Alternating direction splittings for block angular parallel optimization

DOI10.1007/BF02192243MaRDI QIDQ2564997zbMATH OpenOpenAlexFDO

Authors Renato De Leone, Robert R. Meyer, Spyridon Kontogiorgis

Publication date 7 January 1997

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02192243

zbMATH Keywords

alternating directions methodaugmented Lagrangianblock angular structuredecomposition algorithmslarge-scale multicommodity flowparallel computation

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Parallel numerical computation (65Y05) Deterministic network models in operations research (90B10) Convex programming (90C25)

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Cites work

• A diagonal quadratic approximation method for large scale linear programs
• An Interior Point Method for Block Angular Optimization
• Application of the alternating direction method of multipliers to separable convex programming problems
• Asynchronous parallel successive overrelaxation for the symmetric linear complementarity problem
• Coordination in Coarse-Grained Decomposition
• Decomposition Principle for Linear Programs
• scientific article; zbMATH DE number 51132 (Why is no real title available?)
• On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
• On the method of multipliers for mathematical programming problems
• On the Numerical Solution of Heat Conduction Problems in Two and Three Space Variables
• Parallel Variable Distribution
• Scenarios and Policy Aggregation in Optimization Under Uncertainty
• Solving multistage stochastic networks: An application of scenario aggregation
• Splitting Algorithms for the Sum of Two Nonlinear Operators
• The Alternating Step Method for Monotropic Programming on the Connection Machine CM-2

Cited in

(10)

• A variable-penalty alternating directions method for convex optimization
• Load balancing in the parallel optimization of block-angular linear programs
• Active set methods for problems in column block angular form
• Fast inexact decomposition algorithms for large-scale separable convex optimization
• An alternating direction method for solving convex nonlinear semidefinite programming problems
• Symmetric and asymmetric parallelization of a cost-decomposition algorithm for multicommodity flow problems
• Multicoordination Methods for Solving Convex Block-Angular Programs
• Parallel implementation of a central decomposition method for solving large-scale planning problems
• Parallel bundle-based decomposition for large-scale structured mathematical programming problems
• Interior-point Lagrangian decomposition method for separable convex optimization

Describes a project that uses

Uses Software

• MINOS

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