论文标题
技术报告:通过鞍点计算分布式异步大规模混合构成线性编程
Technical Report: Distributed Asynchronous Large-Scale Mixed-Integer Linear Programming via Saddle Point Computation
论文作者
论文摘要
我们通过分布式异步鞍点计算解决了大规模混合企业线性程序(MILP)。这是由于MILP能够在多机构自治中建模问题,例如任务分配问题和轨迹计划,并在多机器人系统中遇到碰撞避免限制。为了解决MILP,我们使用非线性程序近似值放松它,随着代理数量的增加,其准确性会收紧,相对于耦合约束数量增加。接下来,我们形成一个等效的拉格朗日鞍点问题,然后在原始空间和双空间中正规化拉格朗日人,以创建一个正规的拉格朗日式,它是强烈的convex-trong-tronglong-concave。然后,我们开发一种并行的算法来计算正规化拉格朗日的鞍点。该算法将问题划分为块,这些问题是原始或双重决策变量的标量或子向量,并且显示出在原始和双重变量的计算和通信中耐受异步。提出了次级次数界限和收敛速率,以收敛到鞍点。次要性结合包括(i)通过正规化拉格朗日和(ii)溶液与原始MILP及其松弛形式之间的次优差异引起的正则化误差。仿真结果说明了这些理论上的发展,并表明放松和正则化仅对获得的解决方案的质量有轻微的影响。
We solve large-scale mixed-integer linear programs (MILPs) via distributed asynchronous saddle point computation. This is motivated by the MILPs being able to model problems in multi-agent autonomy, e.g., task assignment problems and trajectory planning with collision avoidance constraints in multi-robot systems. To solve a MILP, we relax it with a nonlinear program approximation whose accuracy tightens as the number of agents increases relative to the number of coupled constraints. Next, we form an equivalent Lagrangian saddle point problem, and then regularize the Lagrangian in both the primal and dual spaces to create a regularized Lagrangian that is strongly-convex-strongly-concave. We then develop a parallelized algorithm to compute saddle points of the regularized Lagrangian. This algorithm partitions problems into blocks, which are either scalars or sub-vectors of the primal or dual decision variables, and it is shown to tolerate asynchrony in the computations and communications of primal and dual variables. Suboptimality bounds and convergence rates are presented for convergence to a saddle point. The suboptimality bound includes (i) the regularization error induced by regularizing the Lagrangian and (ii) the suboptimality gap between solutions to the original MILP and its relaxed form. Simulation results illustrate these theoretical developments in practice, and show that relaxation and regularization together have only a mild impact on the quality of solution obtained.