Alternating direction splittings for block angular parallel optimization

We develop and compare three decomposition algorithms derived from the method of alternating directions. They may be viewed as block Gauss-Seidel variants of augmented Lagrangian approaches that take advantage of block angular structure. From a parallel computation viewpoint, they are ideally suited...

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Veröffentlicht in:Journal of optimization theory and applications 1996-07, Vol.90 (1), p.1-29
Hauptverfasser: KONTOGIORGIS, S, DE LEONE, R, MEYER, R. R
Format: Artikel
Sprache:eng
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Zusammenfassung:We develop and compare three decomposition algorithms derived from the method of alternating directions. They may be viewed as block Gauss-Seidel variants of augmented Lagrangian approaches that take advantage of block angular structure. From a parallel computation viewpoint, they are ideally suited to a data parallel environment. Numerical results for large-scale multicommodity flow problems are presented to demonstrate the effectiveness of these decomposition algorithms on the Thinking Machines CM-5 parallel supercomputer relative to the widely-used serial optimization package MINOS 5.4. (Author)
ISSN:0022-3239
1573-2878
DOI:10.1007/BF02192243