Distributed Primal-dual Interior-point Methods for Solving Loosely Coupled Problems Using Message Passing

Sina Khoshfetrat Pakazad; Anders Hansson; Martin S. Andersen

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arXiv · 1502.06384

Distributed Primal-dual Interior-point Methods for Solving Loosely Coupled Problems Using Message Passing

Sina Khoshfetrat Pakazad·Anders Hansson·Martin S. Andersen

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Abstract

In this paper, we propose a distributed algorithm for solving loosely coupled problems with chordal sparsity which relies on primal-dual interior-point methods. We achieve this by distributing the computations at each iteration, using message-passing. In comparison to already existing distributed algorithms for solving such problems, this algorithm requires far less number of iterations to converge to a solution with high accuracy. Furthermore, it is possible to compute an upper-bound for the number of required iterations which, unlike already existing methods, only depends on the coupling structure in the problem. We illustrate the performance of our proposed method using a set of numerical examples.

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BibTeX RIS

Sina Khoshfetrat Pakazad, Anders Hansson, Martin S. Andersen. 2015-02-23. Distributed Primal-dual Interior-point Methods for Solving Loosely Coupled Problems Using Message Passing. https://arxiv.org/abs/1502.06384

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