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Using MINOS (Modular In-Core Nonlinear Optimization System) as a Subroutine for Decomposition.
STANFORD UNIV CA SYSTEMS OPTIMIZATION LAB
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The marriage of technology and computers has birthed the present information age of man. Previously unheard-of computational power is now within the grasp of even a child, at an arcade. Our most astonishing accomplishments are complex products of technology, often heralded by advances in computers. So will the advent of parallel processors mark the beginning of even greater technological advances. Todays unheard-of will soon become tomorrows childsplay. This is a report on the first step towards the goal of solving linear programs by decomposition on a parallel computer. It outlines the use of MINOS as a solver for optimization subproblems that will eventually appear on the separate processors of a parallel computer. The decomposition algorithm used as an example in this report is nested-dual decomposition which is limited to the conventional serial computers of this day, while the future holds great promise for the extension of this work to parallel processors.
APPROVED FOR PUBLIC RELEASE