DualBi: A dual bisection algorithm for non-convex problems with a scalar complicating constraint
Fuente:
arXiv
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| Autores principales: | , , |
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| Formato: | Preprint |
| Publicado: |
2024
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| Acceso en línea: | |
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| _version_ | 1866910632922578944 |
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| author | Manieri, Lucrezia Falsone, Alessandro Prandini, Maria |
| author_facet | Manieri, Lucrezia Falsone, Alessandro Prandini, Maria |
| contents | This paper addresses non-convex constrained optimization problems that are characterized by a scalar complicating constraint. We propose an iterative bisection method for the dual problem (DualBi Algorithm) that recovers a feasible primal solution, with a performance that is progressively improving throughout iterations. Application to multi-agent problems with a scalar coupling constraint results in a decentralized resolution scheme where a central unit is in charge of the update of the (scalar) dual variable while agents compute their local primal variables. In the case of multi-agent MILPs, simulations showcase the performance of the proposed method compared with state-of-the-art duality-based approaches. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2402_03013 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | DualBi: A dual bisection algorithm for non-convex problems with a scalar complicating constraint Manieri, Lucrezia Falsone, Alessandro Prandini, Maria Optimization and Control This paper addresses non-convex constrained optimization problems that are characterized by a scalar complicating constraint. We propose an iterative bisection method for the dual problem (DualBi Algorithm) that recovers a feasible primal solution, with a performance that is progressively improving throughout iterations. Application to multi-agent problems with a scalar coupling constraint results in a decentralized resolution scheme where a central unit is in charge of the update of the (scalar) dual variable while agents compute their local primal variables. In the case of multi-agent MILPs, simulations showcase the performance of the proposed method compared with state-of-the-art duality-based approaches. |
| title | DualBi: A dual bisection algorithm for non-convex problems with a scalar complicating constraint |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2402.03013 |