Handling complexity in large-scale systems via multi-agent decomposition and decentralized optimization

Lucrezia Manieri
PHD Student

DEIB - Conference Room "E. Gatti" (Building 20)
May 17^th, 2023
11.30 am

Contacts:
Simone Formentin

Research Line:
Control systems

Abstract

On May 17^th, 2023 at 11.30 am Lucrezia Manieri, PHD Student in Information Technology, will give a seminar on "Handling complexity in large-scale systems via multi-agent decomposition and decentralized optimization" in DEIB Conference Room.

Motivated by novel applications in the energy domain, we address the optimal operation of large-scale systems comprising both dynamical and logical components. We focus on the case when the problem can be formulated as a mixed integer linear program (MILP) with both discrete and continuous decision variables and propose a resolution scheme that combines multi-agent decomposition and decentralized optimization to defeat combinatorial complexity. The presentation is structured in two parts.
We start by presenting decentralized optimization algorithms for multi-agent constraint coupled MILPs, where each agent solves a reduced order MILP, and a central unit enforces the coupling constraint. The proposed algorithms can find a feasible solution in a finite number of iterations while reducing its sub-optimality level. Then, we address the challenge of disclosing a multi-agent structure hidden in a generic MILP formulation by searching for a suitable permutation of rows and columns of the matrix defining the linear constraints of the program.