A cloud radio access network (Cloud-RAN) is a network architecture that holds the promise of meeting the explosive growth of mobile data traffic. In this architecture, all the baseband signal processing is shifted to a single baseband unit (BBU) pool, which enables efficient resource allocation and interference management. Meanwhile, conventional powerful base stations can be replaced by low-cost low-power remote radio heads (RRHs), producing a green and low-cost infrastructure. However, as all the RRHs need to be connected to the BBU pool through optical transport links, the transport network power consumption becomes significant. In this paper, we propose a new framework to design a green Cloud-RAN, which is formulated as a joint RRH selection and power minimization beamforming problem. To efficiently solve this problem, we first propose a greedy selection algorithm, which is shown to provide near- optimal performance. To further reduce the complexity, a novel group sparse beamforming method is proposed by inducing the group-sparsity of beamformers using the weighted @math -norm minimization, where the group sparsity pattern indicates those RRHs that can be switched off. Simulation results will show that the proposed algorithms significantly reduce the network power consumption and demonstrate the importance of considering the transport link power consumption.
A main design tool applied in this paper is optimization with the group sparsity induced norm. With the recent theoretical breakthrough in compressed sensing @cite_11 @cite_20 , the sparsity patterns in different applications in signal processing and communications have been exploited for more efficient system design, e.g., for pilot aided sparse channel estimation @cite_1 . The sparsity inducing norms have been widely applied in high-dimensional statistics, signal processing, and machine learning in the last decade @cite_31 . The @math -norm regularization has been successfully applied in compressed sensing @cite_11 @cite_20 . More recently, mixed @math -norms are widely investigated in the case where some variables forming a group will be selected or removed simultaneously, where the mixed @math -norm @cite_27 and mixed @math -norm @cite_13 are two commonly used ones to induce group sparsity for their computational and analytical convenience.
@cite_1 @cite_27 @cite_31 @cite_13 @cite_20 @cite_11
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Compressive sensing is a topic that has recently gained much attention in the applied mathematics and signal processing communities. It has been applied in various areas, such as imaging, radar, speech recognition, and data acquisition. In communications, compressive sensing is largely accepted for sparse channel estimation and its variants. In this article we highlight the fundamental concepts of compressive sensing and give an overview of its application to pilot aided channel estimation. We point out that a popular assumption - that multipath channels are sparse in their equivalent baseband representation - has pitfalls. There are over-complete dictionaries that lead to much sparser channel representations and better estimation performance. As a concrete example, we detail the application of compressive sensing to multicarrier underwater acoustic communications, where the channel features sparse arrivals, each characterized by its distinct delay and Doppler scale factor. To work with practical systems, several modifications need to be made to the compressive sensing framework as the channel estimation error varies with how detailed the channel is modeled, and how data and pilot symbols are mixed in the signal design. Summary. We consider the problem of selecting grouped variables (factors) for accurate prediction in regression. Such a problem arises naturally in many practical situations with the multifactor analysis-of-variance problem as the most important and well-known example. Instead of selecting factors by stepwise backward elimination, we focus on the accuracy of estimation and consider extensions of the lasso, the LARS algorithm and the non-negative garrotte for factor selection. The lasso, the LARS algorithm and the non-negative garrotte are recently proposed regression methods that can be used to select individual variables. We study and propose efficient algorithms for the extensions of these methods for factor selection and show that these extensions give superior performance to the traditional stepwise backward elimination method in factor selection problems. We study the similarities and the differences between these methods. Simulations and real examples are used to illustrate the methods. Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. They were first dedicated to linear variable selection but numerous extensions have now emerged such as structured sparsity or kernel selection. It turns out that many of the related estimation problems can be cast as convex optimization problems by regularizing the empirical risk with appropriate non-smooth norms. The goal of this paper is to present from a general perspective optimization tools and techniques dedicated to such sparsity-inducing penalties. We cover proximal methods, block-coordinate descent, reweighted @math -penalized techniques, working-set and homotopy methods, as well as non-convex formulations and extensions, and provide an extensive set of experiments to compare various algorithms from a computational point of view. Given a collection of r ≥ 2 linear regression problems in p dimensions, suppose that the regression coefficients share partially common supports of size at most s. This set-up suggests the use of l1 l∞-regularized regression for joint estimation of the p×r matrix of regression coefficients. We analyze the high-dimensional scaling of l1 l∞-regularized quadratic programming, considering both consistency rates in l∞-norm, and how the minimal sample size n required for consistent variable selection scales with model dimension, sparsity, and overlap between the supports. We first establish bounds on the l∞-error as well sufficient conditions for exact variable selection for fixed design matrices, as well as for designs drawn randomly from general Gaussian distributions. Specializing to the case r = 2 linear regression problems with standard Gaussian designs whose supports overlap in a fraction α ∈ [0,1] of their entries, we prove that l1 l∞-regularized method undergoes a phase transition characterized by the rescaled sample size θ1,∞(n, p, s, α) = n (4 - 3 α) s log(p-(2- α) s) . An implication is that the use of l1 l∞-regularization yields improved statistical efficiency if the overlap parameter is large enough ( α >; 2 3), but has worse statistical efficiency than a naive Lasso-based approach for moderate to small overlap (α <; 2 3 ). Empirical simulations illustrate the close agreement between theory and actual behavior in practice. These results show that caution must be exercised in applying l1 l∞ block regularization: if the data does not match its structure very closely, it can impair statistical performance relative to computationally less expensive schemes.