Parallel Variable Distribution Algorithm for Constrained Optimization with Nonmonotone Technique

Parallel Variable Distribution Algorithm for Constrained Optimization with Nonmonotone Technique

Parallel Variable Distribution for Constrained Optimization

In the parallel variable distribution framework for solving optimization problems (PVD), the variables are distributed among parallel processors with each processor having the primary responsibility for updating its block of variables while allowing the remaining “secondary” variables to change in a restricted fashion along some easily computable directions. For constrained nonlinear programs c...

Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization

At each outer iteration of standard Augmented Lagrangian methods one tries to solve a box-constrained optimization problem with some prescribed tolerance. In the continuous world, using exact arithmetic, this subproblem is always solvable. Therefore, the possibility of finishing the subproblem resolution without satisfying the theoretical stopping conditions is not contemplated in usual converg...

Solving the Unconstrained Optimization Problems Using the Combination of Nonmonotone Trust Region Algorithm and Filter Technique

In this paper, we propose a new nonmonotone adaptive trust region method for solving unconstrained optimization problems that is equipped with the filter technique. In the proposed method, the various nonmonotone technique is used. Using this technique, the algorithm can advantage from nonmonotone properties and it can increase the rate of solving the problems. Also, the filter that is used in...

On the Convergence of Constrained Parallel Variable Distribution Algorithms

We consider the parallel variable distribution (PVD) approach proposed by Ferris and Mangasarian [SIAM J. Optim., 4 (1994), pp. 815–832] for solving optimization problems. The problem variables are distributed among p processors with each processor having the primary responsibility for updating its block of variables while allowing the remaining “secondary” variables to change in a restricted f...