Distributed Quadratic Programming over Arbitrary Graphs

In this paper, the locality features of infinitedimensional quadratic programming (QP) optimization problems are studied. Our approach is based on tools from operator theory and ideas from Multi Parametric Quadratic Programming (MPQP). The key idea is to use the spatially decaying operators (SD), which has been recently developed to study spatially distributed systems in [1], to capture couplings between optimization variables in the quadratic cost functional and linear constraints. As an application, it is shown that the problem of receding horizon control of spatially distributed systems with heterogeneous subsystems, input and state constraints, and arbitrary interconnection topologies can be modeled as an infinitedimensional QP problem. Furthermore, we prove that for a convex infinite-dimensional QP in which the couplings are through SD operators, optimal solution is piece-wise affine– represented as convolution sums. More importantly, we prove that the kernel of each convolution sum decays in the spatial domain at a rate proportional to the inverse of the corresponding coupling function of the optimization problem, thereby providing evidence that even centralized solutions to the infinite-dimensional QP has inherent spatial locality. Comments Distributed quadratic programing over arbitrary graphs. N. Motee and A. Jadbabaie IEEE Transactions on Automatic Control. To Appear in vol. 54, No 5, June 2009. This working paper is available at ScholarlyCommons: http://repository.upenn.edu/grasp_papers/5 Distributed Quadratic Programming over Arbitrary Graphs Nader Motee and Ali Jadbabaie Abstract— In this paper, the locality features of infinitedimensional quadratic programming (QP) optimization problems are studied. Our approach is based on tools from operator theory and ideas from Multi Parametric Quadratic Programming (MPQP). The key idea is to use the spatially decaying operators (SD), which has been recently developed to study spatially distributed systems in [1], to capture couplings between optimization variables in the quadratic cost functional and linear constraints. As an application, it is shown that the problem of receding horizon control of spatially distributed systems with heterogeneous subsystems, input and state constraints, and arbitrary interconnection topologies can be modeled as an infinitedimensional QP problem. Furthermore, we prove that for a convex infinite-dimensional QP in which the couplings are through SD operators, optimal solution is piece-wise affine– represented as convolution sums. More importantly, we prove that the kernel of each convolution sum decays in the spatial domain at a rate proportional to the inverse of the corresponding coupling function of the optimization problem, thereby providing evidence that even centralized solutions to the infinite-dimensional QP has inherent spatial locality. In this paper, the locality features of infinitedimensional quadratic programming (QP) optimization problems are studied. Our approach is based on tools from operator theory and ideas from Multi Parametric Quadratic Programming (MPQP). The key idea is to use the spatially decaying operators (SD), which has been recently developed to study spatially distributed systems in [1], to capture couplings between optimization variables in the quadratic cost functional and linear constraints. As an application, it is shown that the problem of receding horizon control of spatially distributed systems with heterogeneous subsystems, input and state constraints, and arbitrary interconnection topologies can be modeled as an infinitedimensional QP problem. Furthermore, we prove that for a convex infinite-dimensional QP in which the couplings are through SD operators, optimal solution is piece-wise affine– represented as convolution sums. More importantly, we prove that the kernel of each convolution sum decays in the spatial domain at a rate proportional to the inverse of the corresponding coupling function of the optimization problem, thereby providing evidence that even centralized solutions to the infinite-dimensional QP has inherent spatial locality.

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