A forward-backward algorithm for decomposable semi-definite programs

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A forward-backward algorithm for decomposable semi-definite programs

Conference Paper (2020)

Author(s)

Filippo Fabiani (University of Oxford)

Sergio Grammatico (TU Delft - Mechanical Engineering)

Research Group

Team Bart De Schutter

DOI related publication

https://doi.org/10.1109/MED48518.2020.9182860 Final published version

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https://resolver.tudelft.nl/uuid:8acd0fde-67cc-4b37-8eaa-003b25cbb441

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Publication Year

2020

Language

English

Research Group

Team Bart De Schutter

Pages (from-to)

580-585

ISBN (electronic)

978-1-7281-5742-9

Event

28th Mediterranean Conference on Control and Automation, MED 2020 (2020-09-15 - 2020-09-18), Saint-Raphael, France

Downloads counter

164

Abstract

We present semi-decentralized and distributed algorithms, designed via a preconditioned forward-backward operator splitting, for solving large-scale, decomposable semi-definite programs (SDPs). We exploit a chordal aggregate sparsity pattern assumption on the original SDP to obtain a set of mutually coupled SDPs defined on positive semidefinite (PSD) cones of reduced dimensions. We show that the proposed algorithms converge to a solution of the original SDP via iterations of reasonable computational cost, numerically comparing their performances with respect to others available in the literature.