A classification of methods for distributed system optimization based on formulation structure |
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Authors: | S Tosserams L F P Etman J E Rooda |
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Affiliation: | (1) Department of Mechanical Engineering, Eindhoven University of Technology, P.O. Box 513, 5600 MB Eindhoven, The Netherlands |
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Abstract: | Augmented Lagrangian coordination (ALC) is a provably convergent coordination method for multidisciplinary design optimization
(MDO) that is able to treat both linking variables and linking functions (i.e. system-wide objectives and constraints). Contrary
to quasi-separable problems with only linking variables, the presence of linking functions may hinder the parallel solution
of subproblems and the use of the efficient alternating directions method of multipliers. We show that this unfortunate situation
is not the case for MDO problems with block-separable linking constraints. We derive a centralized formulation of ALC for
block-separable constraints, which does allow parallel solution of subproblems. Similarly, we derive a distributed coordination
variant for which subproblems cannot be solved in parallel, but that still enables the use of the alternating direction method
of multipliers. The approach can also be used for other existing MDO coordination strategies such that they can include block-separable
linking constraints.
This work is funded by MicroNed, grant number 10005898. |
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Keywords: | Multidisciplinary design optimization Decomposition Distributed optimization Linking constraints Augmented lagrangian |
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