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 |
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Hauptverfasser: | , , |
Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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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) |
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ISSN: | 0022-3239 1573-2878 |
DOI: | 10.1007/BF02192243 |