Article ID Journal Published Year Pages File Type
6422148 Applied Mathematics and Computation 2011 8 Pages PDF
Abstract

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.

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Physical Sciences and Engineering Mathematics Applied Mathematics
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