Parallel Predictor-Corrector Interior-Point Algorithm of Structured Optimization Problems

被引:1
|
作者
Yang Linfeng [1 ,2 ]
Li Taoshen [2 ]
Li Jie [2 ,3 ]
机构
[1] Guangxi Univ, Sch Elect Engn, Nanning 530004, Peoples R China
[2] Guangxi Univ, Sch Comp Elect & Informat, Nanning 530004, Peoples R China
[3] Guangxi Polytech, Dept Comp Technol, Nanning 530226, Peoples R China
关键词
parallel algorithm; Interior-point algorithm; structured optimization problems; corrector equation;
D O I
10.1109/WGEC.2009.68
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
A novel parallel predictor-corrector interior-point algorithm (P-PCIPA) is proposed. The algorithm uses technique of predictor-corrector to improve the centrality of the iterate point to reduce the number of iterations. Corrector equation, which has special structure, of our parallel algorithm for a class of large scale optimization problems has been presented. And this structured corrector equation can be solved in parallel with our parallel factorization-backsolve technique. The good speedup, which nearly equaling to the number of processors, can be got from our analysis of time complexity.
引用
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页码:256 / +
页数:2
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