Asynchronous Algorithms for Solving Linear Programs
Optimization and Control
2015-03-03 v2
Abstract
In this paper we design and analyze algorithms for asynchronously solving linear programs using nonlinear signal processing structures. In particular, we discuss a general procedure for generating these structures such that a fixed-point of the structure is within a change of basis the minimizer of an associated linear program. We discuss methods for organizing the computation into distributed implementations and provide a treatment of convergence. The presented algorithms are accompanied by numerical simulations of the Chebyshev center and basis pursuit problems.
Cite
@article{arxiv.1502.06784,
title = {Asynchronous Algorithms for Solving Linear Programs},
author = {Tarek A. Lahlou and Thomas A. Baran},
journal= {arXiv preprint arXiv:1502.06784},
year = {2015}
}