Overlapping Schwarz Decomposition for Constrained Quadratic Programs

@article{Shin2020OverlappingSD,
  title={Overlapping Schwarz Decomposition for Constrained Quadratic Programs},
  author={Sungho Shin and Mihai Anitescu and Victor M. Zavala},
  journal={2020 59th IEEE Conference on Decision and Control (CDC)},
  year={2020},
  pages={3004-3009}
}
We present an overlapping Schwarz decomposition algorithm for constrained quadratic programs (QPs). Schwarz algorithms have been traditionally used to solve linear algebra systems arising from partial differential equations, but we have recently shown that they are also effective at solving structured optimization problems. In the proposed scheme, we consider QPs whose algebraic structure can be represented by graphs. The graph domain is partitioned into overlapping subdomains (yielding a set… 
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