This paper proposes a procedure to find the optimal association of UE to base stations (macro base station or pico base stations) under the sum rate utility in a cooperative Heterogeneous Network. Such a problem belongs to a class of nonconvex combinatorial problems. Via representing the problem as a difference of convex (d.c.) program, the optimal association policy is found by following the Frank-and-Wolfe procedure, i.e. iteratively solving a simple convex quadratic problem over a convex set . Numerical simulation shows the efficiency of the proposed procedure in term of performance and computational time.