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In previous works on multiple-input multiple-output (MIMO) antenna selection, it is usually assumed that the transmit power and the number of active antennas is fixed and the antenna subset is selected to maximize the capacity. In this paper, we jointly optimize the transmit power, the number of active antennas, and the antenna subsets at the transmitter and receiver to maximize the energy efficiency. The optimal solution can be obtained by exhaustive search; suboptimal algorithms are also developed to reduce the complexity. Simulation results show that antenna selection can improve the energy efficiency significantly.