Abstract

The mixed-integer extension of the well-known Augmented Lagrangian Alternating Direction Inexact Newton (ALADIN) method has been shown to have favourable results for a number of different problems from battery scheduling to reactive power dispatch. Despite the demonstrated convergence for these problems, a general convergence proof has thus far been an open question. To this effect, the present paper proves limited convergence properties for the mixed-integer ALADIN algorithm and provides a new algorithm for detecting a class of problems for which convergence is not possible.

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