This book offers a unique pathway to methods of parallel optimization by introducing parallel computing ideas into both optimization theory and into some numerical algorithms for large-scale optimization problems. The three parts of the book bring together relevant theory, careful study of algorithms, and modeling of significant real world problems such as image reconstruction, radiation therapy treatment planning, financial planning, transportation and multi-commodity network flow problems, planning under uncertainty, and matrix balancing problems.
Foreword,George B. Dantzig Preface Acknowledgments Glossary of Symbols 1. Introduction PART I. THEORY 2. Generalized Distances and Generalized Projections 3. Proximal Minimization withD-Functions 4. Penalty Methods, Barrier Methods and Augmented Lagrangians PART II. ALGORITHMS 5. Iterative Methods for Convex Feasibility Problems 6. Iterative Algorithms for Linearly Constrained Optimization Problems 7. Model Decomposition Algorithms 8. Decompositions in Interior Point Algorithms PART III. APPLICATIONS 9. Matrix Estimation Problems 10. Image Reconstruction from Projections 11. The Inverse Problem in Radiation Therapy Treatment Planning 12. Multicommodity Network Flow Problems 13. Planning Under Uncertainty 14. Decompositions for Parallel Computing 15. Numerical Investigations
This book presents a domain that arises where two different branches of science, namely parallel computations and the theory of constrained optimization, intersect with real life problems. This domain, called parallel optimization, has been developing rapidly under the stimulus of progress in computer technology. The book focuses on parallel optimization methods for large-scale constrained optimization problems and structured linear problems. . . . [It] covers a vast portion of parallel optimization, thouglĂ$