Some possibilities to use an augmented Lagrange's functional in time domain decomposition

Some possibilities to solve by decomposition methods discrete optimal control problems characterised by non-linear model with linear control, state and control delays, state and control constraints on the basis of augmented functional of Lagrange are considered. New coordinating vector for dual decomposition is proposed. The developed decomposition method allows transformation of nonconvex problems into convex ones, preservation of the separability of their dual problems, and overcoming the difficulties in solving the non-linear two-points boundary value problems.