distributed model predictive control

Efficient parallel coordinate descent algorithm for convex optimization problems with separable constraints: application to distributed MPC

  • Dragos Clipici
  • Ion Necoara
    • Categories Control Applications, Convex Optimization, Parallel Algorithms Tags , , , ,

    In this paper we propose a parallel coordinate descent algorithm for solving smooth convex optimization problems with separable constraints that may arise e.g. in distributed model predictive control (MPC) for linear network systems. Our algorithm is based on block coordinate descent updates in parallel and has a very simple iteration. We prove (sub)linear rate of … Read more

    Rate analysis of inexact dual first order methods: Application to distributed MPC for network systems

  • Ion Necoara
  • Valentin Nedelcu
    • Categories Convex Optimization, Distributed Control, Parallel Algorithms Tags , , , , ,

    In this paper we propose two dual decomposition methods based on inexact dual gradient information for solving large-scale smooth convex optimization problems. The complicating constraints are moved into the cost using the Lagrange multipliers. The dual problem is solved by inexact first order methods based on approximate gradients and we prove sublinear rate of convergence … Read more