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Online Decentralized Decision Making With Inequality Constraints: An ADMM approach

Chen, Yuxiao and Santillo, Mario and Jankovic, Mrdjan and Ames, Aaron D. (2021) Online Decentralized Decision Making With Inequality Constraints: An ADMM approach. IEEE Control Systems Letters, 5 (6). pp. 2156-2161. ISSN 2475-1456. doi:10.1109/lcsys.2020.3044873.

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We discuss an online decentralized decision making problem where the agents are coupled with affine inequality constraints. Alternating Direction Method of Multipliers (ADMM) is used as the computation engine and we discuss the convergence of the algorithm in an online setting. To be specific, when decisions have to be made sequentially with a fixed time step, there might not be enough time for the ADMM to converge before the scenario changes and the decision needs to be updated. In this case, a suboptimal solution is employed and we analyze the optimality gap given the convergence condition. Moreover, in many cases, the decision making problem changes gradually over time. We propose a warm-start scheme to accelerate the convergence of ADMM and analyze the benefit of the warm-start. The proposed method is demonstrated in a decentralized multiagent control barrier function problem with simulation.

Item Type:Article
Related URLs:
URLURL TypeDescription Paper ItemConference Paper
Chen, Yuxiao0000-0001-5276-7156
Santillo, Mario0000-0001-9152-4747
Jankovic, Mrdjan0000-0002-4591-9462
Ames, Aaron D.0000-0003-0848-3177
Additional Information:© 2020 IEEE. Manuscript received September 14, 2020; revised November 18, 2020; accepted December 4, 2020. Date of publication December 15, 2020; date of current version April 26, 2021. Recommended by Senior Editor L. Menini. The Caltech component of this research was funded by Ford Motor Company.
Funding AgencyGrant Number
Ford Motor CompanyUNSPECIFIED
Subject Keywords:Decentralized control, ADMM, control barrier functions
Issue or Number:6
Record Number:CaltechAUTHORS:20210113-163505184
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Official Citation:Y. Chen, M. Santillo, M. Jankovic and A. D. Ames, "Online Decentralized Decision Making With Inequality Constraints: An ADMM approach," in IEEE Control Systems Letters, vol. 5, no. 6, pp. 2156-2161, Dec. 2021, doi: 10.1109/LCSYS.2020.3044873
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:107465
Deposited By: George Porter
Deposited On:14 Jan 2021 16:02
Last Modified:25 Aug 2021 17:48

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