Many problems of interest for cyber-physical network systems can be formulated as Mixed Integer Linear Programs in which the constraints are distributed among the agents. In this paper we propose a distributed algorithm to solve this class of optimization problems in a peer-To-peer network with no coordinator and with limited computation and communication capabilities. In the proposed algorithm, at each communication round, agents solve locally a small LP, generate suitable cutting planes, namely intersection cuts and cost-based cuts, and communicate a fixed number of active constraints, i.e., a candidate optimal basis. We prove that, if the cost is integer, the algorithm converges to the lexicographically minimal optimal solution in a finite number of communication rounds. Finally, through numerical computations, we analyze the algorithm convergence as a function of the network size.

A finite-Time cutting plane algorithm for distributed mixed integer linear programming

Testa, Andrea;Notarstefano, Giuseppe
2017

Abstract

Many problems of interest for cyber-physical network systems can be formulated as Mixed Integer Linear Programs in which the constraints are distributed among the agents. In this paper we propose a distributed algorithm to solve this class of optimization problems in a peer-To-peer network with no coordinator and with limited computation and communication capabilities. In the proposed algorithm, at each communication round, agents solve locally a small LP, generate suitable cutting planes, namely intersection cuts and cost-based cuts, and communicate a fixed number of active constraints, i.e., a candidate optimal basis. We prove that, if the cost is integer, the algorithm converges to the lexicographically minimal optimal solution in a finite number of communication rounds. Finally, through numerical computations, we analyze the algorithm convergence as a function of the network size.
2017 IEEE 56th Annual Conference on Decision and Control, CDC 2017
3847
3852
Testa, Andrea; Rucco, Alessandro; Notarstefano, Giuseppe
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11585/678766
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