一个修正的并行变量分配算法

An improved parallel variable distribution algorithm

针对2002年C.A.Sagastizabal和M.V.Solodov提出的并行变量分配算法进行修正.通过引入一个线性规划,在每个迭代点处求解一个线性规划和二次规划,来替代原文中的二次规划子问题,避免了原算法的二次规划子问题可能不相容的情形.再者,通过一个非单调技术替代原文中的罚函数执行线性搜索过程,具有更大的灵活性.

The parallel variable distribution（PVD） algorithm proposed by C.A. Sagastizabal and M. V. Solodov in 2002 was modified. Here we introduce a linear programming, so at each itera- tion we need to solve a linear programming and a quadratic programming rather than the original quadratic programming subproblem, in this case the difficulties associated with the possible in- consistency of subproblem in the original method could be avoided. Moreover, we introduce a nonmonotone technique instead of the penalty function to carry out the line search procedure with more flexible.