Decomposition of inseparable nonlinear optimization problems by the multilevel hierarchical method

Nguyen Dinh Tai, Phan Dinh Dieu

Abstract


For solving one class of nonlinear optimization problems of a large-scale stationary nonseparable system, composing N interacting subsystems has proposed a three-level algorithm based on a combination of the component descent method with the dual method. An approximate variant of this algorithm is established and the convergence of last under certain conditions is proved.

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DOI: https://doi.org/10.15625/1813-9663/1/2/6672

Journal of Computer Science and Cybernetics ISSN: 1813-9663

Published by Vietnam Academy of Science and Technology