Authors
Sina Khoshfetrat Pakazad, Anders Hansson, Martin S Andersen, Anders Rantzer
Publication date
2017/8/14
Journal
IEEE Transactions on Automatic Control
Publisher
IEEE
Description
Distributed algorithms for solving coupled semidefinite programs commonly require many iterations to converge. They also put high computational demand on the computational agents. In this paper, we show that in case the coupled problem has an inherent tree structure, it is possible to devise an efficient distributed algorithm for solving such problems. The proposed algorithm relies on predictor-corrector primal-dual interior-point methods, where we use a message-passing algorithm to compute the search directions distributedly. Message passing here is closely related to dynamic programming over trees. This allows us to compute the exact search directions in a finite number of steps. This is because computing the search directions requires a recursion over the tree structure and, hence, terminates after an upward and downward pass through the tree. Furthermore, this number can be computed a priori and only …
Total citations
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Scholar articles
SK Pakazad, A Hansson, MS Andersen, A Rantzer - IEEE Transactions on Automatic Control, 2017