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Partially distributed outer approximation

Murray, Alexander 1; Faulwasser, Timm 1; Hagenmeyer, Veit 1; Villanueva, Mario E.; Houska, Boris
1 Fakultät für Maschinenbau – Institut für Angewandte Informatik/Automatisierungstechnik (AIA), Karlsruher Institut für Technologie (KIT)

Abstract:
This paper presents a novel partially distributed outer approximation algorithm, named PaDOA, for solving a class of structured mixed integer convex programming problems to global optimality. The proposed scheme uses an iterative outer approximation method for coupled mixed integer optimization problems with separable convex objective functions, affine coupling constraints, and compact domain. PaDOA proceeds by alternating between solving large-scale structured mixed-integer linear programming problems and partially decoupled mixed-integer nonlinear programming subproblems that comprise much fewer integer variables. We establish conditions under which PaDOA converges to global minimizers after a finite number of iterations and verify these properties with an application to thermostatically controlled loads and to mixed-integer regression.


Verlagsausgabe §
DOI: 10.5445/IR/1000132625
Veröffentlicht am 12.05.2021
Cover der Publikation
Zugehörige Institution(en) am KIT Institut für Automation und angewandte Informatik (IAI)
Publikationstyp Zeitschriftenaufsatz
Publikationsjahr 2021
Sprache Englisch
Identifikator ISSN: 0925-5001, 1573-2916
KITopen-ID: 1000132625
HGF-Programm 37.12.01 (POF IV, LK 01) Digitalization & System Technology for Flexibility Solutions
Erschienen in Journal of Global Optimization
Verlag Springer
Band 80
Heft 3
Seiten 523 - 550
Nachgewiesen in Dimensions
Scopus
Web of Science
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