• Corpus ID: 245218863

A Globally Convergent Distributed Jacobi Scheme for Block-Structured Nonconvex Constrained Optimization Problems

@inproceedings{Subramanyam2021AGC,
  title={A Globally Convergent Distributed Jacobi Scheme for Block-Structured Nonconvex Constrained Optimization Problems},
  author={Anirudh Subramanyam and Youngdae Kim and Michel Schanen and F. Pacaud and Mihai Anitescu},
  year={2021}
}
—Motivated by the increasing availability of high- performance parallel computing, we design a distributed parallel algorithm for linearly-coupled block-structured nonconvex con- strained optimization problems. Our algorithm performs Jacobi-type proximal updates of the augmented Lagrangian function, requiring only local solutions of separable block nonlinear programming (NLP) problems. We provide a cheap and explic- itly computable Lyapunov function that allows us to establish global and local… 
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