Transactions of the Institute of Systems, Control and Information Engineers
Online ISSN : 2185-811X
Print ISSN : 1342-5668
An Asynchronous Block-Parallel Algorithm for Separable Quadratic Programming Problems
Eiki YAMAKAWAEiichi MAKIMasao FUKUSHIMA
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1997 Volume 10 Issue 5 Pages 248-258

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Abstract

An asynchronous modification of the block-parallel algorithm is presented for quadratic programming problems with separable objective functions. In particular, an implementation strategy is proposed to effectively decentralize the communication overhead associated with a specific processor of a parallel computer. Through extensive numerical experiments on the Connection Machine CM-5, the efficiency of the proposed method is examined for large scale problems with some block structure.

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