DocumentCode :
2898446
Title :
A generalized distributed accelerated gradient method for distributed model predictive control with iteration complexity bounds
Author :
Giselsson, Pontus
Author_Institution :
Dept. of Autom. Control LTH, Lund Univ., Lund, Sweden
fYear :
2013
fDate :
17-19 June 2013
Firstpage :
327
Lastpage :
333
Abstract :
Most distributed optimization methods used for distributed model predictive control (DMPC) are gradient based. Gradient based optimization algorithms are known to have iterations of low complexity. However, the number of iterations needed to achieve satisfactory accuracy might be significant. This is not a desirable characteristic for distributed optimization in distributed model predictive control. Rather, the number of iterations should be kept low to reduce communication requirements, while the complexity within an iteration can be significant. By incorporating Hessian information in a distributed accelerated gradient method in a well-defined manner, we are able to significantly reduce the number of iterations needed to achieve satisfactory accuracy in the solutions, compared to distributed methods that are strictly gradient-based. Further, we provide convergence rate results and iteration complexity bounds for the developed algorithm.
Keywords :
Hessian matrices; computational complexity; convergence of numerical methods; distributed control; gradient methods; optimisation; predictive control; DMPC; Hessian information; convergence rate; distributed model predictive control; distributed optimization method; generalized distributed accelerated gradient method; gradient based optimization algorithm; iteration complexity bound; Acceleration; Accuracy; Complexity theory; Convergence; Gradient methods; Predictive control;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
American Control Conference (ACC), 2013
Conference_Location :
Washington, DC
ISSN :
0743-1619
Print_ISBN :
978-1-4799-0177-7
Type :
conf
DOI :
10.1109/ACC.2013.6579858
Filename :
6579858
Link To Document :
بازگشت