Feasible distributed MPC scheme for network systems based on an inexact dual gradient method
Ion Necoara, Valentin Nedelcu, Dragos Clipici · 2013
In this paper we propose an inexact dual gradient method for solving large-scale smooth convex optimization problems. For the proposed algorithm we provide estimates on primal and dual suboptimality and primal infeasibility. We solve the inner problems by means of a parallel coordinate descent method with linear convergence rate. We adapt our method using constraint tightening and obtain a distributed MPC strategy for network systems which guarantees feasibility.