PARALLEL CONSTRAINT DISTRIBUTION

被引：14

作者：

Ferris, M. C. ^{[1
]}

Mangasarian, O. L. ^{[1
]}

机构：

[1] Univ Wisconsin, Dept Comp Sci, Madison, WI 53706 USA

来源：

SIAM JOURNAL ON OPTIMIZATION | 1991年 / 1卷 / 04期

基金：

美国国家科学基金会;

关键词：

parallel optimization; augmented Lagrangians; quadratic programs; convex programs;

D O I：

10.1137/0801029

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Constraints of a mathematical program are distributed among parallel processors together with an appropriately constructed augmented Lagrangian for each processor, which contains Lagrangian information on the constraints handled by the other processors. Lagrange multiplier information is then exchanged between processors. Convergence is established under suitable conditions for strongly convex quadratic programs and for general convex programs.

引用

页码：487 / 500

页数：14

共 23 条

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[2]

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[3]

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[4]

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[5]

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[6]

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[9]

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Mangasarian, O. L. .

SIAM JOURNAL ON OPTIMIZATION, 1991, 1 (01) :114-122

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