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 block-seperable problems. For block-seperable 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