DualBi: A dual bisection algorithm for non-convex problems with a scalar complicating constraint

IF 5.9 2区 计算机科学 Q1 AUTOMATION & CONTROL SYSTEMS Automatica Pub Date : 2025-05-01 Epub Date: 2025-02-17 DOI:10.1016/j.automatica.2025.112198
Lucrezia Manieri, Alessandro Falsone, Maria Prandini
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Abstract

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 progressively improves 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 updating 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.
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具有标量复杂约束的非凸问题的对偶等分算法
本文讨论了以标量复杂约束为特征的非凸约束优化问题。我们提出了一种对偶问题的迭代二分法(DualBi算法),该算法可以恢复可行的原始解,并且在迭代过程中性能逐步提高。应用于具有标量耦合约束的多智能体问题,产生了一种分散的解决方案,其中中心单元负责更新(标量)对偶变量,而智能体计算其局部原始变量。在多智能体milp的情况下,与最先进的基于二元性的方法相比,仿真显示了所提出方法的性能。
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来源期刊
Automatica
Automatica 工程技术-工程:电子与电气
CiteScore
10.70
自引率
7.80%
发文量
617
审稿时长
5 months
期刊介绍: Automatica is a leading archival publication in the field of systems and control. The field encompasses today a broad set of areas and topics, and is thriving not only within itself but also in terms of its impact on other fields, such as communications, computers, biology, energy and economics. Since its inception in 1963, Automatica has kept abreast with the evolution of the field over the years, and has emerged as a leading publication driving the trends in the field. After being founded in 1963, Automatica became a journal of the International Federation of Automatic Control (IFAC) in 1969. It features a characteristic blend of theoretical and applied papers of archival, lasting value, reporting cutting edge research results by authors across the globe. It features articles in distinct categories, including regular, brief and survey papers, technical communiqués, correspondence items, as well as reviews on published books of interest to the readership. It occasionally publishes special issues on emerging new topics or established mature topics of interest to a broad audience. Automatica solicits original high-quality contributions in all the categories listed above, and in all areas of systems and control interpreted in a broad sense and evolving constantly. They may be submitted directly to a subject editor or to the Editor-in-Chief if not sure about the subject area. Editorial procedures in place assure careful, fair, and prompt handling of all submitted articles. Accepted papers appear in the journal in the shortest time feasible given production time constraints.
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