14.07.2013 Views

X - UWSpace - University of Waterloo

X - UWSpace - University of Waterloo

X - UWSpace - University of Waterloo

SHOW MORE
SHOW LESS

Create successful ePaper yourself

Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.

zi - $' 5 z+ - &J-[, and by Theorem 3.8, the right side <strong>of</strong> the inequality converges to zero.<br />

Therefore, (z/ - :)'')+O as j- through je N.<br />

Cordlary if the parallel primnl-dual decomposition algorithm proceeds to iterution k> 1,<br />

rhen with the given tolerance E > O. it stops in a finite number <strong>of</strong> iterations.<br />

RooE The corollary follows directly from the stopping criterion uO and Theorem 3.9.<br />

3.5 Summary and Observations on !Le Algorithm<br />

L. The onginai problem is divided into two types <strong>of</strong> subproblems in each part: a lower<br />

bound type subproblem and an upper bound type subproblem.<br />

2. The lower bound subproblem in primai form is consuucted by resaicting prima1<br />

variables. xz and y, to convex combinations <strong>of</strong> known values. received from the upper<br />

bound subproblern. thus dropping out redundani prima1 nonlinking conscraints and<br />

primai upper bound constraints. nie upper bound subproblem in dud form is<br />

consuucted by restncting dual variables. iri and al, to convex combinations <strong>of</strong> known<br />

values. received from the first subproblem. then dropping out redundant dud<br />

nonlinking constraints and dual upper bound constraints.<br />

3. The panIlel aigorithm ha a perfectly bdanced structure by the two master-like<br />

subproblems instead <strong>of</strong> the master and subproblem structure as in the aaditional<br />

decomposition methods.<br />

4 information on primai and duai solutions is sent and received between the two<br />

subproblems at each iteration. The duai solution <strong>of</strong> the fint subproblem is passed to

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!