Parallel ADMM for robust quadratic optimal resource allocation problems

被引：0
|
作者：
Qureshi, Zawar [1 ]
East, Sebastian [1 ]
Cannon, Mark [1 ]
机构：
[1] Univ Oxford, Dept Engn Sci, Parks Rd, Oxford OX1 3PJ, England
来源：
2019 AMERICAN CONTROL CONFERENCE (ACC) | 2019年
关键词：
CONVEX-OPTIMIZATION; ENERGY MANAGEMENT;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
An alternating direction method of multipliers (ADMM) solver is described for optimal resource allocation problems with separable convex quadratic costs and constraints and linear coupling constraints. We describe a parallel implementation of the solver on a graphics processing unit (GPU) using a bespoke quartic function minimizer. An application to robust optimal energy management in hybrid electric vehicles is described, and the results of numerical simulations comparing the computation times of the parallel GPU implementation with those of an equivalent serial implementation are presented.
引用
收藏
页码：3402 / 3407
页数：6
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