arXiv:2006.01866

ALADIN-$α$ -- An open-source MATLAB toolbox for distributed non-convex optimization

Alexander Engelmann, Yuning Jiang, Henrieke Benner, Ruchuan Ou, Boris Houska, Timm Faulwasser

제출 2020-06-02

원문 초록

This paper introduces an open-source software for distributed and decentralized non-convex optimization named ALADIN-$\alpha$. ALADIN-$\alpha$ is a MATLAB implementation of tailored variants of the Augmented Lagrangian Alternating Direction Inexact Newton (ALADIN) algorithm. Its user interface is convenient for rapid prototyping of non-convex distributed optimization algorithms. An improved version of the recently proposed bi-level variant of ALADIN is included enabling decentralized non-convex optimization with reduced information exchange. A collection of examples from different applications fields including chemical engineering, robotics, and power systems underpins the potential of ALADIN-$\alpha$.

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