Distributed primal–dual interior-point methods for solving tree-structured coupled convex problems using message-passing
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Publication:5268929
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.
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Cited in
(6)- An inexact interior-point Lagrangian decomposition algorithm with inexact oracles
- An optimization algorithm based on forward recursion with applications to variable horizon MPC
- Sparse semidefinite programs with guaranteed near-linear time complexity via dualized clique tree conversion
- Decentralized optimization over tree graphs
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