非线性连续时间系统的异步 ADMM

Maximilian Pierer von Esch, Andreas Völz, Knut Graichen
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摘要

本文介绍了用于解决连续时间非线性分布式模型预测控制(DMPC)问题的交替乘法(ADMM)的同步和异步公式。研究表明,某些系统类别的最优控制问题可以进行转换,以适应基于共识的 ADMM 变体问题表述。产生的子问题在代理层级上局部求解,而共识步骤则由协调器集中求解。此外,还介绍了同步和异步 ADMM 算法在连续时间环境下对各自一阶最优条件的收敛情况。该算法被应用于不同的示例系统,并对其收敛行为和各个算法参数的影响进行了研究。代理的计算时间不受系统规模的影响,因此证明了其对高规模系统的适用性。此外,结果表明,与同步算法相比,异步算法在执行时间方面表现更好。
本文章由计算机程序翻译,如有差异,请以英文原文为准。

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Asynchronous ADMM for nonlinear continuous-time systems
This paper presents synchronous as well as asynchronous formulations of the alternating direction method of multipliers (ADMM) for solving continuous-time nonlinear distributed model predictive control (DMPC) problems. It is shown that the optimal control problems of certain system classes can be transformed to fit the consensus-based ADMM variant problem formulation. The arising subproblems are solved locally on the agent level while the consensus step is solved centrally by a coordinator. Furthermore, the convergence of the synchronous and asynchronous ADMM algorithms to their respective first-order optimality conditions is presented in a continuous-time setting. The algorithm is applied to different example systems for which the convergence behavior and influence of the individual algorithmic parameters are investigated. The computation time of the agents remains unaffected by the system size and thus demonstrates the applicability to high-scaled systems. Moreover, results show that the asynchronous algorithm performs better in terms of execution time when compared to its synchronous counterpart.
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