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Convergence of Mixed-Integer ALADIN

Published: 25 November 2020 Publication History

Abstract

The mixed-integer extension of the well-known Augmented Lagrangian Alternating Direction Inexact Newton (ALADIN) method has been shown to have favourable results for a number of different problems from battery scheduling to reactive power dispatch. Despite the demonstrated convergence for these problems, a general convergence proof has thus far been an open question. To this effect, the present paper proves limited convergence properties for the mixed-integer ALADIN algorithm and provides a new algorithm for detecting a class of problems for which convergence is not possible.

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ICACS '20: Proceedings of the 4th International Conference on Algorithms, Computing and Systems
January 2020
109 pages
ISBN:9781450377324
DOI:10.1145/3423390
Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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  • University of Thessaly: University of Thessaly, Volos, Greece

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Association for Computing Machinery

New York, NY, United States

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Published: 25 November 2020

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