
Accession Number : ADA326735
Title : Alternating Direction Multiplier Decomposition of Convex Problems,
Corporate Author : THINKING MACHINES CORP CAMBRIDGE MA
Personal Author(s) : Eckstein, Jonathan
PDF Url : ADA326735
Report Date : OCT 1991
Pagination or Media Count : 26
Abstract : This paper focuses on two kinds of problems, monotropic programs and blockseperable problems. For blockseperable problems, the algorithm obtained bears some resemblance to an earlier method due to Spingarn, but solves a larger number of simpler subproblems at each iteration. Its fundamental operation is projection onto the epigraph of a convex function. For monotropic programs, one obtains a compact method that has some interesting properties when specialized to linear programming, and, for quadratic problems, has been shown to be competitive in the massively parallel environment.
Descriptors : *OPTIMIZATION, *LINEAR PROGRAMMING, ALGORITHMS, MATRICES(MATHEMATICS), PARALLEL PROCESSING, SYSTEMS ANALYSIS.
Subject Categories : Operations Research
Computer Programming and Software
Distribution Statement : APPROVED FOR PUBLIC RELEASE