A Sensitivity Assisted Alternating Directions Method of Multipliers for Distributed Optimization
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21230%2F22%3A00363764" target="_blank" >RIV/68407700:21230/22:00363764 - isvavai.cz</a>
Result on the web
<a href="https://doi.org/10.1109/CDC51059.2022.9993352" target="_blank" >https://doi.org/10.1109/CDC51059.2022.9993352</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1109/CDC51059.2022.9993352" target="_blank" >10.1109/CDC51059.2022.9993352</a>
Alternative languages
Result language
angličtina
Original language name
A Sensitivity Assisted Alternating Directions Method of Multipliers for Distributed Optimization
Original language description
Alternating Directions Method of Multipliers (ADMM) is a form of decomposition-coordination method that typically requires several iterations/communication rounds between the subproblems and the master problem to converge. Repeatedly solving the subproblems over several iterations add to the total computation time. Noting that the subproblems solved from one iteration to the next differs only by a few variables, this paper proposes a novel sensitivity-assisted ADMM framework for nonlinear programming (NLP) problems, where the subproblems are cheaply approximated using the parametric sensitivities. By exploiting the parametric sensitivities, the computation of the subproblems can be reduced to a single linear solve instead of solving the full NLP problem, thereby reducing the overall computation cost. Different algorithmic variations are discussed and demonstrated using two numerical examples.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
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OECD FORD branch
10201 - Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)
Result continuities
Project
<a href="/en/project/EF16_019%2F0000765" target="_blank" >EF16_019/0000765: Research Center for Informatics</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2022
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings of 61st IEEE Conference on Decision and Control
ISBN
978-1-6654-6761-2
ISSN
0743-1546
e-ISSN
2576-2370
Number of pages
6
Pages from-to
295-300
Publisher name
IEEE
Place of publication
Piscataway
Event location
Cancún
Event date
Dec 6, 2022
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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