Parallel Constraint Distribution in Convex Quadratic Programming
نویسندگان
چکیده
منابع مشابه
Parallel Constraint Distribution in Convex Quadratic Programming
We consider convex quadratic programs with large numbers of constraints. We distribute these constraints among several parallel processors and modify the objective function for each of these subproblems with Lagrange multiplier information from the other processors. New Lagrange multiplier information is aggregated in a master processor and the whole process is repeated. Linear convergence is e...
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ژورنال
عنوان ژورنال: Mathematics of Operations Research
سال: 1994
ISSN: 0364-765X,1526-5471
DOI: 10.1287/moor.19.3.645