Complexity Certification of a Distributed Augmented Lagrangian Method

In this paper, we present complexity certification results for a distributed augmented Lagrangian (AL) algorithm used to solve convex optimization problems involving globally coupled linear constraints. Our method relies on the accelerated distributed AL (ADAL) algorithm, which can handle the couple...

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Veröffentlicht in:	IEEE transactions on automatic control 2018-03, Vol.63 (3), p.827-834
Hauptverfasser:	Soomin Lee, Chatzipanagiotis, Nikolaos, Zavlanos, Michael M.
Format:	Artikel
Sprache:	eng
Schlagworte:	Acceleration Augmented Lagrangian (AL) methods Complexity theory computational complexity Convergence Convex functions Couplings distributed model predictive control (MPC) Linear programming Predictive control
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