Alternating Direction Splittings for Block Angular Parallel Optimization

Kontogiorgis, S.; De Leone, Renato; Meyer, R.; R. R.,

We develop and compare three decomposition algorithms derived from the method of alternating directions. They may be viewed as block Gauss-Seidel variants of augmented Lagrangian approaches that take advantage of block angular structure. From a parallel computation viewpoint, they are ideally suited to a data parallel environment. Numerical results for large-scale multicommodity flow problems are presented to demonstrate the effectiveness of these decomposition algorithms on the Thinking Machines CM-5 parallel supercomputer relative to the widely-used serial optimization package MINOS 5.4.

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Titolo:	Alternating Direction Splittings for Block Angular Parallel Optimization
Autori:	Kontogiorgis, S. DE LEONE, Renato R. , Meyer R. R. mostra contributor esterni nascondi contributor esterni
Data di pubblicazione:	1996
Rivista:	JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
Abstract:	We develop and compare three decomposition algorithms derived from the method of alternating directions. They may be viewed as block Gauss-Seidel variants of augmented Lagrangian approaches that take advantage of block angular structure. From a parallel computation viewpoint, they are ideally suited to a data parallel environment. Numerical results for large-scale multicommodity flow problems are presented to demonstrate the effectiveness of these decomposition algorithms on the Thinking Machines CM-5 parallel supercomputer relative to the widely-used serial optimization package MINOS 5.4.
Handle:	http://hdl.handle.net/11581/241383
Appare nelle tipologie:	Articolo

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