Parallel Predictor-Corrector Interior-Point Algorithm of Structured Optimization Problems

Author

Linfeng, Yang ; Taoshen, Li ; Jie, Li

Author_Institution

Sch. of Electr. Eng., Guangxi Univ., Nanning, China

fYear

2009

fDate

14-17 Oct. 2009

Firstpage

256

Lastpage

259

Abstract

A novel parallel predictor-corrector interior-point algorithm (P-PCIPA) is proposed. The algorithm uses technique of predictor-corrector to improve the centrality of the iterate point to reduce the number of iterations. Corrector equation, which has special structure, of our parallel algorithm for a class of large scale optimization problems has been presented. And this structured corrector equation can be solved in parallel with our parallel factorization-backsolve technique. The good speedup, which nearly equaling to the number of processors, can be got from our analysis of time complexity.

Keywords

computational complexity; optimisation; parallel algorithms; predictor-corrector methods; P-PCIPA algorithm; corrector equation; factorization-backsolve technique; interior-point algorithm; parallel predictor-corrector algorithm; structured optimization; time complexity; Concurrent computing; Genetics; Large-scale systems; Linear algebra; Linear programming; Nonlinear equations; Parallel algorithms; Power system protection; Power system security; Prediction algorithms; Interior-point algorithm; corrector equation; parallel algorithm; structured optimization problems;

fLanguage

English

Publisher

ieee

Conference_Titel

Genetic and Evolutionary Computing, 2009. WGEC '09. 3rd International Conference on

Conference_Location

Guilin

Print_ISBN

978-0-7695-3899-0

Type

conf

DOI

10.1109/WGEC.2009.68

Filename

5402898