Improved Hierarchical ADMM for Nonconvex Cooperative Distributed Model Predictive Control

TL;DR

This paper introduces an improved hierarchical ADMM method to efficiently solve large-scale nonconvex distributed model predictive control problems in multi-agent systems, demonstrated on UAV decision-making tasks.

Contribution

The work develops a hierarchical three-block ADMM approach with an augmented Lagrangian framework and barrier method to enhance convergence and computational efficiency for nonconvex DMPC problems.

Findings

Effective in solving nonconvex DMPC problems for UAVs

Achieves better computational efficiency compared to existing methods

Converges to a stationary point under specified conditions

Abstract

Distributed optimization is often widely attempted and innovated as an attractive and preferred methodology to solve large-scale problems effectively in a localized and coordinated manner. Thus, it is noteworthy that the methodology of distributed model predictive control (DMPC) has become a promising approach to achieve effective outcomes, e.g., in decision-making tasks for multi-agent systems. However, the typical deployment of such distributed MPC frameworks would lead to the involvement of nonlinear processes with a large number of nonconvex constraints. To address this important problem, the development and innovation of a hierarchical three-block alternating direction method of multipliers (ADMM) approach is presented in this work to solve this nonconvex cooperative DMPC problem in multi-agent systems. Here firstly, an additional slack variable is introduced to transform the original large-scale nonconvex optimization problem. Then, a hierarchical ADMM approach, which contains outer loop iteration by the augmented Lagrangian method (ALM) and inner loop iteration by three-block semi-proximal ADMM, is utilized to solve the resulting transformed nonconvex optimization problem. Additionally, it is analytically shown and established that the requisite desired stationary point exists for convergence in the algorithm. Finally, an approximate optimization stage with a barrier method is then applied to further significantly improve the computational efficiency, yielding the final improved hierarchical ADMM. The effectiveness of the proposed method in terms of attained performance and computational efficiency is demonstrated on a cooperative DMPC problem of decision-making process for multiple unmanned aerial vehicles (UAVs).