TY - GEN
T1 - ADMM for sparse semidefinite programming with applications to optimal power flow problem
AU - Madani, Ramtin
AU - Kalbat, Abdulrahman
AU - Lavaei, Javad
N1 - Publisher Copyright:
© 2015 IEEE.
PY - 2015/2/8
Y1 - 2015/2/8
N2 - This paper designs a distributed algorithm for solving sparse semidefinite programming (SDP) problems, based on the alternating direction method of multipliers (ADMM). It is known that exploiting the sparsity of a large-scale SDP problem leads to a decomposed formulation with a lower computational cost. The algorithm proposed in this work solves the decomposed formulation of the SDP problem using an ADMM scheme whose iterations consist of two subproblems. Both subproblems are highly parallelizable and enjoy closed-form solutions, which make the iterations computationally very cheap. The developed numerical algorithm is also applied to the SDP relaxation of the optimal power flow (OPF) problem, and tested on the IEEE benchmark systems.
AB - This paper designs a distributed algorithm for solving sparse semidefinite programming (SDP) problems, based on the alternating direction method of multipliers (ADMM). It is known that exploiting the sparsity of a large-scale SDP problem leads to a decomposed formulation with a lower computational cost. The algorithm proposed in this work solves the decomposed formulation of the SDP problem using an ADMM scheme whose iterations consist of two subproblems. Both subproblems are highly parallelizable and enjoy closed-form solutions, which make the iterations computationally very cheap. The developed numerical algorithm is also applied to the SDP relaxation of the optimal power flow (OPF) problem, and tested on the IEEE benchmark systems.
KW - Algorithm design and analysis
KW - Heuristic algorithms
KW - Matrix decomposition
KW - Optimization
KW - Programming
KW - Sparse matrices
KW - Symmetric matrices
UR - http://www.scopus.com/inward/record.url?scp=84962025334&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84962025334&partnerID=8YFLogxK
U2 - 10.1109/CDC.2015.7403152
DO - 10.1109/CDC.2015.7403152
M3 - Conference contribution
AN - SCOPUS:84962025334
T3 - Proceedings of the IEEE Conference on Decision and Control
SP - 5932
EP - 5939
BT - 54rd IEEE Conference on Decision and Control,CDC 2015
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 54th IEEE Conference on Decision and Control, CDC 2015
Y2 - 15 December 2015 through 18 December 2015
ER -