Xu Du

Xu Du, Alexander Engelmann, Yuning Jiang et al.

This paper proposes a structure exploiting algorithm for solving non-convex power system state estimation problems in distributed fashion. Because the power flow equations in large electrical grid networks are non-convex equality constraints, we develop a tailored state estimator based on Augmented Lagrangian Alternating Direction Inexact Newton (ALADIN) method, which can handle the nonlinearities efficiently. Here, our focus is on using Gauss-Newton Hessian approximations within ALADIN in order to arrive at at an efficient (computationally and communicationally) variant of ALADIN for network maximum likelihood estimation problems. Analyzing the IEEE 30-Bus system we illustrate how the proposed algorithm can be used to solve highly non-trivial network state estimation problems. We also compare the method with existing distributed parameter estimation codes in order to illustrate its performance.

Xu Du, Boyu Han, Ivano Notarnicola et al.

This paper investigates distributed resource allocation optimization over directed graphs with limited communication bandwidth. We develop a novel distributed algorithm that integrates the centralized Proximal Jacobian Alternating Direction Method of Multipliers (PJ-ADMM) with a finite-level quantized consensus scheme, enabling nodes to cooperatively solve the optimization in a distributed fashion. Under the assumption of convex objective functions, we establish that the proposed algorithm achieves sublinear convergence to a neighborhood of the optimal solution, with the convergence accuracy explicitly bounded by the quantization level. Numerical experiments validate that the algorithm achieves competitive performance compared to existing approaches while exhibiting communication efficiency.

Ruochen Wu, Xu Du, Karl H. Johansson et al.

In modern large-scale networked systems, rapidly solving optimization problems while utilizing communication resources efficiently is critical for addressing complex tasks. In this paper, we consider an unconstrained distributed optimization problem in which information exchange among nodes is governed by a directed communication graph. In our setup we focus on two key challenges. The first is the zigzag phenomenon caused by the objective functions of individual nodes having significantly different curvature along different directions. The second is that the communication channels among nodes are subject to limited bandwidth, which motivates the use of compressed (quantized) messages. To address both challenges simultaneously, we propose QANM, a distributed optimization algorithm that combines Nesterov-accelerated gradient descent with a distributed finite-time quantized consensus protocol, enabling accelerated convergence. Under strong convexity and smoothness assumptions, we show that our proposed algorithm converges linearly to a neighborhood of the optimal solution. Finally, we validate our algorithm on a distributed sensor fusion application for multi-dimensional target parameter estimation, where simulations across two distinct scenarios confirm the convergence guarantees and demonstrate clear acceleration benefits over non-momentum baselines.

Boyu Han, Xu Du, Karl H. Johansson et al.

This paper addresses distributed consensus optimization problems with mixed-integer variables, with a specific focus on Boolean variables. We introduce a novel distributed algorithm that extends the Consensus Augmented Lagrangian Alternating Direction Inexact Newton (CALADIN) framework by incorporating specialized techniques for handling Boolean variables without relying on local mixed-integer solvers. Under the mild assumption of Lipschitz continuity of the objective functions, we establish rigorous convergence guarantees for both convex and nonconvex mixed-integer programming problems. Numerical experiments demonstrate that the proposed algorithm achieves competitive performance compared to existing approaches while providing rigorous convergence guarantees.

Xu Du, Jingzhe Wang, Karl H. Johansson et al.

Distributed optimization has found widespread applications in smart grids, optimal control, and machine learning. This paper studies distributed consensus optimization. We extend the Augmented Lagrangian-based Alternating Direction Inexact Newton (ALADIN) framework to propose Consensus ALADIN (C-ALADIN) with a central coordinator, which directly handles consensus constraints. Our C-ALADIN algorithm admits both a first-order variant and a second-order variant that employs a Hessian approximation, avoiding direct transmission of second-order information while preserving fast local convergence. We then develop a decentralized version of C-ALADIN that operates over directed graphs with quantized communication, using a finite-time coordination protocol. For both versions, we establish global convergence guarantees for convex problems and local convergence guarantees for non-convex problems. For the decentralized case, the iterates converge to a neighborhood of the optimum determined by the quantization level. Numerical results demonstrate that our methods retain fast convergence while substantially reducing communication and computational costs compared to existing decentralized approaches.