Convex Optimization · Problem 4.62

Duality — Boyd & Vandenberghe

Mathematics — Optimization · optimal-power-bandwidth-allocation-gaussian-broadcast

Problem

Optimal power and bandwidth allocation in a Gaussian broadcast channel. We consider a communication system in which a central node transmits messages to nn receivers. ('Gaussian' refers to the type of noise that corrupts the transmissions.) Each receiver channel is characterized by its (transmit) power level Pi≥0P_i \geq 0 and its bandwidth Wi≥0W_i \geq 0. The power and bandwidth of a receiver channel determine its bit rate RiR_i (the rate at which information can be sent) via Ri=αiWilog⁡(1+βiPi/Wi),R_i = \alpha_i W_i \log(1 + \beta_i P_i / W_i), where αi\alpha_i and βi\beta_i are known positive constants. For Wi=0W_i = 0, we take Ri=0R_i = 0 (which is what you get if you take the limit as Wi→0W_i \to 0). The powers must satisfy a total power constraint, which has the form P1+⋯+Pn=Ptot,P_1 + \cdots + P_n = P_{\mathrm{tot}}, where Ptot>0P_{\mathrm{tot}} > 0 is a given total power available to allocate among the channels. Similarly, the bandwidths must satisfy W1+⋯+Wn=Wtot,W_1 + \cdots + W_n = W_{\mathrm{tot}}, where Wtot>0W_{\mathrm{tot}} > 0 is the (given) total available bandwidth. The optimization variables in this problem are the powers and bandwidths, i.e., P1,…,Pn,W1,…,WnP_1, \ldots, P_n, W_1, \ldots, W_n. The objective is to maximize the total utility, ∑i=1nui(Ri),\sum_{i=1}^n u_i(R_i), where ui:R→Ru_i : \mathbf{R} \to \mathbf{R} is the utility function associated with the iith receiver. (You can think of ui(Ri)u_i(R_i) as the revenue obtained for providing a bit rate RiR_i to receiver ii, so the objective is to maximize the total revenue.) You can assume that the utility functions uiu_i are nondecreasing and concave. Pose this problem as a convex optimization problem.

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