Abstract
The problem of computing a fixed point of a nonexpansive function f is considered. Sufficient conditions are provided under which a parallel, partially asynchronous implementation of the iteration x:= f(x) converges. These results are then applied to (i) quadratic programming subject to box constraints, (ii) strictly convex cost network flow optimization, (iii) an agreement and a Markov chain problem, (iv) neural network optimization, and (v) finding the least element of a polyhedral set determined by a weakly diagonally dominant, Leontief system. Finally, simulation results illustrating the attainable speedup and the effects of asynchronism are presented.
Original language | English (US) |
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Pages (from-to) | 678-710 |
Number of pages | 33 |
Journal | SIAM Journal on Control and Optimization |
Volume | 28 |
Issue number | 3 |
DOIs | |
State | Published - 1990 |
Externally published | Yes |
ASJC Scopus subject areas
- Control and Optimization
- Applied Mathematics