Pakazad, Sina Khoshfetrat3; Hansson, Anders3; Andersen, Martin Skovgaard1; Rantzer, Anders3
1 Department of Applied Mathematics and Computer Science, Technical University of Denmark2 Scientific Computing, Department of Applied Mathematics and Computer Science, Technical University of Denmark3 unknown
We consider a class of convex feasibility problems where the constraints that describe the feasible set are loosely coupled. These problems arise in robust stability analysis of large, weakly interconnected uncertain systems. To facilitate distributed implementation of robust stability analysis of such systems, we describe two algorithms based on decomposition and simultaneous projections. The first algorithm is a nonlinear variant of Cimmino's mean projection algorithm, but by taking the structure of the constraints into account, we can obtain a faster rate of convergence. The second algorithm is devised by applying the alternating direction method of multipliers to a convex minimization reformulation of the convex feasibility problem. Numerical results are then used to show that both algorithms require far less iterations than the accelerated nonlinear Cimmino algorithm.
Ifac Proceedings Volumes, 2013, p. 194-199
Distributed computer systems; Large scale systems; Uncertain systems; Algorithms
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Ifac Proceedings Volumes (ifac-papersonline)
13th IFAC Symposium on Large Scale Complex Systems: Theory and Applications (LSS 2013)