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In this paper, we propose a distributed algorithm for solving loosely coupledproblems with chordal sparsity which relies on primal-dual interior-pointmethods. We achieve this by distributing the computations at each iteration,using message-passing. In comparison to already existing distributed algorithmsfor solving such problems, this algorithm requires far less number ofiterations to converge to a solution with high accuracy. Furthermore, it ispossible to compute an upper-bound for the number of required iterations which,unlike already existing methods, only depends on the coupling structure in theproblem. We illustrate the performance of our proposed method using a set ofnumerical examples.

Distributed Primal-dual Interior-point Methods for Solving Loosely Coupled Problems Using Message Passing