This letter shows that the flexible association of possibly multiple base stations (BSs) to each user over multiple frequency bands, along with the joint optimization of BS transmit power that encourages the turning-off of the BSs at off-peak time, can significantly improve the performance of a downlink heterogeneous wireless cellular network. We propose a gradient projection algorithm for optimizing BS association and an iteratively reweighting scheme together with a novel proximal gradient method for optimizing power in order to find the optimal tradeoff between network utility and power consumption. Simulation results reveal significant performance improvement as compared to the conventional single-BS association.