Parallel ADMM for robust quadratic optimal resource allocation problems

An alternating direction method of multipliers (ADMM) solver is described for optimal resource allocation problems with separable convex quadratic costs and constraints and linear coupling constraints. We describe a parallel implementation of the solver on a graphics processing unit (GPU) using a be...

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Bibliographic Details
Main Authors: Qureshi, Z, East, S, Cannon, M
Format: Conference item
Published: IEEE 2019