Consistency Constraint Allocation in Augmented Lagrangian Coordination

Abstract

Many engineering systems are too complex to design as a single entity. Decomposition-based design optimization methods partition a system design problem into subproblems, and co-ordinate subproblem solutions toward an optimal system design. Recent work has addressed formal methods for determining an ideal system partition and coordination strategy, but coordination decisions have been limited to subproblem sequencing. An additional element in a coordination strategy is the linking structure of the partitioned problem, i.e., the allocation of constraints that guarantee that the linking variables among subproblems are consistent. There can be many alternative linking structures for a decomposition-based strategy which can be selected for a given partition, and this selection should be part of an optimal simultaneous partitioning and coordination scheme. This paper develops a linking structure theory for a particular class of decomposition-based optimization algorithms, Augmented Lagrangian Coordination (ALC). A new formulation and coordination technique for parallel ALC implementations is introduced along with a specific linking structure theory, yielding a partitioning and coordination selection method for ALC that includes consistency constraint allocation. This method is demonstrated using an electric water pump design problem.