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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. In: 2021 American Control Conference (ACC). IEEE , Piscataway, NJ, pp. 2075-2081. ISBN 978-1-6654-4197-1.

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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:Book Section
Related URLs:
URLURL TypeDescription ItemJournal Article ItemVideo ItemCode
Chen, Yuxiao0000-0001-5276-7156
Santillo, Mario0000-0001-9152-4747
Jankovic, Mrdjan0000-0002-4591-9462
Ames, Aaron D.0000-0003-0848-3177
Additional Information:© 2021 AACC.
Subject Keywords:Decentralized control; ADMM; Control barrier Functions
Record Number:CaltechAUTHORS:20210825-174614663
Persistent URL:
Official Citation:Y. Chen, M. Santillo, M. Jankovic and A. D. Ames, "Online decentralized decision making with inequality constraints: An ADMM approach," 2021 American Control Conference (ACC), 2021, pp. 2075-2081, doi: 10.23919/ACC50511.2021.9483302
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:110498
Deposited By: Tony Diaz
Deposited On:25 Aug 2021 17:53
Last Modified:25 Aug 2021 17:53

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