Решение блочных нелинейных задач оптимизации со связывающими переменными

Abstract

Using of decomposition in variables is considered for nonlinear convex block problems with coordinating variables. There are described procedures for calculating of e-subgradient for functions of master problem. These procedures use approximate solutions of subproblems for individual blocks. Modifications of well-known optimization methods are described. Results of numerical experiments are discussed.