Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
696146 | Automatica | 2013 | 5 Pages |
Abstract
We propose a distributed optimization algorithm for mixed L1/L2L1/L2-norm optimization based on accelerated gradient methods using dual decomposition. The algorithm achieves convergence rate O(1k2), where kk is the iteration number, which significantly improves the convergence rates of existing duality-based distributed optimization algorithms that achieve O(1k). The performance of the developed algorithm is evaluated on randomly generated optimization problems arising in distributed model predictive control (DMPC). The evaluation shows that, when the problem data is sparse and large-scale, our algorithm can outperform current state-of-the-art optimization software CPLEX and MOSEK.
Related Topics
Physical Sciences and Engineering
Engineering
Control and Systems Engineering
Authors
Pontus Giselsson, Minh Dang Doan, Tamás Keviczky, Bart De Schutter, Anders Rantzer,