Distributed asynchronous relaxation methods for convex network flow problems

We consider the solution of the single commodity strictly convex network flow problem in a distributed asynchronous computation environment. The dual of this problem is unconstrained, differentiable, and well suited for solution via Gauss-Seidel relaxation. We show that the structure of the dual allows the successful application of a distributed asynchronous method whereby relaxation iterations are carried out in parallel by several processors in arbitrary order and with arbitrarily large interprocessor communication delays.

[1]  E. Polak,et al.  Computational methods in optimization : a unified approach , 1972 .

[2]  Richard M. Karp,et al.  Theoretical Improvements in Algorithmic Efficiency for Network Flow Problems , 1972, Combinatorial Optimization.

[3]  M. J. D. Powell,et al.  On search directions for minimization algorithms , 1973, Math. Program..

[4]  R. Sargent,et al.  On the convergence of sequential minimization algorithms , 1973 .

[5]  Gérard M. Baudet,et al.  Asynchronous Iterative Methods for Multiprocessors , 1978, JACM.

[6]  Edsger W. Dijkstra,et al.  Termination Detection for Diffusing Computations , 1980, Inf. Process. Lett..

[7]  Kenneth Steiglitz,et al.  Combinatorial Optimization: Algorithms and Complexity , 1981 .

[8]  Jacques Bernussou,et al.  Distributed Asynchronous Iterative Control Algorithms Optimal Routing Application , 1982 .

[9]  R. Cottle,et al.  On the convergence of a block successive over-relaxation method for a class of linear complementarity problems , 1982 .

[10]  Dimitri P. Bertsekas,et al.  Constrained Optimization and Lagrange Multiplier Methods , 1982 .

[11]  Jacques Bernussou,et al.  DISTRIBUTED ASYNCHRONOUS ITERATIVE CONTROL ALGORITHMS OPTIMAL ROUTING APPLICATION , 1983 .

[12]  Dimitri P. Bertsekas,et al.  Distributed asynchronous computation of fixed points , 1983, Math. Program..

[13]  John N. Tsitsiklis,et al.  Problems in decentralized decision making and computation , 1984 .

[14]  David G. Luenberger,et al.  Linear and nonlinear programming , 1984 .

[15]  John N. Tsitsiklis,et al.  Distributed Asynchronous Deterministic and Stochastic Gradient Optimization Algorithms , 1984, 1984 American Control Conference.

[16]  A. Barrett Network Flows and Monotropic Optimization. , 1984 .

[17]  J. Orlin Working Paper Alfred P. Sloan School of Management Genuinely Polynominal Simplex and Non-simplex Algorithms for the Minimum Cost Flow Problem Genuinely Polynominal Simplex and Non-simplex Algorithms for the Minimum Cost Flow Problem , 2008 .

[18]  Paul Tseng,et al.  Relaxation methods for monotropic programming problems , 1986 .

[19]  John N. Tsitsiklis,et al.  Convergence theories of distributed iterative processes: A survey , 1986 .

[20]  D. Bertsekas,et al.  Relaxation methods for network flow problems with convex arc costs , 1987 .

[21]  Andrew V. Goldberg,et al.  Solving minimum-cost flow problems by successive approximation , 1987, STOC.

[22]  J. Walrand,et al.  Distributed Dynamic Programming , 2022 .