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Distributed network utility maximization (NUM) has received an increasing intensity of interest over the past few years. Distributed solutions (e.g., the primal-dual gradient method) have been intensively investigated under fading channels. As such distributed solutions involve iterative updating and explicit message passing, it is unrealistic to assume that the wireless channel remains unchanged during the iterations. Unfortunately, the behavior of those distributed solutions under time-varying channels is in general unknown. In this paper, we shall investigate the convergence behavior and tracking errors of the iterative primal-dual scaled gradient algorithm (PDSGA) with dynamic scaling matrices (DSC) for solving distributive NUM problems under time-varying fading channels. We shall also study a specific application example, namely the multicommodity flow control and multicarrier power allocation problem in multihop ad hoc networks. Our analysis shows that the PDSGA converges to a limit region rather than a single point under the finite state Markov chain (FSMC) fading channels. We also show that the order of growth of the tracking errors is given by \cal O\left(\bar T/\bar N\right), where \bar T and \bar N are the update interval and the average sojourn time of the FSMC, respectively. Based on this analysis, we derive a low complexity distributive adaptation algorithm for determining the adaptive scaling matrices, which can be implemented distributively at each transmitter. The numerical results show the superior performance of the proposed dynamic scaling matrix algorithm over several baseline schemes, such as the regular primal-dual gradient algorithm. [ABSTRACT FROM AUTHOR]

This paper studies optimal bandwidth and power allocation in a cognitive radio network where multiple secondary users (SUs) share the licensed spectrum of a primary user (PU) under fading channels using the frequency division multiple access scheme. The sum ergodic capacity of all the SUs is taken as the performance metric of the network. Besides the peak/average transmit power constraints at the SUs and the peak/average interference power constraint imposed by the PU, total bandwidth constraint of the licensed spectrum is also taken into account. Optimal bandwidth allocation is derived in closed-form for any given power allocation. The structures of optimal power allocations are also derived under all possible combinations of the aforementioned power constraints. These structures indicate the possible numbers of users that transmit at nonzero power but below their corresponding peak powers, and show that other users do not transmit or transmit at their corresponding peak powers. Based on these structures, efficient algorithms are developed for finding the optimal power allocations. [ABSTRACT FROM AUTHOR]