language: en

PARALLEL CONSTRAINT DISTRIBUTION

M. C. FERRIS AND O. L. MANGASARIAN

Abstract. Constraints of a mathematical program are distributed among parallel processors together with an appropriately constructed augmented Lagrangian for each processor, which contains Lagrangian information on the constraints handled by the other processors. Lagrange multiplier information is then exchanged between processors. Convergence is established under suitable conditions for strongly convex quadratic programs and for general convex programs.

Key words. Parallel Optimization, Augmented Lagrangians, Quadratic Programs, Convex Programs

1. Introduction. We are concerned with the problem