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Concave Mappings with Applications

to Network Planning and Optimization

Renato L. G. Cavalcante, Member, IEEE, Yuxiang Shen, and Sawomir Stanczak, Senior Member, IEEE

Fraunhofer Heinrich Hertz Institute / Technical University of Berlin

Berlin, Germany

arXiv:1505.03006v5 [cs.IT] 12 Jan 2016

AbstractThis study presents novel methods for computing optimization of networks based on the orthogonal frequency

fixed points of positive concave mappings and for characterizing division multiple access (OFDMA) technology [4][10]. In

the existence of fixed points. These methods are particularly im- many of these applications, the mappings are positive concave

portant in planning and optimization tasks in wireless networks. mappings, which are a strict subclass of standard interference

For example, previous studies have shown that the feasibility of

mappings [7].

a network design can be quickly evaluated by computing the

fixed point of a concave mapping that is constructed based on

For example, by using standard interference coupling mod-

many environmental and network control parameters such as els that are widely used in the literature [11], the studies in [4]

the position of base stations, channel conditions, and antenna and [6] consider a very particular case of a positive concave

tilts. To address this and more general problems, given a positive mapping for the problem of load estimation in long-term

concave mapping, we show two alternative but equivalent ways evolution (LTE) networks. The fixed point of that mapping,

to construct a matrix that is guaranteed to have spectral radius if it exists, indicates the bandwidth required by each base

strictly smaller than one if the mapping has a fixed point. This station to satisfy the data rate requirements of users. With

matrix is then used to build a new mapping that preserves

this knowledge, we can evaluate the feasibility of a network

the fixed point of the original positive concave mapping. We

design by verifying whether the required bandwidth does not

show that the standard fixed point iterations using the new

exceed the available bandwidth. However, especially in large-

mapping converges faster than the standard iterations applied

to the original concave mapping. As exemplary applications of scale planning, computation of the fixed point may require

the proposed methods, we consider the problems of power and time-consuming iterative methods. Therefore, the development

load estimation in networks based on the orthogonal frequency of fast tools to ensure the existence of a fixed point before

division multiple access (OFDMA) technology. starting a time-consuming iterative process is of high practical

relevance to network designers and to algorithms for self-

I. I NTRODUCTION organizing networks.

Problems that can be posed as that of finding fixed points In the above-mentioned load estimation problem, existence

of standard interference mappings are ubiquitous in commu- of a fixed point is fully characterized by the spectral radius

nication systems [1][9], and, in particular, in planning and of a matrix that is easily constructed from the associated

concave mapping [6]. We can also use this matrix to build

This work was partially supported by the Deutsche Forschungsgemeinschaft an affine mapping having as its fixed point a vector that gives

(DFG) under Grant STA 864/9-1. Copyright (c) 2015 IEEE. Personal use of

a lower bound of the network load. The main advantage of

this material is permitted. However, permission to use this material for any

other purposes must be obtained from the IEEE by sending a request to pubs- working with affine mappings in finite dimensional spaces is

permissions@ieee.org that computation of their fixed points reduces to solving simple

2

systems of linear equations, so we may easily obtain in this points of general positive concave mappings. We also pro-

way a certificate that the current network configuration is not pose novel low-complexity iterative methods that improve the

able to serve the demanded traffic. convergence speed of the standard fixed point algorithm. In

The first objective of this study is to show that, by using the Sect. V we revisit the problems of load and power estimation in

concept of recession or asymptotic functions in convex analysis OFDMA-based networks, and we show how the novel results

[12], [13], the technique used in [6] for the construction of and algorithms proposed here can be used in these concrete

the above-mentioned matrices (hereafter called lower bounding applications.

matrices) admits a simple extension to general positive concave

mappings. This extension has been motivated by recent results II. P RELIMINARIES

in power estimation in LTE networks [8], [9], which deal with

mappings different from that considered in [4], [6]. Concave In this study, we use the following standard definitions. By

mappings are also common in many applications in different hx, yi for arbitrary x RN and y RN , we denote the

fields [14], so the results of this study are relevant for appli- standard inner product hx, yi := xt y. Its induced norm is

p

cations outside of the wireless domain. We show alternative given by kxk := hx, xi. The set I := {1, . . . , N } is the

construction methods for lower bounding matrices that are set of indices of the components of vectors in RN . The -

very simple in many applications, including those originally norm of a vector x = [x1 , . . . , xN ] is the norm given by

considered in [6]. We also prove that the spectral radius of kxk := maxiI |xi |. We define by ek the kth standard

lower bounding matrices of general concave mappings gives basis vector of RN . Vector inequalities should be understood

a necessary condition for the existence of fixed points. For as component-wise inequalities, and we define RN + := [0, [

N

N

(the superscript is omitted if N = 1).

be sufficient. The set of positive integers is denoted by N := {1, 2, . . .}.

The spectral radius of a matrix M RN N is given by

The second objective of this study is to develop an accelera-

(M ) := max{|1 |, . . . , |N |}, where 1 , . . . , N are the

tion method for the standard fixed-point iteration described in

eigenvalues of the matrix M . The component of the ith row

[1] when applied to concave mappings. More specifically, we

and kth column of a matrix M is denoted by [M ]i,k . For a

combine the lower bounding matrix and the original positive

vector x = [x1 , . . . , xN ] RN , the matrix diag(x) RN N

concave mapping to generate a new mapping that has the

is a diagonal matrix with [diag(x)]i,i = xi .

same fixed point of the original concave mapping. By applying

the standard fixed point iteration to this new mapping, the Concave functions and standard interference functions play

convergence speed is improved in a well-defined sense, and a crucial role in this study, so we review below basic definitions

the computational complexity is not unduly increased because and known results that are extensively used in the next sections.

only one additional matrix-vector multiplication per iteration

is required. As exemplary applications of the above results, Definition 1 (Convex set) A set C RN is said to be convex

we consider the problems of power and load estimation in if

OFDMA-based systems [8], [9].

This study is structured as follows. In Sect. II we review (x C)(y C)( ]0, 1[) x + (1 )y C.

basic results in convex analysis and in interference calculus.

The material in Sect. II can now be considered standard, but Definition 2 (Concave functions) We say that f : C R

we also show a simple proof of the fact that positive concave {} is a concave function if C RN is a convex set and

functions are standard interference functions. In Sect. II we

relate some results in [6] (used to compute lower bounds (x dom f )(y dom f )( ]0, 1[)

for load in LTE network planning) to standard results on f (x + (1 )y) f (x) + (1 )f (y),

recession functions in convex analysis. The relations are used

in Sect. IV to derive conditions for the existence of fixed where dom f := {x C | f (x) > } is the (effective)

3

1

domain of f . Definition 4 (Recession or asymptotic functions) Let f :

RN R {} be upper semicontinuous, proper, and

Concave functions f : C R {} with C RN

concave. We define as its recession or asymptotic function at

for which there exists at least one vector x C satisfying

y RN the function given by (see [12, Ch. 2.5] [13, p. 152]

f (x) > are called proper concave functions. If for every

for the standard definition for convex f ):

sequence {xn }nN C converging to an arbitrary vector x

f (x + hy) f (x)

C, we have lim supn f (xn ) f (x), then we say that the (x domf ) f (y) := lim .

h h

function f is upper semicontinuous (on C).

(NOTE: The above limit is always well defined. We assume

Every concave function f : C R {} can be related

that it can take the value .)

to a convex function by f : C R {} (f takes the

value whenever f takes the value ), so the following Fact 2 If f : RN R {} is a proper, upper semicon-

results on concave functions can be directly deduced from tinuous, and concave function, then for every y domf we

standard results on convex functions found in the literature have [12, Corollary 2.5.3]

[12], [13].

f (y) = lim+ hf (h1 y), (1)

h0

Definition 3 (Superdifferentials and supergradients) Let and the above is valid for every y RN if 0 dom f .

f : C R {} be a concave function with

6= C RN . The superdifferential of f at x dom f is the Fact 3 Let f : RN R {} be proper, upper semicon-

set given by tinuous, and concave. Then [12, Proposition 6.5.1]

f (x) := u RN | (y C) hy x, ui + f (x) f (y) . f (y) = inf{hg, yi | g f (x), x dom f }.

If x / dom f , then we define f (x) := . A vector g Many estimation and optimization tasks in communication

f (x) is called a supergradient of f at x. The domain of networks can often be posed as systems coupled by standard

the superdifferential f is the set given by dom f := {x interference functions, which we define below.

RN | f (x) 6= }.

Definition 5 (Standard interference functions and mappings

In this study, if the point at which a supergradient is [1]) A function f : RN + R++ is said to be a standard

selected needs to be explicitly known, then we often use the interference function if the following properties hold:

notation g(x) f (x) to denote an arbitrary choice of the (Scalability) (x RN

1) + ) ( > 1) f (x) > f (x).

supergradient at x. (Monotonicity) (x1 RN N

2) + ) (x2 R+ ) x1 x2

As a particular case of [13, Corollary 16.15], we have the f (x1 ) f (x2 ).

following: Given N standard interference functions fi : RN + R++ ,

i = 1, . . . , N , we call the mapping T : R+ RN

N

++ : x 7

Fact 1 Let f : RN + R++ be concave. Then the superdiffer-

[f1 (x), . . . , fN (x)] a standard interference mapping.

ential f (x) is nonempty for every x RN

++ .

The proposed acceleration methods are based on the concept

RN N

+ R++ be a standard interference mapping. Then the

of recession functions (or asymptotic functions) in convex

following holds:

analysis.

1 In

the literature, when a concave function f is allowed to take the value of fixed points of T , then Fix(T ) is either an empty set or a

, assuming that C = RN is a common practice. If C is a proper subset

singleton.

of RN , we can define f (x) = if x RN \C to extend f from C to

RN . By doing so, the effective domain is preserved. However, for notational

Fact 4.2 Fix(T ) 6= if and only if there exists x RN such

convenience later in the text, we do not necessarily adhere to this convention,

and we allow C to be a strict subset of RN . that T (x ) x .

4

Fact 4.3 If Fix(T ) 6= , then it is the limit of the sequence conclude that

{xn }nN generated by xn+1 = T (xn ), where x1 RN + is ar- 1

2

f (x2 ) lim f (x1 ) f (x1 ) = f (x1 ).

bitrary. If x1 satisfies T (x1 ) x1 (resp. T (x1 ) x1 ), then

the sequence is monotonically increasing (resp. monotonically

decreasing) in each component. In particular, monotonically As every result stated in this section, Proposition 1 can

increasing sequences are produced with x1 = 0. be considered standard (see [7] and the references therein).

Nevertheless, we have decided to include a simple proof of this

The focus of this study is on (positive) concave functions,

proposition because similar statements can often be found in

which as shown below are a subclass of standard interference

the literature without proof. Furthermore, some partial proofs

functions.

available in the literature make implicit assumptions such as

the existence of the supergradients on the boundary of the

Proposition 1 Concave functions f : RN

+ R++ are

domain RN + and/or the strict concavity of the functions. We

standard interference functions:

emphasize that these assumptions are not required. As an

Proof: We need to prove that concave functions f : RN

+ example of a positive concave function (and hence a standard

R++ satisfy the scalability and monotonicity properties in interference function) not satisfying these two assumptions, we

Definition 5. have

(Scalability) Let > 1 and x RN + be arbitrary. By 1, if x = 0,

concavity of f , for every ]0, 1[, we have f (x) = f : R+ R++ : x 7

2, otherwise.

f (x+ (1 )0) f (x)+ (1 )f (0). In particular, for

= 1/, we conclude from the last inequality and positivity To characterize the existence of fixed points of affine stan-

of f that dard interference mappings, we can use the following fact:

1 1 1

f (x) f (x) + 1 f (0) > f (x), Fact 5 [2, Theorem A.16] For an arbitrary matrix M

P

RN N , if (M ) < 1, then k

k=1 M converges and (I

which proves the scalability property. P

M )1 = I + k=1 M k .

(Monotonicity) Let (x1 , x2 ) RN N

+ R+ satisfy x2 x1 .

As a result, x1 + (x2 x1 ) RN + for every 0. From N

Fact 6 [2, Theorem A.51] Let M RN + be a non-

the definition of concavity, we also have N

negative matrix, and let p R++ be arbitrary. A sufficient

( ]0, 1[)( 0) and necessary condition for the system x = p + M x to have

a (strictly) positive solution x RN

++ is (M ) < 1.

f ((1 )x1 + (x1 + (x2 x1 )))

(1 )f (x1 ) + f (x1 + (x2 x1 )) . We end this section with a very simple statement that is

used later to clarify an argument in Sect. V.

In particular, for an arbitrary > 1 and for = 1/, we

obtain from the positivity of f that Remark 1 Let M RN N be arbitrary and D RN N be

1 1 an invertible matrix. Then the eigenvalues of the matrices M

f (x2 ) 1 f (x1 ) + f (x1 + (x2 x1 ))

and DM D 1 are the same (which in particular implies that

1

> f (x1 ) f (x1 ). (M ) = (DM D1 )).

The inequality f (x2 ) > f (x1 ) (1/)f (x1 ) is valid for Proof: Assume that x is a right eigenvector associated

every > 1, so we can take the limit as goes to infinity to with an eigenvalue , and define y := Dx. As a consequence,

2 In finite dimensional spaces, all norms are equivalent. Therefore, conver- M x = x M D1 y = D 1 y DM D 1 y = y,

gence of a sequence {xn }nN RN to a point x RN does not depend

on the choice of the norm; i.e., limn kxn x ka = 0 for any norm and the result follows.

k ka .

5

III. C OMPONENT- WISE INFIMUM OF SUPERGRADIENTS OF Lemma 1.3 As in Lemma 1.2, let x RN + and k I be

POSITIVE CONCAVE FUNCTIONS arbitrary and assume that x+hek dom f for every h 0.

The main objective of this section is to propose two simple Then

techniques for computing the component-wise infimum of

(h > 0)(g(x + hek ) f (x + hek ))

supergradients of concave functions (c.f. Proposition 2 and

f (x + hek ) f (x)

Proposition 3). These techniques are motivated by the fol- gk (x + hek ) , (2)

h

lowing application. In load estimation problems in wireless

where [g1 (x + hek ), . . . , gN (x + hek )]t := g(x + hek ).

networks, the values taken by partial derivatives of functions

related to the load coupling among base stations attain their Proof:

infimum asymptotically as we move to infinity in the direction 1) We prove the result by contradiction. Assume that there

of a basis vector [4], [15]. This observation has given rise to exists a supergradient g =: [g1 , . . . , gN ]t f (x ) at

efficient techniques for the computation of lower bounds for some point x dom f such that gi < 0 for an

the load in that very particular application domain [15], and arbitrary i {1, . . . , N }. We know from the definition

extending these results to a more general class of concave of supergradients that

functions is highly desirable for other applications such as

power estimation in networks. (y RN t

+ ) f (y) f (x ) + g (y x ).

we show below that the above-mentioned asymptotic result obtain

can be generalized to all positive concave functions, even if

the functions are not differentiable, in which case we use f (u(h)) f (x ) + g t (u(h) x ) = f (x ) + gi h.

supergradients instead of gradients (c.f. Proposition 3). We

Now, since gi < 0 by assumption, we obtain f (u(h))

can further show that the component-wise infimum taken by

0 for an arbitrary h f (x )/|gi |, which contradicts the

the supergradients can be easily obtained by means of simple

positivity of the range of the function f : RN + R++ .

schemes that do not require the computation of supergradients

This proves Lemma 1.1.

(c.f. Proposition 2). These infimum values are used later by

2) By Definition 3, for arbitrary x1 , x2 dom f , we

the proposed acceleration schemes to compute fixed points of

have f (x1 ) f (x0 ) + g t0 (x1 x0 ) and f (x0 )

positive concave mappings, and they can also be used to obtain

f (x1 ) + g t1 (x0 x1 ), where g 0 f (x0 ) and g 1

a certificate that the mapping does not have a fixed point. We

f (x1 ) are arbitrary supergradients. Summing these

start by formalizing some simple properties of supergradients

two inequalities yields

of concave functions.

t

(g 1 g 0 ) (x1 x0 ) 0. (3)

Lemma 1 Let f : RN

R++ be an upper semicontinuous

+

In particular, for x1 = x + hek and x0 = x, we

concave function. Then the following holds:

have 0 x1 x0 = hek 6= 0, and we can set

Lemma 1.1 All supergradients of f are non-negative vectors; g 0 = g f (x) and g 1 = g f (x + hek ). Using

i.e., these particular choices for x0 , x1 , g 0 , and g 1 in (3), we

(x dom f ) (g f (x)) g 0. obtain gk gk . Non-negativity of gk has been proved

in the first part of the lemma.

Lemma 1.2 Let x RN + and k I be arbitrary and assume

3) Use x = x in the supergradient inequality f (x )

that x + hek dom f for every h 0. Then f (x + hek ) + g(x + hek )t (x x hek ).

(h > 0) (g f (x)) (g f (x + hek ))

We can now show an efficient scheme to compute the

0 gk gk ,

element-wise infimum of supergradients.

where [g1 , . . . , gN ] := g and [g1 , . . . , gN

t

] := g .

t

6

S

Proposition 2 Let S := xRN f (x) be the set of all for any choice of x and k satisfying the assumptions of the

+

supergradients of an upper semicontinuous concave function lemma. Using (2) in Lemma 1.3 and the definition of recession

f : RN

+ R++ . For each k I, define functions, we deduce

gk lim gk (x + hek )

then we have h

f (x + hek ) f (x)

lim = f (ek ).

(k I) gk = lim+ hf (h1 ek ). h h

h0

The result now follows by noticing that f (ek ) = gk by

Proof:

Fact 3. (Non-negativity of gk is immediate from Lemma 1.1.)

We have gk 0 as a direct consequence of Lemma 1.1. Now

consider the standard extension f : RN R++ {} of

f : RN

+ R++ given by IV. ACCELERATION ALGORITHMS FOR POSITIVE

f (x) if x RN CONCAVE MAPPINGS

+

f(x) =

otherwise, Having two efficient methods to compute the component-

wise infimum of supergradients of concave functions, we can

and let k I be arbitrary. By construction, f is upper now proceed with the study of general concave mappings.

semicontinuous, proper, and concave. Furthermore, dom f = To avoid unnecessary technical digressions, we do not deal

dom f, dom f = domf, and f (x) = f(x) for every with concave functions f : RN+ R++ that are not upper

x dom f. By Fact 3, we have gk = f (ek ) (see semicontinuous. To formalize this assumption, we use the

Definition 4), and the result now follows from Fact 2. following definition:

Next, we show an alternative means of computing gk in

(4). This alternative method has been used in [6] for a very Definition 6 (Positive concave mappings) We say that T :

particular concave function appearing in load estimation in RN N

+ R++ is a positive concave mapping if it is given by

LTE networks (see Sect. V-A).

T (x) := [f1 (x), . . . , fN (x)]t , (6)

where all functions f1 : RN N

+ R++ , . . . , fN : R+ R++

N

tion, assume that f : R+ R++ is an upper semicontinuous are concave and upper semicontinuous.

concave function and that x+hek dom f for every h 0.

By Proposition 1, we know that positive concave mappings

Define by [g1 (x + hek ), . . . , gN (x + hek )] := g(x + hek )

are standard interference mappings. The remaining of this

f (x + hek ) an arbitrary supergradient at x + hek . Then

section has the objective of investigating the following prob-

lim gk (x + hek ) = gk 0, (5) lems associated with a positive concave mapping T (which, as

h

shown in Sect. V, are problems that need to be addressed in

where gk is defined in (4). many network planning and optimization tasks):

Proof: Let k I be arbitrary. It follows from Lemma 1.2 P1) Verify whether T has a fixed point by using computa-

that, irrespective of the criterion we use to select a super- tionally efficient algorithms.

gradient g(x + hek ) f (x + hek ), its kth component P2) Improve the convergence speed of the standard iteration

gk (x + hek ) should be monotonically non-increasing as h in Fact 4.3 to obtain the fixed point of T (if it exists).

increases (and lower bounded by 0). As a result, the limit

limh gk (x + hek ) exists. By definition, gk is the infimum A. Conditions for the existence of fixed points of positive

of the kth component of all supergradients, hence we have that concave mappings

To address problem P1), we use the concept of lower

gk lim gk (x + hek )

h bounding matrices, which we define as follows:

7

Definition 7 The lower bounding matrix of a positive concave Lemma 2 Let M be the lower bounding matrix of a positive

mapping T : RN N t

+ R++ : x 7 [f1 (x), . . . , fN (x)] is the concave mapping T : RN N

+ R++ in accordance with

N

non-negative matrix M RN + with its ith row and kth Definition 7. Then

column given by

(y RN N

+ )(x R+ ) x y T (x) T (y) + M (x y).

S (10)

where Si := xRN fi (x).

+

Proof: We prove the inequality for an arbitrary component

Note that Proposition 2 and Proposition 3 show two simple of the mapping T ; i.e., for the function fi , where i I is

techniques to compute each component of lower bounding arbitrary. Let y RN + and x y be arbitrary vectors, and

matrices. construct the sequence {xn := (1/n)1 + x}nN RN ++ . By

Fact 1, we have xn dom fi for every n N. From the

Example 1 (Construction of lower bounding matrices with

definition of supergradients, we know that, for every n N,

the results in Propositions 2 and 3) Let the functions f1 :

RN N fi (y) + g tn (xn y) fi (xn ), (11)

+ R++ , . . . , fN : R+ R++ be concave and upper

semicontinuous. Using Proposition 2, we can compute the where g n fi (xn ) is an arbitrary supergradient. By Defini-

lower bounding matrix M of the mapping T : RN N

+ R++ : tion 7, the ith row of M , denoted by mi 0 as a column

t

x 7 [f1 (x), . . . , fN (x)] by vector, is the component-wise infimum of all supergradients of

the function fi , hence 0 mi g n for every n N. Using

M=

this last relation together with xn y in (11), we deduce:

limh0+ hf1 (h1 e1 ) limh0+ hf1 (h1 eN )

(n N)

... ..

. ... .

limh0+ hfN (h1 e1 ) limh0+ hfN (h1 eN ) fi (y) + mti (xn y) fi (y) + g tn (xn y) fi (xn ).

(8) By construction, limn xn = x. As a result, we con-

Equivalently, by fixing x RN clude from the continuity of affine functions and upper semi-

++ arbitrarily, we can also

compute the lower bounding matrix M with the results in continuity of fi that

Proposition 3 and Fact 1 as follows: fi (y) + mti (x y) = lim sup(fi (y) + mti (xn y))

n

M= lim sup fi (xn ) fi (x).

n

limh g11 (x + he1 ) 1

limh gN (x + heN )

.. .. ..

. ,

. . The next proposition addresses problem P1) stated in the

N N

limh g1 (x + he1 ) limh gN (x + heN ) beginning of this section:

(9)

Proposition 4 Let M be the lower bounding matrix of a

where we denote by gki (x) the kth element of a supergradient

positive concave mapping T : RN N

+ R++ . A necessary

of fi at x RN i i t

++ (i.e., [g1 (x), . . . , gN (x)] fi (x)). condition for Fix(T ) 6= is (M ) < 1.

Proposition 2 and Proposition 3 also show that the lower Proof: Use y = 0 in (10) to verify that the affine mapping

bounding matrix is non-negative. The name lower bounding T L : RN N

+ R++ : x 7 T (0) + M x satisfies T (x)

matrix stems from the fact that this matrix is constructed TL (x) > 0 for every x RN + . Being an affine mapping,

with component-wise lower bounds of supergradients. Lower TL is a positive concave mapping, hence it is also a standard

bounding matrices can also be used to construct affine map- interference mapping by Proposition 1. Now let x RN ++ be

pings that serve as lower bounds of their corresponding posi- the fixed point of the mapping T . By Lemma 2, we obtain:

tive concave mappings, in the following sense:

TL (x ) T (x ) = x , (12)

8

which implies the existence of the (unique) fixed point of the Proposition 5 Let T : RN N

+ R++ be a positive concave

mapping TL by Fact 4.2. In other words, there exists a unique mapping with lower bounding matrix M satisfying (M ) < 1.

positive vector xb RN b = T (0) + M x

++ satisfying x b , and we In addition, assume that

know by Fact 6 that there exists a positive vector satisfying this

(y RN N

++ )(x R+ ) T (x) y + M x. (13)

last equality if and only if (M ) < 1 (recall that T (0) > 0

N

and that M RN + by construction). Then the mapping T has a fixed point.

An immediate consequence of Fact 5 and Proposition 4 is

the following useful result: Proof: Let y RN ++ be a vector satisfying T (x)

y + M x for every x RN + . By Fact. 6, we know that x :=

Corollary 1 Let T : RN N

+ R++ be a positive concave (I M )1 y is a strictly positive vector. Therefore,

N

mapping with Fix(T ) 6= , and denote by M RN + its

T (x ) y + M x = (I M )x + M x = x ,

existing lower bounding matrix given by Definition 7. Then

(I M )1 exists, and it is a non-negative matrix. and the above implies that Fix(T ) 6= by Fact. 4.2.

enables us to certify that a given positive concave mapping

has no fixed point. We only need to show that the spectral B. Acceleration techniques for positive concave mappings

radius of its lower bounding matrix has spectral radius greater

We now turn our attention to problem P2). To address this

than or equal to one. This result is highly relevant in network

problem, we use the concept of accelerated mappings, which

optimization and planning problems. As already mentioned

we define as follows:

in the introduction, in these applications, the feasibility of a

network design follows from the existence of the fixed point

Definition 8 (Accelerated mappings) Let T : RN N

+ R++ be

of a mapping that is constructed based on antenna tilts, power

a positive concave mapping and M be its lower bounding

allocations, the position of base stations, etc. Optimization of

matrix. If (M ) < 1, the accelerated mapping TA : RN

+

the network performance (e.g., in terms of energy efficiency,

RN

++ of T is the mapping given by:

capacity, coverage, etc.) over the joint set of all control

parameters is typically an NP-hard problem. As a result, many TA (x) := (I M )1 (T (x) M x). (14)

optimization algorithms proposed in the literature are greedy

heuristics that need a fast feasibility check of multiple network To see that the codomain of TA in the above definition is

configurations at each iteration [4]. Proposition 4 opens up indeed RN++ , note that, by Lemma 2, we have that T (x)

the door to the development of efficient and fast methods M x T (0) > 0 for x RN + . Now use Fact 5 to conclude

1

for excluding many infeasible network configurations from that (I M ) (T (x) M x) is a (strictly) positive vector

consideration, which can significantly accelerate the overall for every x RN+.

optimization process. The next lemma shows an alternative way to compute

We emphasize that the converse of Proposition 4 does not accelerated mappings. The main advantage of this alternative

hold in general. There are mappings for which the lower expression is computational. We have to perform only one

bounding matrix has spectral radius strictly less than one, and matrix-vector multiplication.

yet mappings do not have a fixed point (see the application

in Sect. V-B). Therefore, to characterize the existence of a Lemma 3 Let TA : RN N

+ R++ be the accelerated mapping

fixed point based on the spectral radius of the lower bounding of the concave mapping T : RN N

+ R++ , where we assume

matrix, we need additional assumptions on the mapping. The that the lower bounding matrix M of T satisfies (M ) < 1.

next proposition shows a particularly useful assumption that is Then TA in (14) can be equivalently expressed as

satisfied in load estimation problems (see Sect. V-A and [6]

for a particular application of this proposition). TA (x) = (I M )1 (T (x) x) + x. (15)

9

Proof: Recalling that the matrix I M is invertible as a are estimates of the power allocation or of the load at the base

direct consequence of Fact 5, we deduce: stations [4][9]. Therefore, even if the mapping has a fixed

point, the network design is invalid if the power or load of any

TA (x) = (I M )1 (T (x) x) + x

base station exceeds its physical limit. If the iterative algorithm

(I M )TA (x) = T (x) x + (I M )x produces a monotonically increasing sequence, we obtain a

(I M )TA (x) = T (x) M x certificate that the design is invalid as soon as any element of

TA (x) = (I M )1 (T (x) M x). the vector sequence exceeds its limit. It is particularly in these

cases that the standard iteration with the accelerated mapping

TA converges faster than the standard iteration with the original

Positive concave mappings and their corresponding ac-

mapping T , in the following sense:

celerated mappings have many common characteristics. In

particular, they are both standard interference mappings, and Definition 9 (Faster convergence) Let {xn }nN RN and

they have the same fixed point, as shown below. {y n }nN RN be two sequences converging to the same

vector u RN . We say that the sequence {xn }nN RN

Lemma 4 Assume that T : RN N

+ R++ is a positive concave converges faster than {yn }nN RN if kxn u k ky n

mapping with lower bounding matrix M satisfying (M ) <

u k for every n N.

1. Then the accelerated mapping TA : RN N

+ R++ of T

is a standard interference mapping. Furthermore, Fix(T ) = With the above definition, we can now formally state the

Fix(TA ). improvement obtained by using TA instead of T with the

standard iteration in Fact 4.3.

Proof: By (M ) < 1, the matrix inverse (I M )1

exists, and it is a non-negative matrix (Fact 5). As a result, Proposition 6 Assume that T : RN N

+ R++ is a positive

each component of the mapping T (x) := (I M )1 T (x) concave mapping with lower bounding matrix M RN N

(x RN + ) is a positive sum of concave functions, hence satisfying (M ) < 1. Let TA : RN N

+ R++ be the accel-

the resulting function is also concave. Observing that linear erated mapping of T . Consider the following two sequences:

functions are both concave and convex, we verify that each {xn+1 := T (xn )}nN and {xn+1 := TA (xn )}nN . Assume

component of TA (x) = T (x) (I M )1 x + x > 0 is that both sequences start from the same vector u RN +;

a positive sum of concave functions, hence TA is a positive i.e., u = x1 = x1 . If {xn }nN is monotonically increasing

concave mapping. Proposition 1 now shows that TA is a (resp. monotonically decreasing) in each component, then the

standard interference mapping. Consequently, TA has a unique following holds:

fixed point, if it exists (Fact 4.1). If x Fix(T ), then

TA (x ) = (I M )1 (T (x ) M x ) = (I M )1 (x Proposition 6.1 {xn }nN is monotonically increasing (resp.

M x ) = (I M )1 (I M )x = x . The converse is monotonically decreasing) in each component.

also immediate. Note that T (x) = (I M )TA (x) + M x,

hence T (x ) = x if TA (x ) = x , and we conclude that Proposition 6.2 xn xn (resp. xn xn ) for every n N.

Fix(T ) = Fix(TA ).

Proposition 6.3 If the mapping T has a fixed point (which,

The practical implication of Lemma 4 is that, to compute the

in particular, it is automatically guaranteed if {xn }nN is

fixed point of a positive concave mapping T , we can instead

monotonically decreasing in each component), then {xn }nN

compute the fixed point of its accelerated version TA by using

converges faster than {xn }nN to x Fix(T ), in the sense

the standard iteration xn+1 = TA (xn ) shown in Fact 4. In

of Definition 9.

many applications, having a monotone sequence {xn }nN is

desirable, and a sequence of this type can be constructed with Proof: We prove the proposition only for monotonically

the standard fixed point iteration by starting the iterations from increasing sequences (in each component). The proof for

x1 = 0 (see Fact 4.3). For example, in network planning and monotonically decreasing sequences can be obtained in a

optimization tasks, the fixed points of the concave mappings similar fashion by reversing all inequalities.

10

+ R++ is a positive concave mapping with

mapping, so, in light of Fact 4.3, we only need to prove a fixed point denoted by x RN ++ . Since this fixed point is

that TA (u) u if T (u) u. strictly positive, for an arbitrary vector x RN + there always

By assumption, T (u) u 0 and (M ) < 1. In exists > 1 satisfying x x . From Definition 5, we verify

particular, by using Fact 5 and non-negativity of M , that T (x) T (x ) < T (x ) = x . These inequalities

the last inequality implies that (I M )1 is a non- imply that (see also Fact. 4.3) i) T n (0) T n (x) T n (x )

negative matrix. Consequently, from (15), we deduce: for every n N, ii) the sequence {T n (x )}nN is mono-

tonically decreasing, and iii) {T n(0)}nN is monotonically

TA (u) = (I M )1 (T (u) u) + u u.

increasing. In other words, each term of the monotone se-

2) We show the result by using induction. Assume that quences {T n (0)}nN and {T n(x )}nN are, respectively,

xn xn for a given n N. From the definition of the (element-wise) lower and upper bounds for each term of

mapping TA in (14), we deduce: the sequence {T n (x)}nN . All the above arguments are also

valid if we exchange T by its corresponding accelerated

TA (xn ) = xn+1 = T (xn ) + M (xn+1 xn ). (16)

mapping TA , and we note that lower and upper bounding

We have already proved that {xn } is monotonically sequences {TAn (0)}nN and {TAn(x )}nN for the sequence

increasing with the assumptions of the proposition {TAn (x)}nN converge faster to the fixed point x when com-

(hence xn+1 xn 0), M is a non-negative ma- pared to the lower and upper bounding sequences {T n(0)}nN

trix, and T is a mapping satisfying the monotonicity and {T n (x )}nN for the sequence {T n(x)}nN . In other

property of standard interference functions. Using these words, the sequence produced by xn+1 = TA (xn ) with

observations in (16), we verify that: x1 = u RN + arbitrary has sharper element-wise bounds

than the sequence produced by xn+1 = T (xn ) for the same

xn+1 = TA (xn ) T (xn ) T (xn ) = xn+1 .

starting point x1 = u.

The above arguments are valid, in particular, for n = 1,

because x1 = x1 = u by assumption. Remark 3 The price we pay to use the accelerated iteration

3) First recall that both {xn }nN and {xn }nN converge xn+1 = TA (xn ) instead of using xn+1 = T (xn ) is the need

to the uniquely existing fixed point x Fix(T ) for a matrix-vector multiplication, if TA is evaluated by using

(Lemma 4 and Fact 4.3). The desired result kxn (15) (assuming that the lower bounding matrix is not the zero

x k kxn x k , valid for every n N, follows matrix). Furthermore, a matrix inversion is required (or, for

directly from Proposition 6.2. increased numerical stability, a matrix decomposition), but this

operation needs to be done only once. One situation where the

As an immediate consequence of Proposition 6 and Fact 4.3, proposed scheme is particularly useful is when the evaluation

we have the following. of the mapping T is time consuming when compared to the

matrix-vector multiplication. In this situation, for all practical

Corollary 2 Assume that T : RN N purposes, the time to compute xn or xn is roughly equivalent

+ R++ is a positive

concave mapping with x Fix(T ) 6= , and denote by for a given n N sufficiently small. However, for every n N,

T A : RN N xn is guaranteed to be a better approximation of the fixed

+ R++ its corresponding accelerated mapping.

Then the sequence {TAn (0)}nN converges faster to x than point of the mapping T than xn . This situation is common in

the sequence {T n (0)}nN , in the sense of Definition 9 (we network planning.

assume that both sequences start from the vector 0).

V. A PPLICATIONS IN N ETWORK P LANNING AND

vergence of the iteration in Fact. 4.3, we can also argue We now apply the general results in the previous sections

that the proposed accelerated scheme is expected to be fast to two concrete estimation problems in LTE networks. First,

when the initial point is arbitrary. More precisely, assume we consider the load estimation task discussed in [4][7],

11

bandwidth required to satisfy the data rate demand of all users f i : RM M

+ R++ R++

in the network, by assuming that the transmit power of all base P dj

(, p)

7 jNi .

stations is given. Ki,j (, p)

The second application we consider is the reverse of load Note that, for each fixed p RM++ and i M, the function

estimation. For a given load allocation at the base stations, M

hp,i : R+ R++ : 7 fi (, p) is concave, hence the

the objective is to estimate the power allocation inducing that solution of (17) with fixed p can be obtained by computing

load. This reverse problem has been motivated by the study in the fixed point of the positive concave mapping given by [5],

[8], which has proved that using all available bandwidth is ad- [7]

vantageous from various perspectives, and, in particular, from

the perspective of transmit energy savings and interference Tp () := [hp,1 (), . . . , hp,M ()]t . (18)

reduction. That study also proves that there exists a standard Therefore, all the theory developed in the previous sections ap-

interference mapping having as its fixed point the solution of plies to this problem, and, in particular, the novel acceleration

the power estimation problem, and the study in [9] has shown schemes for the computation of fixed points. Before proceeding

that the interference mapping can take the form of a positive with numerical examples of the acceleration schemes, we

concave mapping. revisit known results related to this problem, and we show how

the application-agnostic approaches developed in Sect. III and

A. Load estimation

in Sect. IV can be used to reach these known results in a more

We consider an LTE network with M base stations and N

convenient way.

users represented by elements of the sets M = {1, . . . , M }

In particular, the authors of [6] construct a matrix by com-

and N = {1, . . . , N }, respectively. The set of users connected

puting the values that the partial derivatives of the functions

to base station i M is denoted by Ni , and the data rate

hp,1 , . . . , hp,M attain when a given component of the argument

requirement of user j N is given by dj > 0. The propagation

of these functions goes to infinity. It has been shown in [16]

loss between user j N and base station i M is denoted by

that the system of nonlinear equations in (17) has a solution if

gi,j > 0. Each base station i M has K resource units that

and only if the spectral radius of this matrix proposed in [6]

can be assigned to users, and the transmit power per resource

is strictly less than one. Using the terminology and results in

unit for each base station i M is pi > 0. The reliable

Sect. III and in Sect. IV, we note that the matrix suggested

downlink data rate for each resource unit connecting base

in [6] is a particular case of a lower bounding matrix in

station i M to user j N is approximated by the following

Definition 7 constructed with the technique in Proposition 3.

well-established interference-coupling model [4][7], [10]:

The fact that the spectral radius of this lower bounding matrix

! gives sufficient and necessary conditions to characterize the

pi gi,j

i,j (, p) = B log2 1+ P 2

, existence of a solution of the nonlinear system is a direct con-

kM\{i} k pk gk,j +

sequence of the application-agnostic results in Proposition 4

where 2 is the noise power per resource unit, p = and Proposition 5.

[p1 , . . . , pM ]t is the downlink power vector per resource unit, To be more precise, we can use (9) to construct the lower

and = [1 , . . . , M ]t is the load vector. Here, the load i is bounding matrix M p of the mapping Tp as follows:

fraction of the number of resource units in the time-frequency

grid that users in the set Ni require from base station i. For Mp =

fixed power allocation p RM ++ , the load is the solution to limh g11 ( + he1 ) limh gM

1

( + heM )

.. .. ..

the following system of nonlinear equations [4][7]: ,

. . .

1 = f1 (, p) limh g1M ( + he1 ) limh gMM

( + heM )

..

. (17)

where RM i

++ is arbitrary and gk () is the kth component

M = fM (, p), of a supergradient of the function hp,i at an arbitrary point

12

100

differentiable in the interior of its domain, gki () is simply T

101 Tp A

the partial derivative hp,i () for every RM ++ . As a

k

result, we can verify that the lower bounding matrix of the 102

mapping Tp is given by M p = diag(p)1 M diag(p), where 103

104

0, if i = k

[M ]i,k = P ln(2)d j g k,j (19) 105

jNi otherwise.

KBgi,j 106

(We can also obtain (19) by constructing the lower bounding 107

By Remark 1, (M p ) < 1 is equivalent to (M ) < 1, and 109

0 2 4 6 8 10

we note that M does not depend on the power allocation p, Iteration

a fact originally stated in [16]. Therefore, to verify whether

Fig. 1. NME of the load estimate as a function of the number of iterations.

the mapping Tp has a fixed point by using the results in Confidence intervals (95%) have been computed, but they are not visible in

Proposition 4 and Proposition 5, we can compute (M ) the figure.

instead of (M p ). In other words, knowledge of (M )

is sufficient to determine whether the system of nonlinear

equations in (17) has a solution, as already stated in [16] for where Fix(Tp ). We approximate the expectation operator

this particular application. by averaging the results of 100 runs of the simulation, and

Having the lower bounding matrix in closed form, we in each simulation the positions of the users (and hence the

can now proceed to the numerical evaluations of the novel propagation loss) are the random variables. All iterations start

acceleration schemes. In the simulations we show here, we from the zero vector, and networks where the corresponding

compare the accuracy of the load estimates generated by the concave mapping does not have a fixed point are discarded.

standard iteration n+1 = Tp ( n ) with its accelerated version Therefore, the expectation in (20) is conditioned to the fact

n+1 = Tp A ( n ). Table I lists the main parameters of the that spectral radius of the lower bounding matrix is strictly

network. smaller than one.

TABLE I. N ETWORK PARAMETERS OF THE SIMULATION Fig. 1 shows results obtained by using the iterative scheme

Parameter Value

in Fact 4.3 with the original mapping Tp and with its proposed

Carrier frequency 900 MHz

Number of resource units (K) 25 accelerated version Tp A . We verify that the mapping Tp A

Transmit power per resource unit (pi , i M) 1.6W requires fewer iterations than Tp to obtain a given numerical

System bandwidth (K B) 5 MHz

precision, which is an expected result by considering Proposi-

Noise power spectral density -145.1 dBm/Hz

Propagation model Okumura-Hata, urban tion 6.

Antenna height of base stations 30m

Antenna height of the users 1.5m

Number of users (N ) 200

Number of base stations (M) 25

Data rate of each user (dj , j N ) 768 kbps

Dimension of the field 2500m2500m B. Power estimation

User distribution Uniformly distributed at random

Base station distribution Uniformly distributed

We now turn our attention to the problem of power esti-

The figure of merit used in the comparisons is the expected mation in LTE networks. The objective is to solve (17) for

normalized mean error (NME), which we define by p = [p1 , . . . , pM ]t with the load RM ++ being the fixed

parameter. It is shown in [9] that the solution of this nonlinear

eNME () := E[k k/k k], (20) system is the fixed point of the positive concave mapping given

13

p P 100

i dj T

jNi , if pi 6= 0 T A

i K i,j (, p)

P dj ln 2 P 101

h,i (p) := p g + 2

,

jNi

KBgi,j i kM\{i} k k k,j

otherwise. 102

of the mapping T , we deduce: 103

104

M =

limx0+ xh,1 (x1 e1 ) limx0+ xh,1 (x1 eM ) 105

.. .. .. 0 50 100 150 200

. Iteration

. .

limx0+ xh,M (x1 e1 ) 1

limx0+ xh,M (x eM ) Fig. 2. NME of the power estimate as a function of the number of iterations.

1 Confidence intervals (95%) have been computed, but they are not visible in

= diag() M diag(),

the figure.

where M is the same matrix defined in (19). (The same result

can be obtained by using Proposition 3 to construct the lower provides us with clear advantages over the standard iterative

bounding matrix, but here applying Proposition 2 is easier than approach, in accordance to the analysis in Sect. IV-B.

applying Proposition 3.)

From Proposition 4 and the definition of M , we conclude

VI. C ONCLUSIONS

that a necessary condition for existence of the fixed point of

T is (M ) < 1, which is the same requirement for the We have shown that the results in [6] for the construction

existence of the fixed point of Tp in (18). However, there of lower bounding matrices in a very particular application

is a fundamental difference between these two mappings. As domain can be generalized to a large class of positive concave

proved in [16], (M ) < 1 (note: this spectral radius does not mappings where even differentiability is not required. More

depend on ) is both a sufficient and necessary condition for specifically, we proved that positive concave mappings with

the existence of the fixed point of Tp . In contrast, the study nonempty fixed point set can be associated with a non-negative

in [8] has shown that the existence of the fixed point of T lower bounding matrix having spectral radius strictly smaller

also depends on . Therefore, T is an example of a mapping than one. By imposing additional assumptions on the mapping,

proving that the converse of Proposition 4 does not hold in having spectral radius strictly smaller than one also implies

general. the existence of the fixed point of the concave mapping.

We now turn the attention to the acceleration schemes in this We also demonstrated that the lower bounding matrix can

particular application. We use the same network considered be constructed with two simple and equivalent methods, and

in the load estimation task. The desired load is obtained this matrix can be combined with its generating concave

by solving (17) with the power fixed to the value shown in mapping to build a new mapping that preserves the fixed

Table I. Then we solve the reverse problem; we compute point. The standard fixed point iterations applied to this new

the power shown in Table I by using the standard iteration mapping typically requires fewer evaluations of the original

pn+1 = T (pn ) and its accelerated version pn+1 = T A (pn ). mapping to obtain an estimate of the fixed point for any given

Both algorithms start from the zero vector. The normalized precision. The additional computational complexity of this

mean error is again used as the figure of merit (which in novel approach is very modest. In the tasks of load and power

this application is defined by replacing the load vector by estimation in LTE networks, where we are mostly interested

the power vector in (20)). We can see in Fig. 2 that in in the precision of the estimates after a limited number of

this application the proposed acceleration scheme once again iterations, numerical examples show that the improvement in

14

convergence speed obtained with the proposed method can be [15] I. Siomina and D. Yuan, Load balancing in heterogeneous LTE:

substantial. Range optimization via cell offset and load-coupling characterization,

in Communications (ICC), 2012 IEEE International Conference on.

IEEE, 2012, pp. 13571361.

R EFERENCES

[16] C. Ho, D. Yuan, and S. Sun, Data offloading in load coupled networks:

[1] R. D. Yates, A framework for uplink power control in cellular radio A utility maximization framework, IEEE Trans. Wireless Commun.,

systems, IEEE J. Select. Areas Commun., vol. 13, no. 7, pp. pp. 1341 vol. 13, no. 4, pp. 19211931, April 2014.

1348, Sept. 1995.

[2] S. Stanczak, M. Wiczanowski, and H. Boche, Fundamentals of Resource

Allocation in Wireless Networks, 2nd ed., ser. Foundations in Signal

Processing, Communications and Networking, W. Utschick, H. Boche,

and R. Mathar, Eds. Berlin Heidelberg: Springer, 2009.

[3] M. Schubert and H. Boche, Interference Calculus - A General Frame-

work for Interference Management and Network Utility Optimization.

Berlin: Springer, 2011.

[4] K. Majewski and M. Koonert, Conservative cell load approximation

for radio networks with Shannon channels and its application to

LTE network planning, in Telecommunications (AICT), 2010 Sixth

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[5] A. Fehske, H. Klessig, J. Voigt, and G. Fettweis, Concurrent load-

aware adjustment of user association and antenna tilts in self-organizing

radio networks, IEEE Trans. Veh. Technol., no. 5, June 2013.

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planning and optimization, IEEE Trans. Wireless Commun., no. 6, pp.

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[7] R. L. G. Cavalcante, S. Stanczak, M. Schubert, A. Eisenblater, and

U. Turke, Toward energy-efficient 5G wireless communication tech-

nologies, IEEE Signal Processing Mag., vol. 31, no. 6, pp. 2434, Nov.

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[8] C. K. Ho, D. Yuan, L. Lei, and S. Sun, Power and load coupling

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assessment in OFDM radio networks, in Proc. IEEE PIMRC07, 2007,

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Operator Theory in Hilbert Spaces. Springer, 2011.

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