1. Convergence of Mixed-Integer ALADIN
- Author
-
Veit Hagenmeyer and Alexander Murray
- Subjects
Mathematical optimization ,Class (set theory) ,Battery scheduling ,Computer science ,Augmented Lagrangian method ,Convergence (routing) ,Extension (predicate logic) ,AC power ,Integer (computer science) - Abstract
The mixed-integer extension of the well-known Augmented Lagrangian Alternating Direction Inexact Newton (ALADIN) method has been shown to have favourable results for a number of different problems from battery scheduling to reactive power dispatch. Despite the demonstrated convergence for these problems, a general convergence proof has thus far been an open question. To this effect, the present paper proves limited convergence properties for the mixed-integer ALADIN algorithm and provides a new algorithm for detecting a class of problems for which convergence is not possible.
- Published
- 2020
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