Fast and stable nonconvex constrained distributed optimization: the ELLADA algorithm

Wentao Tang, Prodromos Daoutidis

Research output: Contribution to journalArticlepeer-review

Abstract

Distributed optimization using multiple computing agents in a localized and coordinated manner is a promising approach for solving large-scale optimization problems, e.g., those arising in model predictive control (MPC) of large-scale plants. However, a distributed optimization algorithm that is computationally efficient, globally convergent, amenable to nonconvex constraints remains an open problem. In this paper, we combine three important modifications to the classical alternating direction method of multipliers for distributed optimization. Specifically, (1) an extra-layer architecture is adopted to accommodate nonconvexity and handle inequality constraints, (2) equality-constrained nonlinear programming (NLP) problems are allowed to be solved approximately, and (3) a modified Anderson acceleration is employed for reducing the number of iterations. Theoretical convergence of the proposed algorithm, named ELLADA, is established and its numerical performance is demonstrated on a large-scale NLP benchmark problem. Its application to distributed nonlinear MPC is also described and illustrated through a benchmark process system.

Original languageEnglish (US)
JournalOptimization and Engineering
DOIs
StateAccepted/In press - 2021

Bibliographical note

Funding Information:
This work was supported by National Science Foundation (NSF-CBET). The authors would also like to thank Prof. Qi Zhang for his constructive opinions.

Publisher Copyright:
© 2021, The Author(s), under exclusive licence to Springer Science+Business Media, LLC part of Springer Nature.

Keywords

  • Acceleration
  • Distributed optimization
  • Model predictive control
  • Nonconvex optimization

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