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Parallel SSLE algorithm for large scale constrained optimization |
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| Authors: | Fangying Zheng Congying Han Yongli Wang |
| Institution: | a Department of Mathematics, Shanghai University, Baoshan, Shanghai 200444, China b Department of Mathematical Sciences, Zhejiang Sci-Tech University, Hangzhou 310018, China c College of Information Science and Engineering, Shandong University of Science and Technology, Qingtao 266510, China d School of Mathematical Sciences, Graduate University of Chinese Academy of Sciences, Shijingshan District, Beijing 100049, China |
| 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: | Parallel variable distribution SSLE algorithm KKT point |
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