An accelerated dual method based on analytical extrapolation for distributed quadratic optimization of large-scale production complexes

Abstract

Chemical production sites usually consist of plants that are owned by different companies or business units but are tightly connected by streams of materials and carriers of energy. Distributed optimization, where each entity optimizes its objective and the transfer prices of energy and materials are adapted by a coordinator, is a promising approach to this kind of problems, as confidentiality of internal data can be preserved.In this contribution, we propose an extension of the widely used subgradient methods for inequality constrained distributed QPs, which we call analytical extrapolation (AE). Therein, the analytical structure of the dual function is exploited to speed up convergence. Two strategies for handling changing sets of active constraints are presented. We investigate the performance of our algorithm on test problems, where different problem parameters are varied, and show that the performance of our algorithm is in most cases significantly better than that of other methods.