A distributed augmented Lagrangian method for model predictive control
Conference Paper
In this paper we present a distributed Augmented Lagrangian (AL) algorithm to solve model predictive control (MPC) problems that involve a finite number of subsystems which interact with each other via a general network. We focus on discrete-time control systems with time-varying linear dynamics. Our method relies on the Accelerated Distributed Augmented Lagrangian (ADAL) algorithm, which can handle globally coupled linear constraints in a distributed manner based on a locally estimated AL. We prove that the theoretical complexity of ADAL to reach an ϵ-optimal solution both in terms of primal optimality gap and feasibility residual is O(1/ϵ) iterations. As suggested by our numerical analysis, ADAL achieves very fast convergence rates compared to the popular ADMM for distributed MPC.
Full Text
Duke Authors
Cited Authors
- Lee, S; Chatzipanagiotis, N; Zavlanos, MM
Published Date
- January 18, 2018
Published In
- 2017 Ieee 56th Annual Conference on Decision and Control, Cdc 2017
Volume / Issue
- 2018-January /
Start / End Page
- 2888 - 2893
International Standard Book Number 13 (ISBN-13)
- 9781509028733
Digital Object Identifier (DOI)
- 10.1109/CDC.2017.8264078
Citation Source
- Scopus