CPL - Chalmers Publication Library
| Utbildning | Forskning | Styrkeområden | Om Chalmers | In English In English Ej inloggad.

A Primal-Dual Newton Method for Distributed Quadratic Programming

Emil Klintberg (Institutionen för signaler och system, Reglerteknik) ; Sébastien Gros (Institutionen för signaler och system, Reglerteknik)
Proceedings of the 53rd IEEE Annual Conference on Decision and Control, CDC 2014, Los Angeles, United States, 15-17 December 2014 (0743-1546). p. 5843-5848. (2015)
[Konferensbidrag, refereegranskat]

This paper considers the problem of solving Quadratic Programs (QP) arising in the context of distributed optimization and optimal control. A dual decomposition approach is used, where the problem is decomposed and solved in parallel, while the coupling constraints are enforced via manipulating the dual variables. In this paper, the local problems are solved using a primal-dual interior point method and the dual variables are updated using a Newton iteration, providing a fast convergence rate. Linear predictors for the local primaldual variables and the dual variables are introduced to help the convergence of the algorithm. We observe a fast and consistent practical convergence for the proposed algorithm.

Nyckelord: Optimization algorithms, Distributed control, Computational methods



Denna post skapades 2014-12-20. Senast ändrad 2016-11-10.
CPL Pubid: 208792

 

Läs direkt!

Lokal fulltext (fritt tillgänglig)

Länk till annan sajt (kan kräva inloggning)


Institutioner (Chalmers)

Institutionen för signaler och system, Reglerteknik

Ämnesområden

Optimeringslära, systemteori

Chalmers infrastruktur