Distributed ADMM for model predictive control and congestion control

Abstract

Many problems in control can be modeled as an optimization problem over a network of nodes. Solving them with distributed algorithms provides advantages over centralized solutions, such as privacy and the ability to process data locally. In this paper, we solve optimization problems in networks where each node requires only partial knowledge of the problem's solution. We explore this feature to design a decentralized algorithm that allows a significant reduction in the total number of communications. Our algorithm is based on the Alternating Direction of Multipliers (ADMM), and we apply it to distributed Model Predictive Control (MPC) and TCP/IP congestion control. Simulation results show that the proposed algorithm requires less communications than previous work for the same solution accuracy.