Fast Distributed Method of Multiplier for Coupled Lagrangian Problems: A Control Approach

Abhishek Rawat; Nicola Elia

doi:10.1109/CDC.2018.8619605

Fast Distributed Method of Multiplier for Coupled Lagrangian Problems: A Control Approach

Abhishek Rawat, Nicola Elia

Electrical and Computer Engineering

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

3 Scopus citations

Abstract

In this paper, we propose a method for solving the distributed optimization problem in which the objective function is the sum of separable convex functions with linear constraints. We modify the distributed Method of Multiplier algorithm based on [16] by looking it as a potential Proportional Integral (PI) controller. This enables us to obtain the algorithm in which the convergence speed is greatly improved due to different proportionality constants of PI compensator. The relation between these proportionality constants is determined by the positive real property of the algorithm when viewed as a dynamical system.

Original language	English (US)
Title of host publication	2018 IEEE Conference on Decision and Control, CDC 2018
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	5445-5450
Number of pages	6
ISBN (Electronic)	9781538613955
DOIs	https://doi.org/10.1109/CDC.2018.8619605
State	Published - Jul 2 2018
Event	57th IEEE Conference on Decision and Control, CDC 2018 - Miami, United States Duration: Dec 17 2018 → Dec 19 2018

Publication series

Name	Proceedings of the IEEE Conference on Decision and Control
Volume	2018-December
ISSN (Print)	0743-1546
ISSN (Electronic)	2576-2370

Conference

Conference	57th IEEE Conference on Decision and Control, CDC 2018
Country/Territory	United States
City	Miami
Period	12/17/18 → 12/19/18

Bibliographical note

Funding Information:
This work was supported by NSF grants CNS-1239319 and CCF- 1320643, and AFOSR grant FA 9550-15-1-0119. This work was performed when the authors were with the Department of Electrical and Computer Engineering, Iowa State University, Ames, IA 50011, USA.

Funding Information:
*This work was supported by NSF grants CNS-1239319 and CCF-1320643, and AFOSR grant FA 9550-15-1-0119. This work was performed when the authors were with the Department of Electrical and Computer Engineering, Iowa State University, Ames, IA 50011, USA.

Publisher Copyright:
© 2018 IEEE.

Publisher link

10.1109/CDC.2018.8619605

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Rawat, A., & Elia, N. (2018). Fast Distributed Method of Multiplier for Coupled Lagrangian Problems: A Control Approach. In 2018 IEEE Conference on Decision and Control, CDC 2018 (pp. 5445-5450). Article 8619605 (Proceedings of the IEEE Conference on Decision and Control; Vol. 2018-December). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/CDC.2018.8619605

Fast Distributed Method of Multiplier for Coupled Lagrangian Problems: A Control Approach. / Rawat, Abhishek; Elia, Nicola.
2018 IEEE Conference on Decision and Control, CDC 2018. Institute of Electrical and Electronics Engineers Inc., 2018. p. 5445-5450 8619605 (Proceedings of the IEEE Conference on Decision and Control; Vol. 2018-December).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Rawat, A & Elia, N 2018, Fast Distributed Method of Multiplier for Coupled Lagrangian Problems: A Control Approach. in 2018 IEEE Conference on Decision and Control, CDC 2018., 8619605, Proceedings of the IEEE Conference on Decision and Control, vol. 2018-December, Institute of Electrical and Electronics Engineers Inc., pp. 5445-5450, 57th IEEE Conference on Decision and Control, CDC 2018, Miami, United States, 12/17/18. https://doi.org/10.1109/CDC.2018.8619605

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Fast Distributed Method of Multiplier for Coupled Lagrangian Problems: A Control Approach

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