Abstract
In this paper, we propose a distributed algorithm for solving coupled problems with chordal sparsity or an inherent tree structure which relies on primal–dual interior-point methods. We achieve this by distributing the computations at each iteration, using message-passing. In comparison to existing distributed algorithms for solving such problems, this algorithm requires far fewer 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 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.
Original language | English |
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Journal | Optimization Methods and Software |
Volume | 32 |
Issue number | 3 |
Pages (from-to) | 401-435 |
ISSN | 1055-6788 |
DOIs | |
Publication status | Published - 2017 |
Keywords
- Distributed Optimization
- Primal–dual interior-point method
- Message-passing
- High precision solution