Reducing the Deteriorating Effect of Old History in Asynchronous Iterations

摘要

The deteriorating effect of old history in asynchronous iterations is investigated on an application based on the specialization of parallel variable distribution approach of Ferris and Mangasarian to linear least squares problem. A partially asynchronous algorithm is developed which employs a combination of synchronization, a relaxation parameter and a certain form of overlap between subproblems. It is shown by numerical experiments that this combined effort to decrease the effect of old history is more effective than the single attempts considered in[ 9,11].