A parallel algorithm for constrained optimization problems

A parallel algorithm for constrained optimization problems

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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: ,
Keywords: lagrange multipliers
Abstract:

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.

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