On a parallel implementation of the Lagrangean approximation procedure

On a parallel implementation of the Lagrangean approximation procedure

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Article ID: iaor19941810
Country: South Korea
Volume: 18
Issue: 3
Start Page Number: 13
End Page Number: 34
Publication Date: Dec 1993
Journal: Journal of the Korean ORMS Society
Authors:
Keywords: Lagrangean methods
Abstract:

By operating on many parts of a software system concurrently, the parallel processing computers may provide several orders of magnitude more computing power than traditional serial computers. If the Lagrangean approximation procedure is applied to a large scale manufacturing problem which is decomposable into many subproblems, the procedure is a perfect candidate for parallel processing. By distributing Lagrangean subproblems for given multiplier to multiple processors, concurrently running processors and modifying Lagrangean multipliers at the end of each iteration of a subgradient method, a parallel processing of a Lagrangean approximation procedure may provide a significant speedup. The purpose of this research is to investigate the potential of the parallelized Lagrangean approximation procedure (PLAP) for certain combinatorial optimization problems in manufacturing systems. The framework of a PLAP is proposed for some combinatorial manufacturing problems which are decomposable into well-structured subproblems. The synchronous PLAP for the multistage dynamic lot-sizing problem is implemented on a parallel computer Alliant FX/4 and its computational experience is reported as a promising application of vector-concurrent computing. [In Korean.]

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