Distributed primal–dual interior-point methods for solving tree-structured coupled convex problems using message-passing

DOI10.1080/10556788.2016.1213839zbMath1364.90357arXiv1502.06384OpenAlexW2492779023MaRDI QIDQ5268929

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Publication date: 21 June 2017

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.06384

zbMATH Keywords

distributed optimizationmessage-passingprimal-dual interior-point methodhigh precision solution

Mathematics Subject Classification ID

Applications of graph theory (05C90) Convex programming (90C25) Interior-point methods (90C51)

Related Items (6)

An inexact interior-point Lagrangian decomposition algorithm with inexact oracles ⋮ A combined first‐ and second‐order approach for model predictive control ⋮ An optimization algorithm based on forward recursion with applications to variable horizon MPC ⋮ Distributed optimal control of nonlinear systems using a second-order augmented Lagrangian method ⋮ Decentralized optimization over tree graphs ⋮ Sparse semidefinite programs with guaranteed near-linear time complexity via dualized clique tree conversion

Uses Software

• Matlab
• YALMIP

Cites Work

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