∈ M(1) ∪ · · · ∪ M(n),
0 ≤ ||wi ||22 ≤ Pimax , ∀i = 1, . . . , n. (6.8c)

We notice that it is not possible to adjust the phase of wi so that

hH
ik i is real for all k. Thus, Problem (6.8) is a nonconvex quadratic
w
 6.3 Extensions 63

programming (QP) and cannot be converted to an SOCP. One way

to tackle the problem is through the semidefinite programming (SDP)
relaxation that replaces |hHik wi | by tr(Hik Wi ), where Hik = hik hik
2 H

and Wi = wi wiH , and ignore the constraint that Wi is a rank-one

matrix. This, however, may lead to infeasible solutions when the resul-
tant Wi ’s cannot be reduced to rank-one matrices. Thus, it remains an
interesting and challenging problem to solve the monotonic optimiza-
tion Problem (6.7) efficiently and optimally.

6.3.2 SIMO Interference Channel

Let us slightly revise the system configuration such that each transmit-
ter has a single antenna and each receiver has multiple antennas. Let
qi and pi be the receive beamforming vector and the transmit power
for the ith link, respectively. The SINR of link i is

pi |qH
i hii |
2
γi (q1 , . . . , qn , p1 , . . . , pn ) =  . (6.9)
qH H
i ( j=i pj hji hji + ηi I)qi

The feasibility an SINR vector ᾱzk can be checked by the following

problem:

max 0 (6.10a)
q1 ,...,qn ,p1 ,...,pn

pi |qH
i hii |
2
subject to  ≥ ᾱzki , ∀i, (6.10b)
qH H
i ( j=i pj hji hji + ηi I)qi

0 ≤ pi ≤ Pimax , ∀i. (6.10c)

The problem is equivalent to the max–min problem

pi |qHi hii |
2
max min  (6.11a)
q1 ,...,qn ,p i ᾱzki qH
i (
H
j=i pj hji hji + ηi I)qi
subject to 0 ≤ pi ≤ Pimax ∀i, (6.11b)

which indicates the feasibility of ᾱzk if the optimal value is larger

than 1. Due to the product form of qi ’s and pi ’s, Problems (6.10)
and (6.11) are more intractable than the one encountered in MISO
interference channel.
64 Optimal Transmit Beamforming in MISO Interference Channels

A recent attempt to solve Problem (6.11) was made in [16], which

proposed an iterative algorithm that optimizes qi ’s and p alternatively.
Instead of approaching Problem (6.11) directly, [16] solves n subprob-
lems. In particular, the lth subproblem is obtained by replacing the n
constraints in Problem (6.11b) with an equality power constraint of
user l, i.e.,

pl = Plmax .

The rationale behind is that the optimal solution to Problem (6.11)

would satisfy at least one constraint in Problem (6.11b) with equality.
Thus, the solution to a subproblem would be the same as that to
Problem (6.11), if it turns out to satisfy all the n constraints in Prob-
lem (6.11b).
To solve the lth subproblem, notice that for given p, the optimal qi ’s
are minimum-mean-squared-error (MMSE) beamforming vectors, i.e.,
 −1

qi =  pj hji hH
ji + ηi I
 hii . (6.12)
j=i

Moreover, for given qi ’s, the optimal pext := [p, 1]T is obtained as the
dominant eigenvector of matrix
 
B u
Ai = 1 T 1 T , (6.13)
P max el B P max el u
l l

where

0, i=j
Bij = |qH
i hji |
2 , (6.14)
 ᾱzkiH 2 i = j
|qi hii |

ᾱzki ηi ||qi ||2

ui = , (6.15)
|qHi hii |
2

and el is the lth standard unit vector. Authors in [16] showed that the
optimal solution to the problem can be obtained by optimizing qi ’s
and p alternatively. Readers are referred to [16] for details.
 7
Optimal Random
Medium Access Control (MAC)

There are two major types of wireless medium access control (MAC)
protocols: scheduling-based (e.g., in cellular systems) and contention-
based (e.g., in wireless local area networks) [20]. The sample applica-
tions in the last three sections mainly arise from scheduling-based MAC
protocols. Therein, the objective and constraint functions are increasing
functions of fractional functions. In this section, we are going to focus
on contention-based random access networks, where the objective and
constraint functions are increasing functions of polynomial functions.

7.1 System Model and Problem Formulation

We consider a slotted ALOHA network with n competing links. At each
time slot, a node i attempts to access the channel by transmitting a
packet with probability θi . The packet can be decoded correctly at the
receiver if only one node transmits. Otherwise, a collision occurs and
all packets are corrupted.
In such a network, the average throughput of node i is calculated as

ri = ci θi (1 − θj ), (7.1)
j=i

where ci is the data rate at which node i transmits a packet.

65
66 Optimal Random Medium Access Control (MAC)

We wish to find the optimal transmission probabilities θ = (θi , ∀i =

1, . . . , n) such that the overall system utility is maximized. This is math-
ematically formulated as

max U (r(θ)) (7.2a)

θ

subject to ri (θ) ≥ ri,min ∀i = 1, . . . , n (7.2b)

0 ≤ θi ≤ 1, ∀i = 1, . . . , n, (7.2c)

where r = (ri , ∀i = 1, . . . , n). U (·) is an increasing function that is


not necessarily concave. Specifically, we can choose U (r(θ)) = i ri (θ)

to maximize the total system throughput, U (r(θ)) = i log ri (θ) or

equivalently U (r(θ)) = i ri (θ) to maximize proportional fairness, and
U (r(θ)) = mini ri (θ) to maximize max–min fairness.
The objective and constraint functions of Problem (7.2) are increas-
ing functions of polynomial functions of θ, which are not monotonic
in θ. In the next section, we will first show that by introducing n aux-
iliary variables, the problem can be transformed to a canonical mono-
tonic optimization problem with 2n variables. Then, we will show that
the number of variables can be further reduced to n, by combining
geometric programming with monotonic programming.

7.2 Algorithm
7.2.1 Transformation to a Canonical Monotonic
Optimization Problem
Define θ̂i = 1 − θi . Substituting it into Equation (7.2), we have

  
max U ((θ, θ̂)) = U c1 θ1 θ̂j , . . . , cn θn θ̂j (7.3a)
θ,θ̂ j=1 j=n

subject to ci θi θ̂j ≥ ri,min ∀i = 1, . . . , n (7.3b)
j=i

θi + θ̂i ≤ 1, ∀i = 1, . . . , n, (7.3c)
θi ≥ 0, ∀i = 1, . . . , n, (7.3d)
θ̂i ≥ 0, ∀i = 1, . . . , n. (7.3e)
 7.2 Algorithm 67

Now, the objective and constraint functions are all monotonically

increasing functions of θi ’s and θ̂i ’s. Notice that in Equation (7.3c),
we have replaced the constraint θi + θ̂i = 1 by θi + θ̂i ≤ 1. This, how-
ever, is not a relaxation, as the optimal solution will always occur at
the upper boundary of the feasible region, i.e., when the inequality in
Equation (7.3c) is satisfied with equality.
One can easily recognize Equation (7.3) as a monotonic optimization
problem. Indeed, it can be readily written into the following canonical
form:

max{U ((θ, θ̂))|(θ, θ̂) ∈ G ∩ H}, (7.4)

where

G = {(θ, θ̂)|θi + θ̂i ≤ 1, ∀i = 1, . . . , n},


H = {(θ, θ̂)|ci θi θ̂j ≥ ri,min , θi ≥ 0, θ̂i ≥ 0, ∀i = 1, . . . , n}.
j=i

It turns out that the polyblock outer approximation algorithm can

be implemented efficiently to solve this problem. First of all, the ini-
tial enclosing polyblock can be simply constructed as [02n , 12n ], where
02n and 12n are vectors of zeros and ones with size 2n, respectively.
Secondly, the projection point on the upper boundary of G can be
simply calculated without the need of a bisection algorithm. Suppose
that (zk , ẑk ) is the polyblock vertex that maximizes the objective func-
tion value. The projection point is given by α(zk , ẑk ), where α can be
straightforwardly obtained by

α = max{α|α(zk , ẑk ) ∈ G} (7.5)

= max{α|α(zki + ẑki ) ≤ 1 ∀i}
1
= min .
i zki + ẑki

7.2.2 Problem Size Reduction

The transformation in Subsection 7.2.1 increases the number of vari-
ables in Problem (7.4) from n to 2n, due to the auxiliary variables θ̂.
As we discussed before, the complexity of monotonic optimization may
68 Optimal Random Medium Access Control (MAC)

increase drastically as the problem size becomes large. Thus, one should
cautiously reduce the size of the problem as much as possible. In view
of this, we propose to transform Problem (7.4) into the following mono-
tonic optimization problem, where the number of variables is reduced
back to n.
max U (y) = U (c1 y1 , . . . , cn yn ) (7.6a)
y

subject to y ∈ G ∩ H, (7.6b)
where

G = {y|0 ≤ yi ≤ θi θ̂j , θi + θ̂i ≤ 1, θi ≥ 0, θ̂i ≥ 0, ∀i},
j=i
H = {y|ci yi ≥ ri,min , ∀i}.
Like before, the problem can be efficiently solved using the poly-
block outer approximation algorithm in Algorithm 2, as long as the
upper boundary projection point can be calculated with reasonable
computational complexity. Indeed, the following discussion indicates
that the projection point can be obtained by solving a convex opti-
mization problem with reasonable computational complexity.
Suppose that zk is the polyblock vertex that maximizes the objec-
tive function value in the kth iteration, then the projection point αzk
can be obtained by solving the following problem.
max α (7.7a)
α,θ

subject to αzki ≤ ci θi θ̂j ∀i (7.7b)
j=i

θi + θ̂i ≤ 1 ∀i (7.7c)
θi ≥ 0, θ̂i ≥ 0 ∀i. (7.7d)
This problem can be equivalently rewritten as a standard Geometric
Programming problem:
min α−1 (7.8a)
α,θ

subject to c−1 −1
i αzki θi θ̂j−1 ≤ 1 ∀i (7.8b)
j=i
 7.3 Discussions 69

θi + θ̂i ≤ 1 ∀i (7.8c)
θi ≥ 0, θ̂i ≥ 0 ∀i, (7.8d)

which can be further transformed to a convex optimization problem [2].

7.3 Discussions
So far, we have assumed that the n links fully interfere with each
other, i.e., no two links can be simultaneously active. The problem
can be easily extended to cases when a link only interferes with, and is
interfered by, nearby links. In this case, the throughput calculation in
Equation (7.1) is modified as

ri = ci θi (1 − θj ), (7.9)
j∈I(i)

where I(i) denotes the set of links that interfere with link i. All other
formulations remain the same.
There have been numerous work on the throughput performance
of random-access networks, e.g., carrier-sensing multi-access (CSMA)
networks. While most of the early work focuses on fully interfered net-
works [1, 26, 42], the analysis on non-fully interfered networks is much
more complicated (and interesting) [6, 7, 14, 21]. A common challenge
here is to understand the ultimate throughput that is achievable by
random access, and to understand how to tune the parameters of the
CSMA protocol to achieve the maximum throughput. The monotonic
optimization method in this section serves as a useful tool to address
this challenge, as we can now easily calculate the maximum system
utility, including throughput, of random-access networks.
Noticeably, the monotonic optimization method only quantifies the
ultimate performance that is achievable, but does not indicate how to
achieve such performance. This may spur interesting future research
interests in reverse engineering the CSMA protocol to find the optimal
parameters that maximize a system utility.
 8
Concluding Remarks

The main purpose of this monograph is to introduce the framework of

monotonic optimization to the research community of communication
and networking. Instead of giving rigorous mathematical proofs, we
put more emphasis on illustrative applications, with the hope that the
monograph is more accessible to a general audience. For interested read-
ers, complete mathematical proofs can be found in [22, 31, 33, 36, 37].
Many global optimization problems in engineering systems exhibit
monotonic or hidden monotonic structures. In Section 2, we have intro-
duced techniques to formulate such problems into canonical monotonic
optimization problems, which maximize (or minimize) an increasing
function over normal sets. In Section 3, we have presented the polyblock
outer approximation algorithm, which solves the monotonic optimiza-
tion problem by gradually refining the approximation of the feasible
set by a nested sequence of polyblocks. An important issue of such
an algorithm is its computational complexity, which heavily relies on
the complexity of computing the upper boundary projection πG (z) of a
vertex z. In some special cases, such as the problem encountered in Sec-
tion 7, the projection can be explicitly calculated or obtained through
convex optimization. In general, one can obtain the projection point

70
 71

through the bisection search, where a feasibility check is performed in

each iteration. In this case, the algorithm is efficient only when the
feasibility check can be carried out efficiently.
Through different applications, we have illustrated various tech-
niques to expedite the monotonic optimization algorithm. To this end,
we often need to incorporate the domain knowledge of the underlying
system. For example, in Section 4, we have turned to Perron Frobenius
theorem for checking the feasibility of a power control problem. In Sec-
tion 5, we have made use of the symmetry of time intervals to accelerate
the algorithm. In Section 6, the seemingly nonconvex feasibility check
problem is converted to an SOCP, which greatly reduces the complexity
to obtain the upper boundary projection. We hope that these exam-
ples will trigger new research interests to identify more useful problem
structures in communication and networking systems.
The main benefit of using monotonic programming is to solve the
global optimal solution in a centralized fashion. Very often, the global
optimal solution is used as a performance benchmark for evaluating
other low complexity heuristic algorithms, and thus the algorithm com-
plexity is not a big issue. On the other hand, computational complexity
becomes a primary concern, if we wish to use the method for real-
time network control. In this case, we may either go for heuristic algo-
rithms or exploit other problem structures besides monotonicity. Such
structures may include, for example, the objective and constraint func-
tions being polynomial functions [28, 29], quasiconvex or quasiconcave
functions [18], difference of convex functions [30], indefinite quadratic
functions [8], and piecewise linear functions [40]. This is an underex-
plored research area, and we hope that this monograph can inspire
more exciting research along this direction.
 References

[1] G. Bianchi, “Performance analysis of the IEEE 802.11 distributed coordination

function,” IEEE Journal on Selected Areas in Communications, vol. 18, no. 3,
pp. 535–547, 2000.
[2] S. Boyd, S. Kim, L. Vandenberghe, and A. Hassibi, “A tutorial on geometric
programming,” Optimization and Engineering, vol. 8, no. 1, pp. 67–127, 2007.
[3] S. Boyd and L. Vandenberghe, Convex optimization. Cambridge university
press, 2004.
[4] M. Chiang, C. Tan, D. Palomar, D. O’Neill, and D. Julian, “Power control by
geometric programming,” IEEE Transactions on Wireless Communications,
vol. 6, no. 7, pp. 2640–2651, 2007.
[5] G. Fodor, M. Johansson, and P. Soldati, “Near optimum power control under
fairness constraints in CoMP systems,” in IEEE GLOBECOM, 2009.
[6] Y. Gao, D.-M. Chiu, and J. Lui, “Determining the end-to-end throughput
capacity in multi-hop networks: Methodology and applications,” in ACM SIG-
METRICS Performance Evaluation Review, vol. 34, no. 1, pp. 39–50, 2006.
[7] M. Garetto, T. Salonidis, and E. W. Knightly, “Modeling per-flow throughput
and capturing starvation in CSMA multi-hop wireless networks,” IEEE/ACM
Transactions on Networking, vol. 16, no. 4, pp. 864–877, 2008.
[8] S. He, Z.-Q. Luo, J. Nie, and S. Zhang, “Semidefinite relaxation bounds for
indefinite homogeneous quadratic optimization,” SIAM Journal on Optimiza-
tion, vol. 19, no. 2, pp. 503–523, 2008.
[9] C. Hellings, W. Utschick, and M. Joham, “Power minimization in parallel vec-
tor broadcast channels with separate linear precoding,” in Proceedings of the
European Signal Processing Conference, Barcelona, Spain, 2011.

72
 References 73

[10] R. Horst, N. Thoai, and H. Benson, “Concave minimization via conical

partitions and polyhedral outer approximation,” Mathematical Programming,
vol. 50, no. 1, pp. 259–274, 1991.
[11] J. Huang, R. Berry, and M. Honig, “Distributed interference compensation
for wireless networks,” IEEE Journal on Selected Areas in Communications,
vol. 24, no. 5, pp. 1074–1084, 2006.
[12] E. A. Jorswieck and E. G. Larsson, “Monotonic optimization framework for the
two-user MISO interference channel,” IEEE Transactions on Communications,
vol. 58, no. 7, pp. 2159–2168, 2010.
[13] S. Joshi, P. Weeraddana, M. Codreanu, and M. Latva-Aho, “Weighted sum-rate
maximization for MISO downlink cellular networks via branch and bound,”
IEEE Transactions on Signal Processing, vol. 60, no. 4, pp. 2090–2095, 2012.
[14] S. C. Liew, C. H. Kai, H. C. Leung, and P. Wong, “Back-of-the-envelope compu-
tation of throughput distributions in CSMA wireless networks,” IEEE Trans-
actions on Mobile Computing, vol. 9, no. 9, pp. 1319–1331, 2010.
[15] L. Liu, R. Zhang, and K. Chua, “A new approach to weighted sum-rate maxi-
mization for the K -user gaussian interference channel,” in IEEE International
Conference on Wireless Communications and Signal Processing (WCSP), Nan-
jing, China, 2011.
[16] L. Liu, R. Zhang, and K. Chua, “Achieving global optimality for weighted sum-
rate maximization in the K -user gaussian interference channel with multiple
antennas,” IEEE Transactions on Wireless Communications, vol. 11, no. 5,
pp. 1933–1945, May 2012.
[17] L. T. Luc, “Reverse polyblock approximation for optimization over the weakly
efficient set and efficient set,” Acta Mathematica Vietnamica, vol. 26, no. 1,
pp. 65–80, 2001.
[18] D. G. Luenberger, “Quasi-convex programming,” SIAM Journal on Applied
Mathematics, vol. 16, no. 5, pp. 1090–1095, 1968.
[19] J. Mikael and S. Pablo et al., “Near optimum power control and precoding
under fairness constraints in network MIMO systems,” International Journal
of Digital Multimedia Broadcasting, 2010.
[20] A. Mohsenian-Rad, J. Huang, M. Chiang, and V. Wong, “Utility-optimal ran-
dom access: Reduced complexity, fast convergence, and robust performance,”
IEEE Transactions on Wireless Communications,, vol. 8, no. 2, pp. 898–911,
2009.
[21] P. C. Ng and S. C. Liew, “Throughput analysis of IEEE 802.11 multi-hop ad
hoc networks,” IEEE/ACM Transactions on Networking (TON), vol. 15, no. 2,
pp. 309–322, 2007.
[22] N. T. H. Phuong and H. Tuy, “A unified monotonic approach to generalized
linear fractional programming,” Journal of Global Optimization, vol. 26, no. 3,
pp. 229–259, 2003.
[23] L. Qian and Y. Zhang, “S-MAPEL: Monotonic optimization for non-convex
joint power control and scheduling problems,” IEEE Transactions on Wireless
Communications, vol. 9, no. 5, pp. 1708–1719, 2010.
[24] L. Qian, Y. J. Zhang, and J. Huang, “MAPEL: Achieving global optimality for
a non-convex wireless power control problem,” IEEE Transactions on Wireless
Communications, vol. 8, no. 3, pp. 1553–1563, 2009.
74 References

[25] M. Riemensberger, I. Abdelghani, J. Lenz, and W. Utschick, “Weighted sum

rate maximization on two user Gaussian interference channels with rate split-
ting,” in Asilomar Conference on Signals, Systems and Computers, Asilomar,
CA. USA, 2009.
[26] J. W. Robinson and T. S. Randhawa, “Saturation throughput analysis of
IEEE 802.11 e enhanced distributed coordination function,” IEEE Journal on
Selected Areas in Communications, vol. 22, no. 5, pp. 917–928, 2004.
[27] A. Rubinov, H. Tuy, and H. Mays, “An alogrithm for monotonic global opti-
mization problems,” Optimization, vol. 49, no. 3, pp. 205–221, 2001.
[28] H. D. Sherali, “Global optimization of nonconvex polynomial programming
problems having rational exponents,” Journal of Global Optimization, vol. 12,
no. 3, pp. 267–283, 1998.
[29] H. D. Sherali and C. H. Tuncbilek, “A global optimization algorithm for poly-
nomial programming problems using a reformulation-linearization technique,”
Journal of Global Optimization, vol. 2, no. 1, pp. 101–112, 1992.
[30] P. D. Tao et al., “The DC (difference of convex functions) programming and
DCA revisited with dc models of real world nonconvex optimization problems,”
Annals of Operations Research, vol. 133, no. 1–4, pp. 23–46, 2005.
[31] H. Tuy, “Monotonic optimization: Problems and solution approaches,” SIAM
Journal on Optimization, vol. 11, pp. 464–494, 2000.
[32] H. Tuy, “Monotonicity in the framework of generalized convexity,” Generalized
Convexity, Generalized Monotonicity and Applications, pp. 61–85, 2005.
[33] H. Tuy and F. Al-Khayyal, “Monotonic optimization revisited,” Working
paper, http://www. math. ac. vn/library/download/e-print/03/pdf/htuy23.
pdf. Accessed in Feburary, Technical Report, 2004.
[34] H. Tuy, F. Al-Khayyal, and P. Thach, “Monotonic optimization: branch and
cut methods,” Essays and Surveys in Global Optimization, pp. 39–78, 2005.
[35] H. Tuy and N. Hoai-Phuong, “Optimization under composite monotonic con-
straints and constrained optimization over the efficient set,” Global Optimiza-
tion, pp. 3–31, 2006.
[36] H. Tuy, M. Minoux, and N. Hoai-Phuong, “Discrete monotonic optimization
with application to a discrete location problem,” SIAM Journal on Optimiza-
tion, vol. 17, no. 1, pp. 78–97, 2006.
[37] H. Tuy, P. Thach, and H. Konno, “Optimization of polynomial fractional func-
tions,” Journal of Global Optimization, vol. 29, no. 1, pp. 19–44, 2004.
[38] W. Utschick and A. Brack, “Computing upper bounds for coordinated multi-
point transmission in small networks,” in IEEE International ITG Workshop
on Smart Antennas (WSA), Aachen, Germany, 2011.
[39] W. Utschick and J. Brehmer, “Monotonic optimization framework for coor-
dinated beamforming in multi-cell networks,” IEEE Transactions on Signal
Processing, vol. 60, no. 4, pp. 1899–1909, 2012.
[40] J. P. Vielma, S. Ahmed, and G. Nemhauser, “Mixed-integer models for non-
separable piecewise-linear optimization: Unifying framework and extensions,”
Operations research, vol. 58, no. 2, pp. 303–315, 2010.
 References 75

[41] Y. Wang, W. Feng, L. Xiao, Y. Zhao, and S. Zhou, “Coordinated multi-cell

transmission for distributed antenna systems with partial CSIT,” IEEE Com-
munications Letters, vol. 16, no. 7, pp. 1044–1047, 2012.
[42] Y. Xiao, “Performance analysis of priority schemes for IEEE 802.11 and IEEE
802.11e wireless lans,” IEEE Transactions on Wireless Communications, vol. 4,
no. 4, pp. 1506–1515, 2005.
[43] J. Zhang, F. Roemer, M. Haardt, A. Khabbazibasmenj, and S. A. Vorobyov,
“Sum rate maximization for multi-pair two-way relaying with single-antenna
amplify and forward relays,” in IEEE International Conference on Acoustics,
Speech and Signal Processing (ICASSP), Kyoto, Japan, 2012.