Distributed primal–dual interior-point methods for solving tree-structured coupled convex problems using message-passing
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Publication:5268929
DOI10.1080/10556788.2016.1213839zbMATH Open1364.90357arXiv1502.06384OpenAlexW2492779023MaRDI QIDQ5268929FDOQ5268929
Author name not available (Why is that?)
Publication date: 21 June 2017
Published in: Optimization Methods \& Software (Search for Journal in Brave)
Abstract: In this paper, we propose a distributed algorithm for solving loosely coupled problems with chordal sparsity which relies on primal-dual interior-point methods. We achieve this by distributing the computations at each iteration, using message-passing. In comparison to already existing distributed algorithms for solving such problems, this algorithm requires far less number of iterations to converge to a solution with high accuracy. Furthermore, it is possible to compute an upper-bound for the number of required iterations which, unlike already existing methods, only depends on the coupling structure in the problem. We illustrate the performance of our proposed method using a set of numerical examples.
Full work available at URL: https://arxiv.org/abs/1502.06384
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Cited In (6)
- An optimization algorithm based on forward recursion with applications to variable horizon MPC
- Decentralized optimization over tree graphs
- Sparse semidefinite programs with guaranteed near-linear time complexity via dualized clique tree conversion
- An inexact interior-point Lagrangian decomposition algorithm with inexact oracles
- A combined first‐ and second‐order approach for model predictive control
- Distributed optimal control of nonlinear systems using a second-order augmented Lagrangian method
Uses Software
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