An Asynchronous Block-Parallel Algorithm for Separable Quadratic Programming Problems

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.