Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
6422148 | Applied Mathematics and Computation | 2011 | 8 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Fangying Zheng, Congying Han, Yongli Wang,