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ALADIN-ααα -- An open-source MATLAB toolbox for distributed non-convex optimization

2 June 2020
Alexander Engelmann
Yuning Jiang
Henrieke Benner
Ruchuan Ou
B. Houska
T. Faulwasser
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Abstract

This paper introduces an open-source software for distributed and decentralized non-convex optimization named ALADIN-α\alphaα. ALADIN-α\alphaα 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-α\alphaα.

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