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arXiv · 1502.06784

Asynchronous Algorithms for Solving Linear Programs

Tarek A. Lahlou·Thomas A. Baran
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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.

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Tarek A. Lahlou, Thomas A. Baran. 2015-02-24. Asynchronous Algorithms for Solving Linear Programs. https://arxiv.org/abs/1502.06784

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