| Article ID: | iaor19981373 |
| Country: | Netherlands |
| Volume: | 5 |
| Issue: | 1 |
| Start Page Number: | 5 |
| End Page Number: | 37 |
| Publication Date: | Jan 1996 |
| Journal: | Computational Optimization and Applications |
| Authors: | Fukushima Masao, Yamakawa Eiki, Haddou Mounir, Nguyen Van Hien, Strodiot Jean-Jacques, Sugimoto Takanobu |
| Keywords: | computational analysis: parallel computers |
In this paper, we propose a parallel decomposition algorithm for solving a class of convex optimization problems, which is broad enough to contain ordinary convex programming problems with a strongly convex objective function. The algorithm is a variant of the trust region method applied to the Fenchel dual of the given problem. We prove global convergence of the algorithm and report some computational experience with the proposed algorithm on the Connection Machine Model CM-5.