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This paper presents a distributed optimization algorithm tailored to solve optimization problems arising in smart grids. In detail, we propose a variant of the Augmented Lagrangian based Alternating Direction Inexact Newton (ALADIN) method,…

Systems and Control · Electrical Eng. & Systems 2020-04-06 Yuning Jiang , Philipp Sauerteig , Boris Houska , Karl Worthmann

This paper presents a real-time computational framework for multi-node distributed optimization by extending the Augmented Lagrangian Alternating Direction Inexact Newton (ALADIN) algorithm. Our approach integrates adjoint sequential…

Optimization and Control · Mathematics 2026-04-17 Yifei Wang , Xuhui Feng , Shimin Pan , Liangfan Zhu , Xu Du , Apostolos I. Rikos

Mathematical Programs with Complementarity Constraints (MPCC) are critical in various real-world applications but notoriously challenging due to non-smoothness and degeneracy from complementarity constraints. The $\ell_1$-Exact…

Systems and Control · Electrical Eng. & Systems 2025-08-07 Yifei Wang , Shuting Wu , Genke Yang , Jian Chu , Apostolos I. Rikos , Xu Du

Decentralized optimization algorithms are important in different contexts, such as distributed optimal power flow or distributed model predictive control, as they avoid central coordination and enable decomposition of large-scale problems.…

Optimization and Control · Mathematics 2019-03-28 Alexander Engelmann , Yuning Jiang , Boris Houska , Timm Faulwasser

The Augmented Lagrangian Alternating Direction Inexact Newton (ALADIN) method is a cutting-edge distributed optimization algorithm known for its superior numerical performance. It relies on each agent transmitting information to a central…

Systems and Control · Electrical Eng. & Systems 2025-04-09 Xu Du , Xiaohua Zhou , Shijie Zhu

The present paper discusses the application of the recently proposed Augmented Lagrangian Alternating Direction Inexact Newton (ALADIN) method to non-convex AC Optimal Power Flow Problems (OPF) in a distributed fashion. In contrast to the…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-11-13 Alexander Engelmann , Yuning Jiang , Tillmann Mühlpfordt , Boris Houska , Timm Faulwasser

This paper introduces an open-source software for distributed and decentralized non-convex optimization named ALADIN-$\alpha$. ALADIN-$\alpha$ is a MATLAB implementation of tailored variants of the Augmented Lagrangian Alternating Direction…

Systems and Control · Electrical Eng. & Systems 2021-10-05 Alexander Engelmann , Yuning Jiang , Henrieke Benner , Ruchuan Ou , Boris Houska , Timm Faulwasser

This paper addresses distributed consensus optimization problems with mixed-integer variables, with a specific focus on Boolean variables. We introduce a novel distributed algorithm that extends the Consensus Augmented Lagrangian…

Optimization and Control · Mathematics 2026-04-17 Boyu Han , Xu Du , Karl H. Johansson , Apostolos I. Rikos

Distributed optimization has found widespread applications in smart grids, optimal control, and machine learning. This paper studies distributed consensus optimization. We extend the Augmented Lagrangian-based Alternating Direction Inexact…

Optimization and Control · Mathematics 2026-05-21 Xu Du , Jingzhe Wang , Karl H. Johansson , Apostolos I. Rikos

TThe paper proposes the Consensus Augmented Lagrange Alternating Direction Inexact Newton (Consensus ALADIN) algorithm, a novel approach for solving distributed consensus optimization problems (DC). Consensus ALADIN allows each agent to…

Systems and Control · Electrical Eng. & Systems 2025-03-24 Xu Du , Jingzhe Wang

This paper provides an overview of the historical progression of distributed optimization techniques, tracing their development from early duality-based methods pioneered by Dantzig, Wolfe, and Benders in the 1960s to the emergence of the…

Optimization and Control · Mathematics 2023-08-11 Aadharsh Aadhithya A , Abinesh S , Akshaya J , Jayanth M , Vishnu Radhakrishnan , Sowmya V , Soman K. P

This paper presents a distributed optimization algorithm tailored for solving optimal control problems arising in multi-building coordination. The buildings coordinated by a grid operator, join a demand response program to balance the…

Optimization and Control · Mathematics 2021-01-14 Junyan Su , Yuning Jiang , Altug Bitlislioglu , Colin N. Jones , Boris Houska

The ongoing transition towards energy and power systems dominated by a large number of renewable power injections to the distribution grid poses substantial challenges for system operation, coordination, and control. Optimization-based…

Optimization and Control · Mathematics 2024-04-08 Lukas Lanza , Timm Faulwasser , Karl Worthmann

This paper investigates algorithms for solving distributed consensus optimization problems that are non-convex. Since Typical ALADIN (Typical Augmented Lagrangian based Alternating Direction Inexact Newton Method, T-ALADIN for short) [1] is…

Optimization and Control · Mathematics 2023-06-12 Xu Du , Jingzhe Wang

We present a proximal augmented Lagrangian based solver for general convex quadratic programs (QPs), relying on semismooth Newton iterations with exact line search to solve the inner subproblems. The exact line search reduces in this case…

Optimization and Control · Mathematics 2020-04-02 Ben Hermans , Andreas Themelis , Panagiotis Patrinos

This paper proposes a novel Coordinate-Descent Augmented-Lagrangian (CDAL) solver for linear, possibly parameter-varying, model predictive control (MPC) problems. At each iteration, an augmented Lagrangian (AL) subproblem is solved by…

Optimization and Control · Mathematics 2022-09-28 Liang Wu , Alberto Bemporad

We propose QPALM, a nonconvex quadratic programming (QP) solver based on the proximal augmented Lagrangian method. This method solves a sequence of inner subproblems which can be enforced to be strongly convex and which therefore admit a…

Optimization and Control · Mathematics 2024-04-17 Ben Hermans , Andreas Themelis , Panagiotis Patrinos

We present a numerical method for the minimization of constrained optimization problems where the objective is augmented with large quadratic penalties of inconsistent equality constraints. Such objectives arise from quadratic integral…

Optimization and Control · Mathematics 2021-08-16 Martin Neuenhofen , Eric Kerrigan

A novel augmented Lagrangian method for solving non-convex programs with nonlinear cost and constraint couplings in a distributed framework is presented. The proposed decomposition algorithm is made of two layers: The outer level is a…

Optimization and Control · Mathematics 2014-07-22 Jean-Hubert Hours , Colin N. Jones

Nonconvex and structured optimization problems arise in many engineering applications that demand scalable and distributed solution methods. The study of the convergence properties of these methods is in general difficult due to the…

Optimization and Control · Mathematics 2015-05-04 Sindri Magnússon , Pradeep Chathuranga Weeraddana , Michael G. Rabbat , Carlo Fischione
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