Parallel Algorithms in Optimization

Yair Censor and Stavros A. Zenios


Parallel computing technology is extending the size and complexity of mathematical programming models that can be represented and solved on a computer by huge amounts. This article discusses mathematical algorithms for structured optimization problems that efficiently utilize parallel architectures. Parallel algorithms are presented that exploit parallelism either due to the mathematical structure of the algorithm's operations, or due to the structure of the optimization problem at hand.