Open this publication in new window or tab >>2017 (English)In: Optimization Methods and Software, ISSN 1055-6788, E-ISSN 1029-4937, p. 1-35Article in journal (Refereed) Published
Abstract [en]
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, 2017
National Category
Control Engineering Mathematics
Identifiers
urn:nbn:se:liu:diva-133995 (URN)10.1080/10556788.2016.1213839 (DOI)000399480200001 ()
Note
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.
Funding agencies: Swedish Department of Education within the ELLIIT project
2017-01-172017-01-172017-12-18Bibliographically approved