A BLOCK-PARALLEL CONJUGATE GRADIENT METHOD FOR SEPARABLE QUADRATIC PROGRAMMING PROBLEMS^1

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概要

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• For a large-scale quadratic programming problem with separable objective function, a variant of the conjugate gradient method can effectively be applied to the dual problem. In this paper, we consider a block-parallel modification of the conjugate gradient method, which is suitable for implementation on a parallel computer. More precisely, the method proceeds in a block Jacobi manner and executes the conjugate gradient iteration to solve quadratic programming subproblems associated with respective blocks. We implement the method on a Connection Machine Model CM-5 in the Single-Program Multiple-Data model of computation. We report some numerical results, which show that the proposed method is effective particularly for problems with some block structure.

• 社団法人日本オペレーションズ・リサーチ学会の論文

著者

• Fukusima Masao

  Kyoto University

• Yamakawa Eiki

  College of Business Administration, Takamatsu University

• Yamakawa E

  College Of Business Administration Takamatsu University

関連論文

• A BLOCK-PARALLEL CONJUGATE GRADIENT METHOD FOR SEPARABLE QUADRATIC PROGRAMMING PROBLEMS^1

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