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

Abhishek Rawat, Nicola Elia

Research output: Chapter in Book/Report/Conference proceedingConference contribution

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 languageEnglish (US)
Title of host publication2018 IEEE Conference on Decision and Control, CDC 2018
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages5445-5450
Number of pages6
ISBN (Electronic)9781538613955
DOIs
StatePublished - Jan 18 2019
Event57th IEEE Conference on Decision and Control, CDC 2018 - Miami, United States
Duration: Dec 17 2018Dec 19 2018

Publication series

NameProceedings of the IEEE Conference on Decision and Control
Volume2018-December
ISSN (Print)0743-1546

Conference

Conference57th IEEE Conference on Decision and Control, CDC 2018
CountryUnited States
CityMiami
Period12/17/1812/19/18

Fingerprint

Method of multipliers
Directly proportional
Distributed Optimization
Convergence Speed
Compensator
Linear Constraints
Convex function
Dynamical systems
Objective function
Dynamical system
Optimization Problem
Controller
Controllers

Cite this

Rawat, A., & Elia, N. (2019). 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). [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., 2019. p. 5445-5450 8619605 (Proceedings of the IEEE Conference on Decision and Control; Vol. 2018-December).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Rawat, A & Elia, N 2019, 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
Rawat A, Elia N. Fast Distributed Method of Multiplier for Coupled Lagrangian Problems: A Control Approach. In 2018 IEEE Conference on Decision and Control, CDC 2018. Institute of Electrical and Electronics Engineers Inc. 2019. p. 5445-5450. 8619605. (Proceedings of the IEEE Conference on Decision and Control). https://doi.org/10.1109/CDC.2018.8619605
Rawat, Abhishek ; Elia, Nicola. / Fast Distributed Method of Multiplier for Coupled Lagrangian Problems : A Control Approach. 2018 IEEE Conference on Decision and Control, CDC 2018. Institute of Electrical and Electronics Engineers Inc., 2019. pp. 5445-5450 (Proceedings of the IEEE Conference on Decision and Control).
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