Distributed Interior-point Method for Loosely Coupled Problems

Sina Khoshfetrat Pakazad, Anders Hansson, Martin Skovgaard Andersen

Research output: Chapter in Book/Report/Conference proceedingArticle in proceedingsResearchpeer-review

Abstract

In this paper, we put forth distributed algorithms for solving loosely coupled unconstrained and constrained optimization problems. Such problems are usually solved using algorithms that are based on a combination of decomposition and first order methods. These algorithms are commonly very slow and require many iterations to converge. In order to alleviate this issue, we propose algorithms that combine the Newton and interior-point methods with proximal splitting methods for solving such problems. Particularly, the algorithm for solving unconstrained loosely coupled problems, is based on Newton’s method and utilizes proximal splitting to distribute the computations for calculating the Newton step at each iteration. A combination of this algorithm and the interior-point method is then used to introduce a distributed algorithm for solving constrained loosely coupled problems. We also provide guidelines on how to implement the proposed methods efficiently, and briefly discuss the properties of the resulting solutions.
Original languageEnglish
Title of host publicationProceedings of the 19th IFAC World Congress, 2014
EditorsEdward Boje, Xiaohua Xia
PublisherInternational Federation of Automatic Control
Publication date2014
Pages9587-9592
ISBN (Print)978-3-902823-62-5
DOIs
Publication statusPublished - 2014
Event19th World Congress of the International Federation of Automatic Control (IFAC 2014) - Cape Town, South Africa
Duration: 24 Aug 201429 Aug 2014
http://www.ifac2014.org/

Conference

Conference19th World Congress of the International Federation of Automatic Control (IFAC 2014)
Country/TerritorySouth Africa
CityCape Town
Period24/08/201429/08/2014
OtherThe theme of the congress: “Promoting automatic control for the benefit of humankind”
Internet address
SeriesI F A C Workshop Series
Number1
Volume19
ISSN1474-6670

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