In this paper, we deal with large-scale nonconvex optimization problems, typically arising in distributed nonlinear optimal control, that must be solved by agents in a network. Each agent is equipped with a local cost function, depending only on a local variable. The variables must satisfy private nonconvex constraints and global coupling constraints. We propose a distributed algorithm for the fast computation of a feasible solution of the nonconvex problem in finite time, through a distributed primal decomposition framework. The method exploits the solution of a convexified version of the problem, with restricted coupling constraints, to compute a feasible solution of the original problem. Numerical computations corroborate the results. Copyright (C) 2019. The Authors. Published by Elsevier Ltd. All rights reserved.

A Distributed Primal Decomposition Scheme for Nonconvex Optimization

Camisa, Andrea
;
Notarstefano, Giuseppe
2019

Abstract

In this paper, we deal with large-scale nonconvex optimization problems, typically arising in distributed nonlinear optimal control, that must be solved by agents in a network. Each agent is equipped with a local cost function, depending only on a local variable. The variables must satisfy private nonconvex constraints and global coupling constraints. We propose a distributed algorithm for the fast computation of a feasible solution of the nonconvex problem in finite time, through a distributed primal decomposition framework. The method exploits the solution of a convexified version of the problem, with restricted coupling constraints, to compute a feasible solution of the original problem. Numerical computations corroborate the results. Copyright (C) 2019. The Authors. Published by Elsevier Ltd. All rights reserved.
8th IFAC Workshop on Distributed Estimation and Control in Networked Systems NECSYS 2019
315
320
Camisa, Andrea; Notarstefano, Giuseppe
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11585/729714
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