Distributed primal-dual interior-point methods for solving tree-structured coupled convex problems using message-passing
2016 (English)In: Optimization Methods and Software, ISSN 1055-6788, E-ISSN 1029-4937, 1-35 p.Article in journal (Refereed) Epub ahead of print
In this paper, we propose a distributed algorithm for solving coupled problems with chordal sparsity or an inherent tree structure which relies on primalâdual 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.
Place, publisher, year, edition, pages
Taylor & Francis, 2016. 1-35 p.
Control Engineering Mathematics
IdentifiersURN: urn:nbn:se:liu:diva-133995DOI: 10.1080/10556788.2016.1213839OAI: oai:DiVA.org:liu-133995DiVA: diva2:1066110
The previous status of this article was Manuscript and the working title was Distributed Primal-dual Interior-point Methods for Solving Loosely Coupled Problems Using Message Passing.2017-01-172017-01-172017-01-17Bibliographically approved