Decentralized Schemes with Overlap for Solving Graph-Structured Optimization Problems

Journal Article · Tue Sep 01 04:00:00 EDT 2020 · IEEE Transactions on Network and Service Management

DOI:https://doi.org/10.1109/TCNS.2020.2967805· OSTI ID:1757940

Shin, Sungho; Zavala, Victor M.; Anitescu, Mihai

We present a new algorithmic paradigm for the decentralized solution of graph-structured optimization problems that arise in the estimation and control of network systems. A key and novel design concept of the proposed approach is that it uses overlapping subdomains to promote and accelerate convergence. We show that the algorithm converges if the size of the overlap is sufficiently large and that the convergence rate improves exponentially with the size of the overlap. The proposed approach provides a bridge between fully decentralized and centralized architectures and is flexible in that it enables the implementation of asynchronous schemes, handling of constraints, and balancing of computing, communication, and data privacy needs. The proposed scheme is tested in an estimation problem for a 9241-node power network and we show that it outperforms the alternating direction method of multipliers.

• Research Organization: Argonne National Laboratory (ANL)
• Sponsoring Organization: USDOE Office of Science - Office of Advanced Scientific Computing Research (ASCR); National Science Foundation (NSF)
• DOE Contract Number: AC02-06CH11357
• OSTI ID: 1757940
• Journal Information: IEEE Transactions on Network and Service Management, Journal Name: IEEE Transactions on Network and Service Management Journal Issue: 3 Vol. 7; ISSN 1932-4537
• Country of Publication: United States
• Language: English

Related Subjects

asynchronous
decomposition
parallel computing