Article ID: | iaor1997676 |
Country: | Netherlands |
Volume: | 61 |
Issue: | 2 |
Start Page Number: | 225 |
End Page Number: | 230 |
Publication Date: | Jul 1995 |
Journal: | Journal of Computational and Applied Mathematics |
Authors: | Zhong Chen, Pusheng Fei |
Keywords: | lagrange multipliers |
Starting from the idea introduced by Hestenes and Pardalos et al. in this paper the authors describe an asynchronous parallel algorithm for solving constrained optimization problems by means of augmented Lagrange multiplier methods. Under suitable assumptions, they discuss convergence of this algorithm. Finally the authors show the numerical results of this algorithm.