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Study and implementation of distributed asynchronous algorithms for convex optimization

Stavrianoudaki Thaleia-Anastasia

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URI: http://purl.tuc.gr/dl/dias/313AB4F8-05BD-4678-8A00-E63415DD79D6
Year 2018
Type of Item Diploma Work
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Bibliographic Citation Thaleia-Anastasia Stavrianoudaki, "Study and implementation of distributed asynchronous algorithms for convex optimization", Diploma Work, School of Electrical and Computer Engineering, Technical University of Crete, Chania, Greece, 2018 https://doi.org/10.26233/heallink.tuc.78331
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Diploma Works in Community School of Electrical and Computer Engineering

Summary

We consider a convex optimization problem with a quadratic cost function. Wepartition the data of the problem into a set of processors. We use the Message Passing Interface (MPI) and develop parallel implementations of two iterative methods for the solution of the optimization problem, the Gradient Descent and the Block Coordinate Descent (BCD). We test the convergence properties of the algorithms under various circumstances, by calculating the speed of convergence and the total communication cost.

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