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Distributed Synthesis Using Accelerated ADMM

Published 28 Feb 2018 in math.OC | (1803.00077v1)

Abstract: We propose a convex distributed optimization algorithm for synthesizing robust controllers for large-scale continuous time systems subject to exogenous disturbances. Given a large scale system, instead of solving the larger centralized synthesis task, we decompose the problem into a set of smaller synthesis problems for the local subsystems with a given interconnection topology. Hence, the synthesis problem is constrained to the sparsity pattern dictated by the interconnection topology. To this end, for each subsystem, we solve a local dissipation inequality and then check a small-gain like condition for the overall system. To minimize the effect of disturbances, we consider the $\mathrm{H}_\infty$ synthesis problems. We instantiate the distributed synthesis method using accelerated alternating direction method of multipliers (ADMM) with convergence rate $O(\frac{1}{k2})$ with $k$ being the number of iterations.

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