lalajiayou / aladin.m

ALADIN-alpha

ALADIN-alpha is a rapid-prototyping toolbox for distributed and decentralized non-convex optimization. ALADIN-alpha implements the Augmented Lagrangian Alternating Direction Inexact Newton (ALADIN) algorithm and the Alternating Direction of Multipliers Method (ADMM) with a unified interface. Moreover, bi-level ALADIN is included in ALADIN-alpha allowing for decentralized non-convex optimization. Application examples from various fields highlight the broad applicability of ALADIN-alpha. A documentation can be found here.

Getting started

1. Download ALADIN-M and add the \src folder including all subfolders folder to you MATLAB path.
2. Run \exampels\main_example.m.

Highlights

ALADIN-alpha

• supports general partially separable NLPs;
• comes with a bi-level ALADIN extension enabling decentralizes optimization;
• provides a unified interface for ALADIN and ADMM and a centralized solver for direct comparison;
• supports parallel computing;
• comes with a rich set of examples from power systems, estimation and control.

Requirements:

ALADIN-alpha requires

• CasADi optimization and automatic differentiation;
• the MATLAB parallel computing toolbox for parallel computin (if needed);
• the MATLAB symbolic math toolbox (only for some examples).