ALADIN-$\alpha$ -- An open-source MATLAB toolbox for distributed non-convex optimization

TL;DR

ALADIN-$\alpha$ is an open-source MATLAB toolbox designed for efficient distributed non-convex optimization, featuring user-friendly interfaces and advanced variants to reduce communication overhead across various application domains.

Contribution

The paper presents ALADIN-$\alpha$, a MATLAB toolbox implementing tailored ALADIN algorithms with a bi-level variant for decentralized optimization and reduced information exchange.

Findings

Demonstrated effectiveness across chemical engineering, robotics, and power systems.

Includes a bi-level ALADIN variant for decentralized optimization.

Provides a user-friendly interface for rapid prototyping.

Abstract

This paper introduces an open-source software for distributed and decentralized non-convex optimization named ALADIN-$\alpha$. ALADIN-$\alpha$ is a MATLAB implementation of tailored variants of the Augmented Lagrangian Alternating Direction Inexact Newton (ALADIN) algorithm. Its user interface is convenient for rapid prototyping of non-convex distributed optimization algorithms. An improved version of the recently proposed bi-level variant of ALADIN is included enabling decentralized non-convex optimization with reduced information exchange. A collection of examples from different applications fields including chemical engineering, robotics, and power systems underpins the potential of ALADIN-$\alpha$.