A Primal Decomposition Method with Suboptimality Bounds for Distributed Mixed-Integer Linear Programming

Andrea Camisa, Ivano Notarnicola, Giuseppe Notarstefano
<span title="">2018</span> <i title="IEEE"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/wjd7b2sxyfahnaei4xvi46vwsu" style="color: black;">2018 IEEE Conference on Decision and Control (CDC)</a> </i> &nbsp;
In this paper we deal with a network of agents seeking to solve in a distributed way Mixed-Integer Linear Programs (MILPs) with a coupling constraint (modeling a limited shared resource) and local constraints. MILPs are NPhard problems and several challenges arise in a distributed framework, so that looking for suboptimal solutions is of interest. To achieve this goal, the presence of a linear coupling calls for tailored decomposition approaches. We propose a fully distributed algorithm based
more &raquo; ... a primal decomposition approach and a suitable tightening of the coupling constraints. Agents repeatedly update local allocation vectors, which converge to an optimal resource allocation of an approximate version of the original problem. Based on such allocation vectors, agents are able to (locally) compute a mixed-integer solution, which is guaranteed to be feasible after a sufficiently large time. Asymptotic and finite-time suboptimality bounds are established for the computed solution. Numerical simulations highlight the efficacy of the proposed methodology.
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1109/cdc.2018.8619597">doi:10.1109/cdc.2018.8619597</a> <a target="_blank" rel="external noopener" href="https://dblp.org/rec/conf/cdc/CamisaNN18.html">dblp:conf/cdc/CamisaNN18</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/r2ygjybpafbe5cnub44wlzeqtm">fatcat:r2ygjybpafbe5cnub44wlzeqtm</a> </span>
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