Partially distributed outer approximation
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Publication:2046262
DOI10.1007/S10898-021-01015-0zbMATH Open1473.90094arXiv1911.08296OpenAlexW3153922631MaRDI QIDQ2046262FDOQ2046262
Authors: Alexander Murray, Timm Faulwasser, Veit Hagenmeyer, Mario E. Villanueva, Boris Houska 
Publication date: 17 August 2021
Published in: Journal of Global Optimization (Search for Journal in Brave)
Abstract: This paper presents a novel partially distributed outer approximation algorithm, named PaDOA, for solving a class of structured mixed integer convex programming (MICP) problems to global optimality. The proposed scheme uses an iterative outer approximation method for coupled mixed integer optimization problems with separable convex objective functions, affine coupling constraints, and compact domain. PaDOA proceeds by alternating between solving large-scale structured mixed-integer linear programming problems and partially decoupled mixed-integer nonlinear programming subproblems that comprise much fewer integer variables. We establish conditions under which PaDOA converges to global minimizers after a finite number of iterations and verify these properties with an application to thermostatically controlled loads.
Full work available at URL: https://arxiv.org/abs/1911.08296
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