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一个求解约束优化问题的异步并行算法

A Parallel Variable Transformation Algorithm for Solving Constrained Optimization Problem
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摘要 对Fukushima于1998年提出的求解无约束并行变量转换算法(PVT)向约束优化问题进行推广,给出了一个异步并行求解边界约束最优化问题的可行算法,在一定的条件下,证明了算法的收敛性. A parallel variable transformation algorithm for solving bounded constrained optimization problem is developed.The feasible algorithm is a promotion from the unconstrained parallel variable transformation algorithm which is proposed by Fukushima to solve constrained minimization problem.The convergence of the algorithm is obtained under certain conditions.
出处 《滨州学院学报》 2010年第3期86-88,共3页 Journal of Binzhou University
基金 滨州学院科研基金项目(BZXYL1005)
关键词 并行变量转换 边界约束 并行算法 优化问题 parallel variable transformation bounded constraintsarallel algorithm optimization problem
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