Parallel SSLE algorithm for large scale constrained optimization

In this paper, a parallel SSLE algorithm is proposed for solving large scale constrained optimization with block‐separable structure. At each iteration, the PVD sub‐problems are solved inexactly by the SSLE algorithm, which successfully overcomes the constraint inconsistency exited in most SQP‐type algorithm, and decreases the computation amount as well. Without assuming the convexity of the constraints, the algorithm is proved to be globally convergent to a KKT point of the original problem.