Parallel bundle-based decomposition for large-scale structured mathematical programming problems

DOI10.1007/BF02023050MaRDI QIDQ751515zbMATH OpenFDO

Authors Deepankar Medhi

Publication date 1990

Published in Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

block-angular linear programmingparallel bundle-based decomposition algorithmsstructured large-scale convex optimizationunconstrained nonsmooth concave optimization

Mathematics Subject Classification ID

Convex programming (90C25) Linear programming (90C05) Large-scale problems in mathematical programming (90C06) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Decomposition methods (49M27) Distributed algorithms (68W15)

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Cites work

• scientific article; zbMATH DE number 3846333 (Why is no real title available?)
• scientific article; zbMATH DE number 3465097 (Why is no real title available?)
• A stable method for solving certain constrained least squares problems
• An Application of Bin-Packing to Multiprocessor Scheduling
• An advanced implementation of the Dantzig—Wolfe decomposition algorithm for linear programming
• Bounds on Multiprocessing Timing Anomalies
• Convex Analysis
• Performance Guarantees for Scheduling Algorithms
• The Decomposition Algorithm for Linear Programs

Cited in

(14)

• Load balancing in the parallel optimization of block-angular linear programs
• Generalized proximal point algorithm for convex optimization
• Active set methods for problems in column block angular form
• Bundle-based decomposition for large-scale convex optimization: Error estimate and application to block-angular linear programs
• On the efficacy of distributed simplex algorithms for linear programming
• Parallel solution of large-scale, block-angular linear programs
• Parallel subgradient algorithm with block dual decomposition for large-scale optimization
• Towards a practical parallelisation of the simplex method
• Partitioning mathematical programs for parallel solution
• Coordination in Coarse-Grained Decomposition
• Parallel implementation of a central decomposition method for solving large-scale planning problems
• The Effect of Various Sparsity Structures on Parallelism and Algorithms to Reveal Those Structures
• A cutting plane method from analytic centers for stochastic programming
• Scenario analysis via bundle decomposition

Describes a project that uses

Uses Software

• IMSL Numerical Libraries
• MINOS

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