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How to use parallel computing toolbox solve decomposed optimization problem?
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I have an optimization problem to be solved by consesus ADMM algorithm. This algorithm solves subproblems decomposed from main (usually large scale) problem and comprises of an iterative step on each subproblem and after the iteration is done, a global variable must be computed by the result of each subproblem. hence, I'm asking for any suggestion on how I can implement such algorithm by PCT where subproblems are solved by workers. It would be so appreciated if you could help me with this or guide me about.