Approach for Solution of Nonlinear Optimization Problems with Blocks Structure and Coupling Constraint
Keywords:Resource distribution problems, Optimization models, Non-linear programming methods, Decomposition algorithms
Background. Non-linear optimization problems for the operation of large space or functionally distributed systems with independently functioning subsystems and restrictions on some of the common resources are considered.
Objective. The aim is to build an effective approach to solving nonlinear optimization problems of block structure with coupling constraints on the basis of the combination of approximating nonlinear optimization methods and decomposition techniques.
Methods. The three-step iterative scheme has been proposed. On the upper level the original problem is replaced by a sequence of approximating problems with additively-separable objective function and linear constraints. On the second level, coordinating problems, which are formed by the information received at the lowest level from local block problems, are solved.
Results. The algorithm, which is a combination of the linearization method of B.Pshenichniy and the dual decomposition, has been built. The structure of the dual coordination problem has been described. Estimation of the convergence rate has been carried out.Сonclusions. The proposed approach and the algorithm constructed based on it can be applied to a wide range of problems associated with optimal allocation of limited resources in the large block-structured systems.
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