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Admission Control and Resource Allocation in a Heterogeneous OFDMA Wireless Network

Sha Bashar, Student Member, IEEE, and Zhi Ding, Fellow, IEEE
AbstractWe study the problem of admission control and resource (subcarriers, power and bit-loading) allocation in a heterogeneous OFDMA wireless network serving both QoSconstrained high-priority users and best-effort users. By clustering subcarriers, efcient algorithms for cluster and power allocation have been proposed. Our strategy maximizes the total network utility of the best-effort users while satisfying the QoS request for maximum number of high-priority users. We approximate best-effort user utility function as a piece-wise linear function and propose a linear programming based cluster allocation algorithm. The feasibility of the resource allocation problem depends on the number of HP users in the network. Since a large number of demanding HP users would render the resource allocation problem infeasible, a joint admission control and resource allocation scheme could be an efcient way of tackling both problems with less overhead. By incorporating admission control, we propose an efcient and optimal joint admission control and resource allocation algorithm. Index TermsAdmission control, resource allocation, utility function, OFDMA, QoS, feasible rate region.


HIS work studies the problem of cross-layer resource allocation and admission control in a multiuser heterogeneous OFDMA network providing both QoS-constrained user services and best-effort services. The network control is QoS-aware in the sense that the resource allocated to QoS-constrained users must be either sufcient for the QoS requirement or zero. The network is heterogeneous, consisting of High-Priority (HP) users and Best-Effort (BE) users. HP users are inelastic in their demand for data rate. Such users pay more for the services and therefore should be given priority. In a heterogeneous multiuser environment, the QoS demand of HP users may vary from user to user depending on applications. A user may not use the same application all the time; as a result, the requested data rate will vary with time. In order to maximize the revenue by improving user satisfaction, the service provider needs to fulll the QoS requests of as many users as possible by a proper admission control and resource allocation scheme. A heterogeneous network also hosts users with services (e.g., ftp, email, web browsing) that can utilize variable bit

Manuscript received July 1, 2008; revised December 25, 2008; accepted April 7, 2009. The associate editor coordinating the review of this paper and approving it for publication was G. Xue. The authors are with the Department of Electrical and Computer Engineering, University of California, Davis, CA 95616 (e-mail: {shaab, ding} This material is based upon work supported by the National Science Foundation under grants CCF-0515058, CNS0520126, and by the US Army Research Ofce under grant W911NF-05-1-0382. Digital Object Identier 10.1109/TWC.2009.080844

rate without QoS assurance. These users are typically of low priority best-effort users that are served by the network when possible. Indeed, these BE users are served only after the network rst addresses the QoS demands of the highpriority users. By employing dynamic resource allocation to allocate the spare resources among these best effort users, further improvement of the network spectral efciency can be achieved while maximizing overall throughput. The allocation of resources in a multiuser OFDM network has recently become an attractive area of research. Studies suggest, on average dynamic resource allocation schemes outperform static schemes by 30 40% [1]. Existing works can be categorized as RA (rate adaptive) scheme and MA (margin adaptive). In RA schemes [2][6], it is assumed that the total transmit power is xed and the objective is to allocate resources (subcarrier and power). These schemes allocate resources to the traditional BE users. The fairness of resource allocation are achieved using techniques, such as, maximizing the minimum capacity among all users, using proportional fairness constraints, or using utility functions. In MA schemes [7][10], each user has a xed QoS demand (data rate, BER etc.), and the objective is to minimize the total transmit power while satisfying the QoS requirements. MA-based schemes consider networks where all users have QoS demands. Our work differs from the existing works in several aspects. First, the existing works consider networks either composed of BE users or HP users. In this work, however, we study next generation networks where HP users coexist along with the traditional BE users. Such heterogeneous scenarios have not yet been fully investigated. Our objective is to maximize the utility of the networks BE users while satisfying the HP users requirements. Second, we reduce the amount of feedback information necessary at the base station by introducing the concept of clustering. Except for [10], the existing works assume the availability of full downlink channel information from all the users at the base station. Base stations can collect these information from mobile users through feedback. However, complete channel information requires a large amount of feedback, creating too much overhead. In contrast, using clustering, we can achieve a huge reduction in the amount of feedback information necessary at the base station. A major contribution of this work is to address the issue of admission control based on resource allocation. This aspect of the problem has been overlooked by the existing works. The problem of admission control occurs during the resource allocation of MA scheme. The HP users of the network have xed QoS requirements. Due to the time varying nature of

1536-1276/09$25.00 c 2009 IEEE



VBE (.) : VHP (.) : Q: Ri : Qi : B: H: K: |.| : M: L: ci,k : ci,l : pi,k : i,k : i,l : N: Ci,l : r (.) : R+ : Rn + : [0, 1] : D: pi,l,h :


BE user utility function HP user utility function Set of linear segments for piece-wise linear utility function Data rate of user-i QoS demand of ith user BE user index set HP user index set Number of OFDMA subcarriers Cardinality of a set Total number of users (= |B| + |H|) Number of clusters Achievable rate for ith user on kth subcarrier Achievable rate for ith user on lth cluster Power allocation to kth subcarrier of ith user CNR of kth subcarrier of ith user CNR of the worst subcarrier of the lth cluster of ith user Number of OFDM symbols in a transmission block lth cluster of ith user Round to the nearest integer Positive real number Set of positive real n-vectors Indicator function denoting fraction of cluster-l allocated to ith user Set of achievable data rate D {0, 2, 4, . . .} Power required to transmit h bits of data over each subcarrier k Ci,l

cluster allocation algorithm in Section IV. We consider the feasibility of the cluster allocation subproblem (CASP) in Section V and also propose several heuristics solution for admission control in order to maximize the number of satised HP users. We present the algorithm for power allocation subproblem (PASP) in Section VI and a joint cluster and power allocation algorithm in Section VII. In Section VIII, we provide simulation results of the proposed schemes. II. P RELIMINARIES A. Denitions and Notations The notations to the left are used throughout the paper. B. Utility Function The concept of utility function has been used extensively in economics. In general, a utility function is a response of user satisfaction with supplied resources (in our case, data rate). Based on the discussions of [11], [12] and the survey result presented in [13], we can conceptualize the BE user psychology. The utility (user satisfaction) of the BE user increases with the supplied data rate. As supplied data rate increases, the utility of the user saturates. Any equation that reects this user psychology can be used as an utility function for BE users. A very simple way of generating such characteristics is to use piece-wise linear utility function (1). Alternatively, a log based utility function (2) can be used [13]. Since the HP users are inelastic in their QoS requirements, a step function (3) can be used to represent their utility function. In equations (1)-(3), q , q , a, b, c are properly chosen constants and u(.) is the unit step function. VBE (Ri ) = max(q + q Ri )

wireless channels, the carrier-to-noise ratio (CNR) of some HP users can be low. In such cases, satisfying these requirements would cost high amount of network resources. Since the total amount of network resource is limited, such allocation might occur at the expense of many other users of the network. In general, the infeasibility problem in resource allocation takes place when the QoS requests from HP users exceed the network capacity. From a service providers point of view, the objective of a good admission control strategy is to admit as many users as possible, while ensuring the feasibility of the resource allocation. Since the HP users are inelastic in their data rate requirement, a HP user is admissible only when the network has sufcient resources to meet the QoS requirement. Therefore, a joint admission control and resource allocation scheme should be such that it admits the maximum number of HP users in the network for which the network could provide resources. In this work, we investigate the theoretical bounds on the achievable rate regions and propose several heuristics idea to maximize the number of satised HP users in the network. We organize the rest of the paper as follows. In Section II, we discuss the concept of utility function for different user classes and propose a pricing strategy for the suggested heterogeneous network. We describe the system model, assumptions and QoS metrics in Section III. We also formulate the cluster and power allocation problems in this section. We study the

(1) (2) (3)

VBE (Ri ) = a + b log(Ri + c) VHP (Ri ) = a u(Ri Qi ) C. Pricing Scheme

From a service providers point of view, the objective of resource allocation is to maximize the total revenue earned from the network services. We employ a simple pricing scheme where HP users and BE users are priced at two different but xed rates independent of the resource usage. HP users are inelastic in their QoS demand; and hence can only be charged when the network can provide the requested service. BE users, on the other hand, agreed to accept the networks best-effort services and will be charged on a at (e.g., monthly) fee basis. They will only be provided resources once the HP user demands are met. To ensure enough resources for all the users, the network is assumed to contain a few HP users and large number of BE users. Such assumption is reasonable and practical. Our proposed pricing scheme has several advantages. First, such scheme will ensure a simpler implementation and thus, low management and billing cost. Second, since the pricing scheme is xed; unlike usage-sensitive pricing [12], this method will encourage the use of the network. Third, since HP users and BE users are priced at two different rates, the



so called tragedy of commons phenomenon [14] involving HP and BE users can be avoided. This is because HP users pay more for the services. Therefore, to maximize the revenue, service provider will be trying to satisfy HP users rst. Such pricing scheme, however, does not differentiate among the BE users. As a result, BE users with low load and/or bad channel conditions will be penalized in comparison to the BE users with high load and/or good channel conditions. To avoid this situation, we need to ensure fairness while allocating resources among the BE users. We can dene the resource allocation problem as follows maximize subject to

VBE (Ri )

Ri Qi , i H.


the transmitter will select a corresponding modulation scheme and power to that subcarrier. Each transmission block consists of N OFDM symbols. A session consists of one or more transmission blocks. We assume, within the duration of a session, each user will stay within its class as an HP user or a BE user. A user may decide to switch its class at the beginning of a new session. For example, a BE user may want to use a multimedia application and hence can demand QoS, or vice versa. Scheduling is performed at the beginning of each OFDM transmission block. Channels are assumed to be stationary for the duration each transmission block. During each transmission block, a cluster can be used by multiple users on a time-sharing basis. B. QoS Metrics In this work, we identify bit-rate and bit-error rate (BER) as QoS metrics. The achievable transmission rate on k th subcarrier of ith user can be found [6] as ci,k = 2 (1/2) log2 (1 + i pi,k i,k ) . (5) Here, i = 1.5/ loge (5 BER) is the SNR gap of ith user that depends on the target BER [17]. In the reduced feedback case, we do not have the knowledge of the CNR i,k of all subcarriers. Rather we have the CNR information of the worst subcarrier from each cluster l, denoted by i,l . Therefore, we assume i,k = i,l , k Ci,l . Consequently, ci,l = (K/L) ci,k and the user data rate

We will maximize the total utility of the BE users after satisfying the HP users demand. Intuitively, the solution of the above problem is equivalent to the network revenue maximization problem for the proposed pricing scheme. III. P ROBLEM F ORMULATION A. System Model and Assumption We consider the downlink of a single cell employing OFDMA scheme with K subcarriers. The network consists of M users which are identied as BE users and HP users. Perfect feedback is assumed. The K subcarriers of the system can be divided into L clusters, where each cluster contains K/L adjacent subcarriers. Such clustering approach has several advantages over the non-clustered one : (i) Downlink channel information is estimated by the mobile receivers based on pilot subcarriers in OFDM frames. Base stations acquire this channel information through feedback from mobile users. Such feedback incurs overhead on the network. By using clustering while scheduling, a reduction in feedback can be attained. Without any loss of generality, we can assume that states of adjacent subcarriers on a channel are highly correlated. The only information required for resource allocation is the downlink carrier-to-noise ratio (CNR) of subcarriers. We can feed back the information of the worst subcarrier CNR of each cluster. Because of the high correlation between the adjacent subcarriers, such information should reect the overall quality of the subcarriers on each cluster with reasonable accuracy. This results in a K/L fold reduction in feedback without any signicant loss in performance. (ii) At the base station, resource allocation is performed at the granularity of clusters rather that subcarriers. This will result in reduction of the computational complexity by K/L fold and faster implementation. (iii) The concept of clustering is consistent with practical system design such as IEEE 802.16e [15], where 1536 data subcarriers out of 2048 are equally divided into 32 subchannels. (iv) Clustering leads to simpler hardware implementation and reduction of Peak-to-average power ratio (PAPR) [16]. We assume the information from all L clusters are available. We also assume a discrete adaptive modulation in which depending on the number of bits assigned to a subcarrier,

Ri =

ci,l r(N zi,l ) N


ci,l zi,l .


Since channel is slowly varying, it would not change drastically during the session duration. Hence an HP user admitted into the network at the beginning of a session, would remain active throughout the whole session duration. Since we are considering instantaneous rate of users, the delay parameter in the QoS metric is set to zero. Delay parameters are more often used in cases of average rate. The HP users set hard QoS requirement on instantaneous data rate. This way, all admitted HP user data should be transmitted without delay. Moreover, because we are considering a downlink point-to-multi-point (PMP) OFDMA network, which is often the last link in an inter-networked system, we expect delay sensitivity to be controlled by nodes leading to the PMP base station. Thus, we can treat a delay-sensitive users, i.e., users requiring a specic amount of data within its session duration, into our formulation by converting the required rate over session to its instantaneous QoS demand. C. Cluster and Power Allocation Subproblems The problem of resource allocation for the system described above is a nonlinear mixed-integer programming problem. Such problems are in general difcult to solve in an efcient manner. In addition, the algorithmic scheme for resource allocation in a wireless network has to be such that it can give an efcient real-time solution. Solving a nonlinear mixed-integer programming problem exactly is therefore impractical. A more practical idea would be to nd an efcient near optimum



solution of the problem. Considering practical implementations, the original problem can be divided into subproblems. In the cluster allocation subproblem (CASP), the allocation of clusters among users are solved assuming uniform power allocation to each cluster. In the power allocation subproblem (PASP), based on a xed cluster allocation, allocation of power among these clusters are optimized. A good solution of the original problem could be attained by performing a series of CASP and PASP iteratively. The CASP can be formulated as follows maximize subject to
zi,l ,Ri iB

IV. FAST AND ROBUST C LUSTER A LLOCATION A LGORITHMS For the VBE (.) functions under considerations, the objective function of the CASP is concave. Since the constraints are all linear, CASP is a convex optimization problem. Such linearly constrained convex optimization problem can be efciently solved using convex-simplex algorithms or reduced gradient algorithm [18]. An interesting solution can be attained by considering piece-wise linear function of Eq. (1) as the BE user utility function. In this case, the problem becomes a linearly constrained min-max problem. By introducing |B| additional variables ti for all i B , the equivalent epigraphic formulation [19] of the problem can be dened as follows minimize
zi,l ,ti ,Ri iB ti

VBE (Ri ) 1, l = 1, . . . , L

Ri Qi , i H
M i=1 zi,l

zi,l [0, 1], l = 1, . . . , L i = 1, . . . , M The value of Ri is based on (6). Note that, in practice, the solution of the above optimization problem should be quantized as one of the achievable rate. In other words, we quantize N zi,l into r(N zi,l ) to determine the actual time-share of clusters within the scheduled transmission block. Since such quantization may cause minor changes (e.g., 1 or 2 bits) in the data rate, the data rate of the HP users might be slightly below or above the required QoS. Say, user-i may receive Qi + 1 bits whereas user-j may receive Qj 1 bits. Adjustment can be made in the next OFDMA transmission block within the session by changing the requested QoS rate of users i and j to Qi 1 and Qj + 1 respectively. We can alternate in this way to maintain the desired average rates. The issue could also be addressed during the quantization of the next transmission blocks scheduling, where the data rate of user-i would be rounded down whereas the rate of user-j would be rounded up. For the formulation of power allocation subproblem (PASP), we introduce a second indicator function yi,l,h as
yi,l,h = 1, 0, if h bits are assigned to each subcarrier k Ci,l otherwise

subject to q + q Ri ti , q Q, i B Ri Qi , i H Ri = N
M i=1 zi,l L l=1 ci,l



=1 zi,l [0, 1], l = 1, . . . , L i = 1, . . . , M The above formulation is a standard linear programming (LP) problem. Such formulation of the CASP as LP leads to a very efcient and fast solution of the problem. The number of inequality constraints, equality constraints and box constraints involved in the above formulation are |B| |Q| + |H|, M + L and M L respectively . In the implementation of simplex method for LP, the box constraints can be handled implicitly. Therefore, the number of active constraints is m = |B| |Q| + |H| + M + L. We can further reduce this number by choosing a piece-wise linear utility function with fewer number of linear segments. In general, simplex LP can reach optimal solution after 2m to 3m pivot steps with very rare exceptions [20]. The total number of variables in the formulation is (M + |B| + M L). To convert the problem into equational form, we need to convert the inequality constraints into equality constraints. For this purpose, we need additional (|B| |Q| + |H|) variables. Therefore, the total number variables is n = 2M + M L + |B| |Q|. We can also use the interior point method instead of simplex method. In this case, the required number of iterations is in general bounded by O(n), with an worst case possibility of ( n log n) [20]. V. F EASIBILITY OF CASP Due to the presence of QoS constraints in the formulation of CASP, the problem may not be feasible. Occasionally, such infeasibility occurs in CASP when the QoS requirements of some HP users exceed the instantaneous achievable channel capacity for those users. Sometimes, it may also happen that the instantaneous achievable channel capacity of all HP users are above the QoS requirements. However, since each user only receives a portion of the networks total capacity, the network might not be able to satisfy all the HP users simultaneously. If the CASP is infeasible under all HP users, we need to choose a subset of HP users for which the problem is feasible. Since the objective is to maximize the number of satised HP

We dene pi,l,h as the amount of power required to transmit h bits of data over each subcarrier k Ci,l . From (5), we nd that the amount of power required to transmit h bits of data is (2h 1)/( ) over a subcarrier with CNR= . Therefore, pi,l,h = (K/L) (2h 1)/( i,l ). In other words, pi,l,h is the power required to transmit a total of (K/L) h bits of data over the l-th cluster of the i-th user. We dene D = {0, 2, 4, 6, . . .} as the set of achievable rate for each subcarrier. We now formulate PASP as follows maximize
yi,l,h ,Ri iB

VBE (Ri ) yi,l,h = 1, yi,l,h {0, 1}

L l=1 hD

subject to Ri Qi , i H
hD M i=1

pi,l,h yi,l,h zi,l Ptotal


In the above subproblem, Ri = (K/L) l=1 hD h yi,l,h zi,l , where, zi,l is predetermined cluster allocation.











R1max R2
Fig. 1. Achievable rate region for HP users for a network with 2 HP users. Point 1 is surely achievable. Points 4 and 5 are not achievable. Points 2 and 3 may or may not be achievable.

users, the cardinality of such a subset has to be the maximum of all such subsets. Such problem is equivalent to the IIS (Irreducible Infeasible Set) set-covering problem. An IIS is an infeasible set of constraints of which any proper subset is feasible. That is, if we remove any one constraint from an IIS, the IIS will be feasible. An infeasible set of constraints in an optimization problem may contain more than one IIS. In such case, if we remove one constraint from each IIS, then the original sets of constraints becomes feasible. In an IIS setcovering problem, the objective is to nd a min-cardinality set of constraints which contains at least one constraint from each IIS of the model set. However, such set-covering problem is an NP-hard problem. Therefore, employing efcient heuristics that provide a set-cover with small cardinality would be much more practical. In this section, we propose several heuristics for nding a feasible subset of HP users. In Section V-A, we provide a theoretical lower bound on instantaneous feasible HP subset. In Section V-B and Section V-C, we propose two efcient heuristics for better performance. A. Theoretical Lower Bound on Feasible HP Subset Denoting, Rimax as the maximum achievable rate of ith user when all clusters are allocated to that user, we propose the following lemma for the feasible HP subset Lemma. The achievable rate region for HP users is convex. Also denote S1 = A, x 1, x R+

the HP users rates {Ri , i H}, i.e., the achievable rateregion for HP users, is also a convex polyhedron. Rimax for a particular HP user-i can be achieved by allocating all the network resources to that particular HP users. Therefore, the points Rimax , i H are included in HP users rate-region. Since the rate region is convex, any rate vector x S1 is also included in the rate-region. Since the network cannot provide any HP user at a rate higher than Rimax , any rate vector x S2 is not included in the achievable rate-region of HP users. This Lemma provides a (loose) lower bound for the instantaneous feasible HP subset. Figure 1 shows the achievable rate-region of HP users when there are two HP users in the network. Here, the QoS data rate vector represented by point 1 is surely achievable since it is in set S1 . However, points 4 and 5 are not achievable since they are in set S2 . If the required data rate is point 4, we can make the problem feasible by removing user-2 from the resource allocation. However, for point 5, we need to exclude both users 1 and 2. Points 2 and 3 may or may not be achievable depending on allocation strategy and network capacity. As an example, consider a 4 subcarrier OFDM system where the instantaneous rates of user 1 and 2 on each subcarrier are respectively [8 8 0 0] and [0 0 4 2]. If the allocation strategy provides subcarriers 1 and 2 to user-1 and subcarriers 3 and 4 to user-2, then point 3 is achievable. It is very difcult to nd out the actual achievable rate-region of HP users. Any allocation strategy based only on the lower bounds provided by the sets S1 and S2 would be quite loose. B. Elastic Variables based Heuristic A simple heuristic can be developed by introducing elastic variables for each HP user constraints. Instead of solving the original optimization problem, we will now proceed in two steps. In the rst step, we will solve an elastic LP to get a set of feasible HP users. In the second step, we will remove the infeasible HP users from the original optimization problem and solve it for optimal resource allocation. The objective of the elastic LP is to minimize the sum of elastic variables. The formulation is as follows minimize
zi,l ,Ri ,ei iH

wi ei 1, l = 1, . . . , L (8)

subject to Ri + ei Qi , i H
M i=1 zi,l

zi,l [0, 1], ei 0 In the above formulation, wi R+ are weighting coefcients that could be used to set priority levels between different HP users. When wi = 1, i, then all users are given equal priority. Elastic variables modify the original infeasible optimization problem so that it is now guaranteed with feasible solution. The optimal value of an elastic variables e i could also be zero in the solution of the modied problem. This is an indication of sufcient resources at the network for a satisfactory allocation to the corresponding HP user. A nonzero solution, on the other hand, indicates the need for more resources than available at the network to satisfy the corresponding HP user. Therefore, we will admit into the network only those HP users, whose corresponding elastic variable ei reaches zero.

, with A =

1 Rimax

,i H .

and S2 = x : xi > Rimax i H, x R+

Any rate vector x S1 is feasible. Any rate vector x S2 is infeasible. Proof: If we ignore the QoS constraints in CASP, then the remaining constraint set is feasible. Since all constraints are linear, the constraint set forms a convex polyhedron in the vector space spanned by the variables. The projection of this convex polyhedron on the vector space spanned by



(Q , 1 Q ) 2

) 2 -e ,Q ) 1 ,r2 -e 1 (r1 (Q =

Achievable Rate Region

Fig. 2. Effect of elastic variables on the rate region of a network with 2 HP users. Application of elastic variables e1 and e2 shifts the requested rate (Q1 , Q2 ), outside of the achievable rate region towards (Q1 e1 , Q2 e2 ), within achievable rate region.

The effect of elastic variables on the infeasibility of the problem can be intuitively illustrated in Figure 2 which shows the achievable rate region of a network with two HP users. As seen from the gure, the requested rates denoted by the point (Q1 , Q2 ) is outside the achievable rate region. The application of elastic variables e1 and e2 corresponding to HP user 1 and user 2 would cause a parallel shift in the requested QoS rate of user 1 and user 2, respectively. This will move the point to (r1 , r2 ) = (Q1 e1 , Q2 e2 ) which lies in the achievable rate region. The amount of shift e1 and e2 would be such that e1 + e2 is minimized. Note that, the method does not guarantee the min-cardinality IIS set cover. However, our simulation result indicates, this method provides a near optimal solution. In terms of runtime complexity, such heuristic solution is justiable. Using the proposed heuristic, we solve two LP optimizations of (8) and (7) sequentially. Since both LPs have polynomial runtime, total runtime for the sequential solution is polynomially upper bounded.
Fig. 3. Flow diagram of Modied Chinneck Algorithm.

C. Modied Chinneck Search Chinneck [21] proposed a greedy based algorithm for mincardinality set cover problem based on the elastic linear programming. A modied version of this algorithm could be used for nding the max-cardinality set of feasible HP users. In this algorithm, we will solve the elastic LP of Section V-B in an ordered fashion by adding and removing some of the HP user constraints. It is intuitively clear that, if in the solution of the elastic LP, only a single elastic variable returns a nonzero value, then the corresponding HP user forms the min-cardinality set cover and is optimal. If there exists more than one IIS in the problem, then a HP user constraint may be a member of more than one IIS. For example, suppose a problem has two IISs, where IIS1 = {1, 3, 5} and IIS2 = {1, 6, 7}. Here, QoS constraint 1 is a member of both IISs. Therefore, removing QoS constraint 1 from the problem formulation would remove both of the IISs. As a result, the value of the objective function of the elastic IP would be zero. On the other hand, if QoS constraint 3 is removed instead from the problem formulation, then only IIS1 would be removed from the problem. Hence, the objective function value would not be zero. Therefore, the removal of a QoS constraint which is a member of more than one IIS would reduce the objective function value more than the removal of a constraint only belonging to a single IIS. Another observation is that if we remove a HP constraint to which the elastic variables are not sensitive, (i.e., the corresponding HP user is not a member of an IIS), the objective function value will remain unchanged. As illustrated in Figure 2, the effect of elastic variables is indicated by a parallel shift of the corresponding components in the QoS vector, moving the vector point into the feasible rate region.



Suppose the rate constraint of an HP user-i is not a member of an IIS. Then the corresponding elastic variable ei would be zero. On the other hand, the elastic variable ej corresponding to a HP user-j would be nonzero if it is a member of an IIS. If we remove the rate constraint of user-i, then the objective of the elastic LP will remain unchanged. However, the removal of j th users rate constraint will make the objective function zero. The Chinneck algorithm takes into account both observations and performs an intelligent search in the constraint set of an LP problem. In this work, we modify the original Chinneck algorithm by rstly removing the constraints for those HP users whose rates are outside [0, Rimax ]. The original Chinneck search algorithm would search through all the constraints. However, for our problem, the only set of constraints that could render the optimization problem infeasible are the HP user rate constraints. Therefore, in the second step of our modied search algorithm, we will perform a Chinneck search only among the HP user rate constraints. The overall ow diagram of the Modied Chinneck search algorithm is summarized in Figure 3. In the worst case situation, the algorithm will perform |H|2 + |H| /2 number of elastic LP [21], which is still polynomial. Although the algorithm has not shown to be optimal, our simulation result shows its performance matches exactly the optimal. VI. P OWER A LLOCATION A LGORITHM We observe in the PASP of Section III-C that power allocation of BE users is coupled to the power allocation of HP users only through the total power constraint. The objective function of PASP does not contain terms related to HP user power allocation, which appears in the problem only in the form of constraints. An interesting consequence of this observation is that, we can reformulate the PASP as two smaller subproblems HP-PASP and BE-PASP as follows HP-PASP (for all i H) minimize subject to

among the BE users to maximize total BE user utility. The following two-step approach can be used to solve HP-PASP Step 1 : Find pimin , minimum possible power allocation to satisfy the QoS requirement, for all HP users. Step 2 : Allocate power to N , a subset of HP users, subject to (i) |N | is maximized, (ii) iN pimin Ptotal . We dene Ci as the set of subcarriers assigned to user-i. We also dene hi,k as the number of bits assigned to the k th subcarrier of user-i and pi,k (h) as the required power for assigning h bits to the k -th subcarrier of user-i [found from Eq. (5)]. Based on these notations, a greedy approach to solving step 1 can be represented as follows
1: 2: 3: 4: 5: 6: 7: 8: 9: 10:

for all i H do hi,k 0, pi,k 0, k Ci Initialization while kCi hi,k < Qi do QoS Check pi,k pi,k (hi,k + hi,k ) pi,k (hi,k ), k Ci arg minkCi pi,k k hi,k hi,k + hi,k pi,k p + pi,k i,k end while pimin kCi pi,k end for

tHP Ri Qi tHP

yi,l,h = 1, yi,l,h {0, 1} Ptotal

L l=1 hD


pi,l,h yi,l,h zi,l tHP

BE-PASP (for all i B ) maximize subject to

yi,l,h iB

VBE (Ri ) yi,l,h = 1

L l=1 hD


yi,l,h {0, 1}

pi,l,h yi,l,h zi,l Ptotal tHP

The idea is to assign bits (determined by the modulation level used) and corresponding power successively until QoS demand is satised. In each assignment, the subcarrier that requires the least additional power to employ the next higher modulation level is selected. Note that, we describe the above algorithm in terms of subcarriers. If we consider clustering, we will set i,k = i,l , k Ci,l and convert the i-th users cluster allocation into the subcarrier set Ci . The algorithm is a modication of a class of allocation algorithms known as successive bit allocation algorithm [22]. Since the power needed to transmit a certain number of bits in a subcarrier is independent of the numbers of bits allocated to other subcarriers, such a greedy approach is known to be optimal. Several efcient algorithms (with runtime complexity O(K log2 K ) ) have been proposed to solve such problems optimally [22], [23]. In order to implement step 2, we sort the HP user indices i H in ascending order of pimin and allocate power to the rst J HP users in the sorted list such J J +1 that i=1 pimin Ptotal < i=1 pimin . The algorithm has a runtime complexity of O (|H| log(|H|)). Once we solve HP-PASP and nd the total power tHP required to satisfy the HP users QoS demands, we can then solve BE-PASP to allocate the residual power Ptotal tHP among the BE users. An efcient, optimal solution for BEPASP has already been proposed in [6] based on successive bit allocation algorithm. We, therefore, can incorporate it into our overall algorithm. VII. J OINT CASP AND PASP We can develop a joint CASP-PASP scheme to further improve system performance. Note that, for CASP, we only require the feedback information of the maximum achievable

Successive solution HP-PASP and BE-PASP will give the solution of the original PASP. An alternative interpretation is that, PASP will rst allocate minimum possible power among the HP users to satisfy their QoS requirements through HP-PASP. Next, BE-PASP will allocate the remaining power



rate of the worst subcarrier in each cluster from each user. Maximum achievable rate is an even integer (Eq. (5)) and therefore requires few feedback bit. On the other hand, for PASP, the feedback information required is the CNR of the worst subcarrier in each cluster. For this real positive value, the feedback need is higher. The amount of feedback requires for joint CASP-PASP allocation is same as that of PASP. In joint allocation, CASP is performed assuming equal power allocation to all clusters (subcarriers). Solution of CASP will provide the cluster (subcarrier) allocation information of the users. Based on these information, PASP can be performed next. Depending on the interpretation of the CASP result, power allocation strategy may vary. For example, the quantized solution of CASP may be interpreted as the time share of the cluster among different users. In this case, for each time frame, PASP would use the clusters as the unit. On the other hand, quantized result of CASP could be interpreted as the share of all subcarriers among different users. In such case, only one CASP is needed for all the transmission time frame, for which the CASP solution is valid. However, in this case the unit for PASP would be subcarrier and the optimization problem would consist of larger number of variables. We refer the former scheme as time division multiplexing (TDM) and the later as frequency division multiplexing (FDM). VIII. S IMULATION R ESULTS A. Small Network In our simulations, we model the wireless channel as frequency selective, consisting of 6 independent Rayleigh multipath at fading components with exponential power delay prole. To compare the proposed algorithms of Section V-B and V-C with the optimal solution, we initially consider a small system. Obtaining the optimal solution for the maximum number of feasible HP users in the system is an NP hard problem requiring an exhaustive search of the order of |H| |H| . O i i=1 Therefore, a small network consisting of only 10 users, employing a 512 subcarrier and 32 cluster based OFDMA scheme is considered. Half of the users in the networks are HP users with QoS requirement of {4, 2, 4, 2, 4} Mb/s with an acceptable BER of 106 . The rest are BE users. Figure 4 shows the simulation result. As can be seen, Chinneck Search Algorithm of Section V-C achieves the same performance as the optimal one. The elastic based algorithm performs within 5% of the optimal performance. This is much better than the guaranteed lower bound on performance. The performance of PASP is much worse than any of the CASP algorithms. The performance results presented in Table I consider both large and small scale fading. We choose random path loss for each user. The chosen value is xed during the simulation time frame. We sort the users according to their distances from the base station. The path loss between the users closest to and farthest from the base station is about 40 dBm. Simulation results indicate the effectiveness of our proposed method in providing QoS to the HP users and fairness among the BE users in presence of large scale fading.

100 90 (40 users, 1024 subcarriers, 64 clusters) 80 70 60 50 40 30 20 10 0 10 CASP (optimal) PASP (optimal) CASP (w. elastic variables based heuristics) CASP (w. modified Chinneck search) CASP(using theoratical lower bound ) CASP (w. modified Chinneck search) (practical scenario) CASP (w. elastic variable based heuristics) (practical scenario) 12 14 16 18 20 22 24 26 28 30

Practical scenario

% Success Rate

Small scale scenario (10 users, 512 subcarriers, 32 clusters)

SNR (dB)

Fig. 4.

Comparison of success rate among different methods.

B. Performance comparison in a large network The small network example in the previous section allows us to conrm the closeness of our algorithms to the exhaustive (optimal) algorithm in performance. In a more practical scenario, we consider a network consists 40 users. Half of the users are BE users with acceptable BER of 104 . The HP users can be divided into 5 classes with corresponding data rate requirement of {0.25, 0.5, 1, 2, 4} Mb/s with an acceptable BER of 106 . The channel suffers from 8dB shadowing. A 1024 carrier OFDMA is considered, where each subcarrier has a bandwidth of 10kHz. Each of 16 adjacent subcarriers are grouped into a cluster, leading to a total 64 clusters. 10 OFDMA transmission frames form a transmission block. Figure 4 illustrates the success rate our two algorithms in this practical scenario. Our elastic variable based heuristic has almost the same performance as the modied Chinneck search algorithm. Although, both of our algorithms have polynomial runtime, the rst algorithm (based on elastic LP) requires to solve a xed number of LPs and hence in general faster that the second algorithm (Chinneck search), which requires to solve a variable number of LPs. Thus, we will consider the rst algorithm for the rest of the simulations. Figure 5 compares the average BE user utility between the two proposed algorithms. Since Chinneck search allocates more resources to the HP users (as indicated by the relatively higher success rate in Figure 4), it will provide less resources to the BE users. Therefore, we can predict intuitively that the average BE user utility for elastic search would be higher than that of the Chinneck search. Figure 5 conrms our intuition. We further observe that the joint CASP-PASP scheme improves the average BE user utility of the network. Figure 6 indicates the performance of the system under different number of clusters. Total amount of feedback required from all K subcarriers of M users is M log2 max K bits. If instead, clustering is used, K would be replaced with L in the above equation, thereby reducing the amount of feedback required by K/L fold. Large cluster number requires large amount of feedback information from the users. On the other hand, a smaller cluster number lowers system performance. Here, we assume that each user sends back a value of CNR between 0 and max for each subcarrier to the base station. Hence, log2 max denotes the required number



TABLE I P ERFORMANCE UNDER DIFFERENT PATH LOSSES User Indices i 1 2 3 4 5 6 7 8 9 10 Path Loss between (i 1)th and ith user (dBm) 7.85 8.07 4.27 0 0.29 3.84 3.58 7.99 4.69 Path Loss between 1st and ith user (dBm) 0 7.85 15.92 20.19 20.19 20.48 24.31 27.9 35.89 40.58 HP / BE BE HP HP HP BE BE HP BE BE HP % Success Rate (for HP users) 100 100 99.8 97.2 27 Average Utility (for BE users) 8 5.53 5.52 5.2 3.9 -

6 5.5 CASP joint CASP+PASP Elastic Heuristic 4.5 4 3.5 3 2.5 10 Modified Chinneck Search 12 14 16 18 20 22 24 26 28 30

TABLE II F EEDBACK AND PERFORMANCE FOR DIFFERENT CLUSTER SIZE Cluster Size 512 256 128 64 32 16 8 4 2 Feedback (Kbits) 320 160 80 40 20 10 5 2.5 1.25 Success Rate (at 12 dB) 59.73 59.69 59.58 59.29 58.69 56.96 52.34 40.64 20.94 Performance Loss(%) 0.07 0.25 0.74 1.74 4.64 12.37 31.96 64.94 No. of pivot steps (simplex method) 3088 4632 2064 3096 1552 2328 1296 1944 1168 1752 1104 1656 1072 1608 1056 1584 1048 1572

Average Utility / User

SNR (dB)

Fig. 5. Comparison of average BE user utility with increasing SNR between CASP and joint CASP-PASP using different admission control strategies.
% Success Rate

90 80 70 60 50 40 30 10 Ref. [2] Ref. [4] Ref. [24] Proposed CASP 12 14 16 18 20 22 24 26 28 30

100 90 80 L=32 L=512

% Success Rate

70 60 50 40 30 20 10 10 12 L = 16 L=2 L=4 L=8

SNR (dB)

Fig. 7.

Comparison with other subcarrier allocation strategy.







SNR (dB)

Fig. 6. Performance of an 512 carrier OFDM system with varying number of clusters L = 2, 4, 8, 16, 32 and 512. Performance achieved with L = 16 or 32 are almost same as with L = 512.

of bits needed for each subcarrier/cluster of each user. If the LP based resource allocation with elastic variable based admission control is used, then the total number of pivot steps for simplex method will be 2 2m to 2 3m for solving the two LPs. A numerical comparison of the required feedback amount, the performance loss and the run time (number of pivot steps) for different cluster sizes presented in Table II. Here, we assume log2 max = 16 bits. Both Figure 6 and Table II indicate that the system performance remains almost the same if L = 16 instead of 512, with signicant reduction in feedback and computation.

Figure 7 presents a comparison of the proposed CASP with a few other [2], [4], [24] subcarrier allocation strategies. It should be noted that these methods [2], [4] have not considered a heterogeneous network and therefore have a different problem formulation. [2] tries to maximize the minimum capacity among all users and considers all users equally. [4] uses a proportional fair constraint to differentiate among the users. In our simulation we used a ratio of 100 : 1 to give HP user more priority. In [24], we proposed a suboptimal subcarrier allocation scheme for the same heterogeneous network considered here. As can be seen from Figure 7, the performance of [24] is very close to the current work. However, [2], [4] perform poorly for a heterogeneous network scenario. In Figure 8, we compare the performance of our scheme with [10], which proposed a cluster allocation scheme for a network consisting of only HP users. However, unlike this work, the QoS request of the HP users in [10] is loose. The



100 90 80
Ref. [10] (Average over 20 TF) Ref. [10] (Average over 10 TF) Ref. [10] (Average over 5 TF) Ref. [10] (Average over 2 TF) Ref. [10] (Instantaneous) Proposed CASP (Instantaneous)

% Success Rate

70 60 50 40 30 20 10 0 10 12 14 16 18 20 22





SNR (dB)

tion corresponding to the HP user is non-concave and nondifferentiable, our algorithms cannot be readily applied to [6]. Since, sigmoidal function can approximate step function well, we can use sigmoidal function as the HP user utility function for [6]. Although, sigmoidal function is differentiable, it is not concave. However, we can vary the steepness parameter of the sigmoidal function in proportion with the desired QoS rate. Therefore, for the proposed region of interest, such function can be viewed as concave. The proposed sigmoidal utility function can be dened as A VHP (Ri ) = 1 + exp{(B/Qi )(Ri Qi + C )} Here, A,B ,C are properly chosen constant. In our simulations, we set C = 0, B = 5. The maximum value of VHP can be varied to set the priority of HP users over BE users. For example, if A = 5, maximum value of VHP would be 5 which is similar to the value of VBE in saturation. A larger A would give more priority to HP users. Although the proposed sigmoidal utility function provide satisfactory results for the Dynamic Subcarrier Allocation (DSA) proposed in [6], it fails to provide good results when incorporated into the Adaptive Power Allocation (APA) algorithm. Therefore, instead of incorporating the utility function in the APA algorithm, we can use the power allocation algorithm proposed in Section VI of this paper. Figure 9(a) and 9(b) demonstrate the performance of the modied [6] algorithm along with our proposed one. As can be seen, for a high value of A, the % success rate of the modied algorithm is comparable with the proposed algorithm, however, the average BE user utility performance shows a rapid deterioration. IX. C ONCLUSION We consider a heterogeneous network consisting of traditional BE users with no QoS requirement and HP users with strict QoS requirement.We discuss resource allocation strategies with partial channel information in order to reduce the feedback overhead of the network. The presence of HP users with strict QoS requirement may render the optimization problem infeasible. We propose a novel cross-layer admission control framework, with which the admission of HP users into the network will be determined based on the efcient allocation of physical layer resources. We develop two admission control algorithms. Presenting the joint admission control and resource allocation policy, we solve the admission control problem to determine the maximum number of HP users to be admitted in the network as a rst step. In the second step, we determine the resource allocation by providing the admitted HP users their requested QoS while trying to maximize the BE user utility simultaneously. We show that our algorithms achieve QoS performances very close to that of the highly complex, exhaustive search algorithm. R EFERENCES
[1] J. Gross, H. Karl, F. Fitzek, and A. Wolisz, Comparison of heuristic and optimal subcarrier assignment algorithms, in Proc. International Conf. Wireless Networks, 2003. [2] W. Rhee and J. M. Ciof, Increase in capacity of multiuser OFDM system using dynamic subchannel allocation, in Proc. IEEE Vehicular Technology Conf., vol. 2, 2000, pp. 10851089.

Fig. 8.

Comparison with [10].

100 90

% Success Rate

80 70 60 50 40 30 10 A=5 Proposed Scheme modified DSA modified DSA + PASP 12 14 16 18 20 22 24 26 28 30

A = 100

SNR (dB)

6 A=5 5.5

Average BE User Utility

5 4.5 4 3.5 3 2.5 10

A = 100 modified DSA modified DSA + PASP proposed CASP proposed CASP + PASP 12 14 16 18 20 22 24 26 28 30

SNR (dB)

(b) Fig. 9. Performance comparison with modied [6]: (a) HP user success rate, (b) BE user utility.

scheme proposed in [10] cannot guarantee a xed QoS rate to the HP users. It only provides bursty trafc to the users. If averaged over a longer time duration, such trafc pattern can promise a loose QoS guarantee. As can be seen from the gure, the instantaneous success rate of our proposed scheme totally outperforms the instantaneous success rate of [10]. For a practical SNR situation of 20dB, [10] could only achieve the performance of the proposed scheme if averaged over 20 transmission blocks. C. Extension of [6] In this part, we extend the work by Song and Li [6] to incorporate the HP users. Since, the step utility func-



[3] K. Inhyoung, L. Hae Leem, K. Beomsup, and Y. H. Lee, On the use of linear programming for dynamic subchannel and bit allocation in multiuser OFDM, in Proc. IEEE Global Communications Conf., vol. 6, 2001, pp. 36483652. [4] S. Zukang, J. G. Andrews, and B. L. Evans, Adaptive resource allocation in multiuser OFDM systems with proportional rate constraints, IEEE Trans. Wireless Commun., vol. 4, no. 6, pp. 27262737, 15361276, 2005. [5] G. Song and Y. Li, Cross-layer optimization for OFDM wireless networks-part I: theoretical framework, IEEE Trans. Wireless Commun., vol. 4, no. 2, pp. 614624, Mar. 2005. [6] , Cross-layer optimization for OFDM wireless networks-part II: algorithm development, IEEE Trans. Wireless Commun., vol. 4, no. 2, pp. 625634, Mar. 2005. [7] W. Cheong Yui, R. S. Cheng, K. B. Letaief, and R. D. Murch, Multiuser OFDM with adaptive subcarrier, bit, and power allocation, IEEE J. Select. Areas Commun., vol. 17, no. 10, 1999, 0733-8716. [8] S. Pietrzyk, G. Janssen, R. Unit, and P. Warsaw, Multiuser subcarrier allocation for QoS provision in the OFDMA systems, in Proc. IEEE Vehicular Technology Conf., vol. 2, 2002, pp. 10771081. [9] M. Ergen, S. Coleri, and P. Varaiya, QoS aware adaptive resource allocation techniques for fair scheduling in OFDMA based broadband wireless access systems, IEEE Trans. Broadcasting, vol. 49, no. 4, pp. 362370, 2003. [10] P. Svedman, S. K. Wilson, L. J. Cimini, and B. Ottersten, Opportunistic beamforming and scheduling for OFDMA systems, IEEE Trans. Commun., vol. 55, no. 5, pp. 941952, May 2007. [11] S. Shenker, Fundamental design issues for the future Internet, IEEE J. Select. Areas Commun., vol. 13, no. 7, 1995. [12] L. DaSilva, Pricing for QoS-enabled networks: a survey, IEEE Commun. Surveys, Second Quarter, 2000. [13] Z. Jiang, Y. Ge, and Y. Li, Max-utility wireless resource management for best-effort trafc, IEEE Trans. Wireless Commun., vol. 4, no. 1, pp. 100111, 2005. [14] M. Mandjes, Pricing strategies under heterogeneous service requirements, Computer Networks, vol. 42, pp. 231249, 2003. [15] IEEE standard for local and metropolitan area networks part 16: air interface for xed and mobile broadband wireless access systems, IEEE Std 802.16-2004, 2004. [16] B. Daneshrad, J. Leonard J. Cimini, M. Carloni, and N. Sollenberger, Performance and implementation of clustered-OFDM for wireless communications, Mob. Netw. Appl., vol. 2, no. 4, pp. 305314, 1998. [17] Q. Xiaoxin and K. Chawla, On the performance of adaptive modulation in cellular systems, IEEE Trans. Commun., vol. 47, no. 6, pp. 884895, 1999. [18] G. Reklaitis, A. Ravindran, and K. Ragsdell, Engineering Optimization: Methods and Applications. Wiley-Interscience, 1983. [19] S. Boyd and L. Vandenberghe, Convex Optimization. Cambridge University Press, 2004. [20] J. Matous ek and B. G artner, Understanding and Using Linear Programming. Springer, 2007. [21] J. Chinneck, An effective polynomial-time heuristic for the minimum-

cardinality IIS set-covering problem, Annals of Mathematics and Articial Intelligence, vol. 17, no. 1, pp. 127144, 1996. [22] S. Lai, R. Cheng, K. Letaief, and R. Murch, Adaptive trellis coded MQAM and power optimization for OFDM transmission, in Proc. IEEE Vehicular Technology Conf., vol. 1, 1999. [23] D. Hughes-Hartogs, Ensemble modem structure for imperfect transmission media, May 23 1989, US patent 4,833,706. [24] M. S. A. Bashar, Z. Ding, and Y. Li, QoS aware resource allocation for heterogeneous multiuser OFDM wireless networks, in IEEE Workshop Signal Processing Advances Wireless Commun., 2008. Sha Bashar Sha Bashar received the B.S. degree from Bangladesh University of Engineering and Technology and the M.S. degree from University of California, Davis both in electrical engineering, in 2005 and 2008, respectively. He is currently working towards the Ph.D. degree in the Department of Electrical and Computer Engineering at the University of California, Davis. His research interests are in the area of wireless communications and networks, with current emphasis on security, cross layer optimization and resource allocation. Zhi Ding Zhi Ding is the Child Family Endowed Professor of Engineering and Entrepreneurship at the University of California, Davis. He received his Ph.D. degree in Electrical Engineering from Cornell University in 1990. From 1990 to 1998, he was a faculty member of Auburn University. From 19982000, he was a faculty member of Electrical and Computer Engineering at the University of Iowa. He joined the University of California, Davis in 2000 as a professor of Electrical and Computer Engineering. Currently, he is also a guest Changjiang Chair Professor of the Southeast University in Nanjing, China. Prof. Ding is a Fellow of the IEEE and is named as 2004-6 Distinguished Lecturer by the Circuits and Systems Society. Professor Ding was associate editor for IEEE T RANSACTIONS ON S IGNAL P ROCESSING from 1994-1997 and 2001-2004. He served as associate editor for IEEE S IGNAL P ROCESSING L ETTERS from 2002-2005. He was a member of the Editorial Board of the IEEE S IGNAL P ROCESSING M AGAZINE. He served as the Technical Program Chair for COMSOCs Globecom-2006. Prof. Ding was a member of IEEE Signal Processing Societys Technical Committee on Statistical Signal and Array Processing (1994-1998) and a member of Technical Committee on Signal Processing for Communications (1998-2003). He also served on the IEEE Signal Processing Society Technical Committee on Multi-Media Signal Processing (2002-2005). Professor Ding has published over 200 refereed research papers. He also coauthored two books: Blind Equalization and Identication (Taylor and Francis, 2001) and Modern Digital and Analog Communication Systems (Oxford University Press, 2009). His major research interests are wireless communications, networking, and signal processing. He is a Distinguished Lecturer of the IEEE Communications Society for the term 2008-09.