Solving resource distribution nonlinear optimization problems in large block-structured systems with binding parameters

Authors

  • Olena E. Kirik Educational-Scientific Complex "Institute for Applied System Analysis" at the National Technical University of Ukraine "Kyiv Polytechnic Institute", Kyiv, Ukraine, Ukraine https://orcid.org/0000-0001-9688-8822

DOI:

https://doi.org/10.20535/SRIT.2308-8893.2016.3.07

Keywords:

resource distribution problems, optimization models, approximation methods, nonlinear programming, decomposition algorithms

Abstract

Solving non-linear optimization problems with a block structure and binding parameters (variables) is realized by a combination of the approximation and decomposition approaches. The approximation method is chosen so that the decomposition of the mathematical programming problem can be performed without making any assumptions about the convexity or additive separability of objective functions and constraints. The coordinating and block sub-problems that are auxiliary in the approximation method, are solved using a finite number of steps. In the course of calculation, binding variables vary from step to step of the iterative process, providing a monotonic decrease of the value of the coordinating problem objective function; in other words, the amount of shared resources is changed in such a way that block subsystems operate more and more efficiently in terms of the efficiency of the whole system.

Author Biography

Olena E. Kirik, Educational-Scientific Complex "Institute for Applied System Analysis" at the National Technical University of Ukraine "Kyiv Polytechnic Institute", Kyiv, Ukraine

Olena Kirik,

Ph.D. in Physics and Mathematics, Senior Researcher, Scientific Secretary of Educational-Scientific Complex "Institute for Applied System Analysis" at the National Technical University of Ukraine "Kyiv Polytechnic Institute".

Address: 37, Prosp. Peremohy, apt.35, Kyiv, 03056, Ukraine.

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Published

2016-09-26

Issue

Section

Methods of optimization, optimum control and theory of games