Distributed Primal-dual Interior-point Methods for Solving Loosely Coupled Problems Using Message Passing
(English)Manuscript (preprint) (Other academic)
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.
Distributed optimization; primal-dual interior-point method; message-passing; high precision solution
IdentifiersURN: urn:nbn:se:liu:diva-117493OAI: oai:DiVA.org:liu-117493DiVA: diva2:808664