Decentralized Optimization Over Tree Graphs

被引:6
作者
Jiang, Yuning [1 ]
Kouzoupis, Dimitris [2 ]
Yin, Haoyu [1 ]
Diehl, Moritz [2 ]
Houska, Boris [1 ]
机构
[1] Shanghai Tech Univ, Sch Informat Sci & Technol, Shanghai, Peoples R China
[2] Univ Freiburg, Dept Microsyst Engn IMTEK, Freiburg, Germany
关键词
Decentralized optimization; Tree graph; Dynamic programming; INTERIOR-POINT METHODS; DISTRIBUTED OPTIMIZATION; PREDICTIVE CONTROL; DECOMPOSITION; ALGORITHM; CONVERGENCE; IMPLEMENTATION; ADMM;
D O I
10.1007/s10957-021-01828-9
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
This paper presents a decentralized algorithm for non-convex optimization over tree-structured networks. We assume that each node of this network can solve small-scale optimization problems and communicate approximate value functions with its neighbors based on a novel multi-sweep communication protocol. In contrast to existing parallelizable optimization algorithms for non-convex optimization, the nodes of the network are neither synchronized nor assign any central entity. None of the nodes needs to know the whole topology of the network, but all nodes know that the network is tree-structured. We discuss conditions under which locally quadratic convergence rates can be achieved. The method is illustrated by running the decentralized asynchronous multi-sweep protocol on a radial AC power network case study.
引用
收藏
页码:384 / 407
页数:24
相关论文
共 47 条