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Parallel ADMM for robust quadratic optimal resource allocation problems

Abstract:
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.
Publication status:
Published
Peer review status:
Peer reviewed

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Institution:
University of Oxford
Division:
MPLS Division
Department:
Engineering Science
Role:
Author
More by this author
Institution:
University of Oxford
Division:
MPLS
Department:
Engineering Science
Oxford college:
St John's College
Role:
Author
ORCID:
0000-0003-2189-7876


Publisher:
IEEE
Host title:
2019 American Control Conference (ACC)
Journal:
2019 American Control Conference More from this journal
Pages:
3402-3407
Publication date:
2019-08-29
Acceptance date:
2019-01-27
ISSN:
2378-5861
ISBN:
9781538679265


Pubs id:
pubs:983112
UUID:
uuid:57cd330c-d17d-417f-8764-ffb86971258f
Local pid:
pubs:983112
Source identifiers:
983112
Deposit date:
2019-03-16

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