Solving the power flow problem in a distributed fashion empowers different grid operators to compute the overall grid state without having to share grid models-this is a practical problem to which industry does not have off-the-shelf answers. In cooperation with a German transmission system operator we propose two physically consistent problem formulations (feasibility, least-squares) amenable to two solution methods from distributed optimization (the Alternating direction method of multipliers (ADMM), and the Augmented Lagrangian based Alternating Direction Inexact Newton method (Aladin)); with Aladin there come convergence guarantees for the distributed power flow problem. In addition, we provide open source matlab code for rapid prototyping for distributed power flow (rapidPF), a fully matpower-compatible software that facilitates the laborious task of formulating power flow problems as distributed optimization problems; the code is available under https://github.com/KIT-IAI/rapidPF/. The approach to solving distributed power flow problems that we present is flexible, modular, consistent, and reproducible. Simulation results for systems ranging from 53 buses (with 3 regions) up to 4662 buses (with 5 regions) show that the least-squares formulation solved with aladin requires just about half a dozen coordinating steps before the power flow problem is solved.
The work done in this paper, proposes a complex Laplacian-based distributed control scheme for convergence in the multi-agent network. The proposed scheme has been designated as cascade formulation. The proposed technique exploits the traditional method of organizing large scattered networks into smaller interconnected clusters to optimize information flow within the network. The complex Laplacian-based approach results in a hierarchical structure, with formation of a meta-cluster leading other clusters in the network. The proposed formulation enables flexibility to constrain the eigen spectra…
This work builds on our recent work on a distributed optimization algorithm for graphs with directed unreliable communications. We show its linear convergence when we take either the proximal of each function or an affine minorant for when the function is smooth.
This article presents a sparse, low-memory footprint optimization algorithm for the implementation of the model predictive control (MPC) for tracking formulation in embedded systems. This MPC formulation has several advantages over standard MPC formulations, such as an increased domain of attraction and guaranteed recursive feasibility even in the event of a sudden reference change. However, this comes at the expense of the addition of a small amount of decision variables to the MPC's optimization problem that complicates the structure of its matrices. We propose a sparse optimization algorith…
This Ph.D. dissertation contains results in two different but related fields: the implementation of model predictive control (MPC) in embedded systems using first order methods, and restart schemes for accelerated first order methods (AFOM). We start by presenting three novel restart schemes for AFOM. These schemes can improve the convergence of the AFOM by suppressing the undesirable oscillations that they are prone to present. The schemes we develop have theoretical guarantees and do not require knowledge of difficult-to-obtain parameters of the optimization problem. Next, we present sparse …
Parallel implementations of distributed global optimization (DGO) [13] on MP-1 and NCUBE parallel computers revealed an approximate O(n) increase in the performance of this algorithm. Therefore, the implementation of the DGO on parallel processors can remedy the only draw back of this algorithm which is the O(n2) of execution time as the number of the dimensions increase. The speed up factor of the parallel implementations of DGO is measured with respect to the sequential execution time of the identical problem on SPARC IV computer. The best speed up was achieved by the SIMD implementation of …
Quantum computing is developing fast. Real world applications are within reach in the coming years. One of the most promising areas is combinatorial optimisation, where the Quadratic Unconstrained Binary Optimisation (QUBO) problem formulation is used to get good approximate solutions. Both the universal quantum computer as the quantum annealer can handle this kind of problems well. In this paper, we present an application on multimodal container planning. We show how to map this problem to a QUBO problem formulation and how the practical implementation can be done on the quantum annealer prod…
This paper examines the performance trade-offs between an introduced linear flexibility market model for congestion management and a benchmark second-order cone programming (SOCP) formulation. The linear market model incorporates voltage magnitudes and reactive powers, while providing a simpler formulation than the SOCP model, which enables its practical implementation. The paper provides a structured comparison of the two formulations relying on developed deterministic and statistical Monte Carlo case analyses using two distribution test systems (the Matpower 69-bus and 141-bus systems). The …
The increasing presence of large-scale distributed systems highlights the need for scalable control strategies where only local communication is required. Moreover, in safety-critical systems it is imperative that such control strategies handle constraints in the presence of disturbances. In response to this need, we present the Distributed and Localized Model Predictive Control (DLMPC) algorithm for large-scale linear systems. DLMPC is a distributed closed-loop model predictive control (MPC) scheme wherein only local state and model information needs to be exchanged between subsystems for the…
This paper formalizes an optimal water-power flow (OWPF) problem to optimize the use of controllable assets across power and water systems while accounting for the couplings between the two infrastructures. Tanks and pumps are optimally managed to satisfy water demand while improving power grid operations; {for the power network, an AC optimal power flow formulation is augmented to accommodate the controllability of water pumps.} Unfortunately, the physics governing the operation of the two infrastructures and coupling constraints lead to a nonconvex (and, in fact, NP-hard) problem; however, a…
This paper presents the formulation and analysis of a novel distributed maximum likelihood algorithm that utilizes a first-order optimization scheme. The proposed approach utilizes a static average consensus algorithm to reach agreement on the initial condition to the iterative optimization scheme and a dynamic average consensus algorithm to reach agreement on the gradient direction. The current distributed algorithm is guaranteed to exponentially recover the performance of the centralized algorithm. Though the current formulation focuses on maximum likelihood algorithm built on first-order me…
We propose a continuous-time second-order optimization algorithm for solving unconstrained convex optimization problems with bounded Hessian. We show that this alternative algorithm has a comparable convergence rate to that of the continuous-time Newton-Raphson method, however structurally, it is amenable to a more efficient distributed implementation. We present a distributed implementation of our proposed optimization algorithm and prove its convergence via Lyapunov analysis. A numerical example demonstrates our results.
When a distributed algorithm must be executed by strategic agents with misaligned interests, a social leader needs to introduce an appropriate tax/subsidy mechanism to incentivize agents to faithfully implement the intended algorithm so that a correct outcome is obtained. We discuss the incentive issues of implementing economically efficient distributed algorithms using the framework of indirect mechanism design theory. In particular, we show that indirect Groves mechanisms are not only sufficient but also necessary to achieve incentive compatibility. This result can be viewed as a generalizat…
We consider large scale cost allocation problems and consensus seeking problems for multiple agents, in which agents are suggested to collaborate in a distributed algorithm to find a solution. If agents are strategic to minimize their own individual cost rather than the global social cost, they are endowed with an incentive not to follow the intended algorithm, unless the tax/subsidy mechanism is carefully designed. Inspired by the classical Vickrey-Clarke-Groves mechanism and more recent algorithmic mechanism design theory, we propose a tax mechanism that incentivises agents to faithfully imp…
We propose a hierarchical distributed algorithm to solve optimal power flow (OPF) problems that aim at dispatching controllable distributed energy resources (DERs) for voltage regulation at minimum cost. The proposed algorithm features unprecedented scalability to large multi-phase distribution networks by jointly exploring the tree/subtrees structure of a large radial distribution network and the structure of the linearized distribution power flow (LinDistFlow) model to derive a hierarchical, distributed implementation of the primal-dual gradient algorithm that solves OPF. The proposed implem…
In this paper, we address distributed convergence to fair allocations of CPU resources for time-sensitive applications. We propose a novel resource management framework where a centralized objective for fair allocations is decomposed into a pair of performance-driven recursive processes for updating: (a) the allocation of computing bandwidth to the applications (resource adaptation), executed by the resource manager, and (b) the service level of each application (service-level adaptation), executed by each application independently. We provide conditions under which the distributed recursive s…
We present a method for the numerical approximation of distributed optimal control problems constrained by parabolic partial differential equations. We complement the first-order optimality condition by a recently developed space-time variational formulation of parabolic equations which is coercive in the energy norm, and a Lagrangian multiplier. Our final formulation fulfills the Babuška-Brezzi conditions on the continuous as well as discrete level, without restrictions. Consequently, we can allow for final-time desired states, and obtain an a-posteriori error estimator which is efficient and…
We consider a network of agents that are cooperatively solving a global optimization problem, where the objective function is the sum of privately known local objective functions of the agents and the decision variables are coupled via linear constraints. Recent literature focused on special cases of this formulation and studied their distributed solution through either subgradient based methods with O(1/sqrt(k)) rate of convergence (where k is the iteration number) or Alternating Direction Method of Multipliers (ADMM) based methods, which require a synchronous implementation and a globally kn…
In this work, we revisit a classical incremental implementation of the primal-descent dual-ascent gradient method used for the solution of equality constrained optimization problems. We provide a short proof that establishes the linear (exponential) convergence of the algorithm for smooth strongly-convex cost functions and study its relation to the non-incremental implementation. We also study the effect of the augmented Lagrangian penalty term on the performance of distributed optimization algorithms for the minimization of aggregate cost functions over multi-agent networks.
In modern large-scale machine learning applications, the training data are often partitioned and stored on multiple machines. It is customary to employ the "data parallelism" approach, where the aggregated training loss is minimized without moving data across machines. In this paper, we introduce a novel distributed dual formulation for regularized loss minimization problems that can directly handle data parallelism in the distributed setting. This formulation allows us to systematically derive dual coordinate optimization procedures, which we refer to as Distributed Alternating Dual Maximizat…
This paper develops distributed optimization based, platoon centered CAV car following schemes, motivated by the recent interest in CAV platooning technologies. Various distributed optimization or control schemes have been developed for CAV platooning. However, most existing distributed schemes for platoon centered CAV control require either centralized data processing or centralized computation in at least one step of their schemes, referred to as partially distributed schemes. In this paper, we develop fully distributed optimization based, platoon centered CAV platooning control under the li…
In this paper we investigate how standard nonlinear programming algorithms can be used to solve constrained optimization problems in a distributed manner. The optimization setup consists of a set of agents interacting through a communication graph that have as common goal the minimization of a function expressed as a sum of (possibly non-convex) differentiable functions. Each function in the sum corresponds to an agent and each agent has associated an equality constraint. By re-casting the distributed optimization problem into an equivalent, augmented centralized problem, we show that distribu…
Compressed communication, in the form of sparsification or quantization of stochastic gradients, is employed to reduce communication costs in distributed data-parallel training of deep neural networks. However, there exists a discrepancy between theory and practice: while theoretical analysis of most existing compression methods assumes compression is applied to the gradients of the entire model, many practical implementations operate individually on the gradients of each layer of the model. In this paper, we prove that layer-wise compression is, in theory, better, because the convergence rate…
This work develops effective distributed strategies for the solution of constrained multi-agent stochastic optimization problems with coupled parameters across the agents. In this formulation, each agent is influenced by only a subset of the entries of a global parameter vector or model, and is subject to convex constraints that are only known locally. Problems of this type arise in several applications, most notably in disease propagation models, minimum-cost flow problems, distributed control formulations, and distributed power system monitoring. This work focuses on stochastic settings, whe…
We report on an open-source implementation for distributed function minimization on top of Apache Spark by using gradient and quasi-Newton methods. We show-case it with an application to Optimal Transport and some scalability tests on classification and regression problems.
In this paper, we present a scalable distributed implementation of the Sampled Limited-memory Symmetric Rank-1 (S-LSR1) algorithm. First, we show that a naive distributed implementation of S-LSR1 requires multiple rounds of expensive communications at every iteration and thus is inefficient. We then propose DS-LSR1, a communication-efficient variant that: (i) drastically reduces the amount of data communicated at every iteration, (ii) has favorable work-load balancing across nodes, and (iii) is matrix-free and inverse-free. The proposed method scales well in terms of both the dimension of the …
Principal Subspace Analysis (PSA) -- and its sibling, Principal Component Analysis (PCA) -- is one of the most popular approaches for dimensionality reduction in signal processing and machine learning. But centralized PSA/PCA solutions are fast becoming irrelevant in the modern era of big data, in which the number of samples and/or the dimensionality of samples often exceed the storage and/or computational capabilities of individual machines. This has led to the study of distributed PSA/PCA solutions, in which the data are partitioned across multiple machines and an estimate of the principal s…
