Iteration complexity of the alternating direction method of multipliers for quasi-separable problems in multi-disciplinary design optimization

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

The Alternating Direction Method of Multipliers (ADMM) is a distributed algorithm suitable for quasi-separable problems in Multi-disciplinary Design Optimization. Previous authors have studied the convergence and complexity of the ADMM algorithm by treating it as an instance of the proximal point algorithm. In this paper, those previous results are extended to an alternate form of the ADMM algorithm applied to the quasiseparable problem. Secondly, a dynamic penalty parameter updating heuristic for the ADMM algorithm is introduced and compared against a previously proposed updating heuristic. The proposed updating heuristic was tested on a distributed linear model fitting example and performed favorably against the other heuristic and the fixed penalty parameter scheme.

Original languageEnglish (US)
Title of host publication40th Design Automation Conference
PublisherAmerican Society of Mechanical Engineers (ASME)
ISBN (Electronic)9780791846322
DOIs
StatePublished - Jan 1 2014
EventASME 2014 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference, IDETC/CIE 2014 - Buffalo, United States
Duration: Aug 17 2014Aug 20 2014

Publication series

NameProceedings of the ASME Design Engineering Technical Conference
Volume2B

Other

OtherASME 2014 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference, IDETC/CIE 2014
CountryUnited States
CityBuffalo
Period8/17/148/20/14

ASJC Scopus subject areas

  • Modeling and Simulation
  • Mechanical Engineering
  • Computer Science Applications
  • Computer Graphics and Computer-Aided Design

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