Certain questions in solving block nonlinear optimization problems with coupling variables

  • Authors:

  • Yu. P. Laptin;N. G. Zhurbenko

  • Affiliations:

  • V. M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kiev, Ukraine;V. M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kiev, Ukraine

  • Venue:
  • Cybernetics and Systems Analysis
  • Year:
  • 2006

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Abstract

A decomposition scheme for block nonlinear convex programming problems with coupling variables is considered. The possibility is examined of using approximated solutions of subproblems for generating subgradients of the functions that appear in the master problem. A regularization of the original problem that simplifies the master problem is considered.