Title
Asynchronous ADMM for Distributed Non-Convex Optimization in Power Systems.
Abstract
Large scale, non-convex optimization problems arising in many complex networks such as the power system call for efficient and scalable distributed optimization algorithms. Existing distributed methods are usually iterative and require synchronization of all workers at each iteration, which is hard to scale and could result in the under-utilization of computation resources due to the heterogeneity of the subproblems. To address those limitations of synchronous schemes, this paper proposes an asynchronous distributed optimization method based on the Alternating Direction Method of Multipliers (ADMM) for non-convex optimization. The proposed method only requires local communications and allows each worker to perform local updates with information from a subset of but not all neighbors. We provide sufficient conditions on the problem formulation, the choice of algorithm parameter and network delay, and show that under those mild conditions, the proposed asynchronous ADMM method asymptotically converges to the KKT point of the non-convex problem. We validate the effectiveness of asynchronous ADMM by applying it to the Optimal Power Flow problem in multiple power systems and show that the convergence of the proposed asynchronous scheme could be faster than its synchronous counterpart in large-scale applications.
Year
Venue
Field
2017
arXiv: Optimization and Control
Convergence (routing),Asynchronous communication,Network delay,Mathematical optimization,Synchronization,Electric power system,Complex network,Karush–Kuhn–Tucker conditions,Optimization problem,Mathematics
DocType
Volume
Citations 
Journal
abs/1710.08938
0
PageRank 
References 
Authors
0.34
9
3
Name
Order
Citations
PageRank
Junyao Guo101.35
Gabriela Hug-Glanzmann211320.21
Ozan K. Tonguz31641119.26