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In this paper, we consider how to achieve proportional fairness in multi-rate 802.11 WLANs by investigating an integrated problem of power control and AP Association in order to provide an effective tradeoff between network throughput and fairness. Since jointly considering power control and AP association for proportional fairness is NP-hard, we propose a centralized heuristic approach. By introducing a new concept of AP utility, we establish the relationship between the network utility and the AP utility according to proportional fairness. This relationship is exploited to design an algorithm PCAP to optimize the network utility by increasing the average and decreasing the variance of the AP utility. Extensive simulation study is performed and the results demonstrate that PCAP yields a significant improvement in terms of throughput, fairness, and power consumption compared to other popular power control algorithms.