One of the major concerns of the power energy industries is a proper operation of steam power blocks. Pressurized working medium and high temperature cause very high stresses in the construction elements such as collectors, separators or steam valves. They are exposed to sudden temperature and pressure changes that cause high stresses at certain points. Additionally, the cyclic character of loading causes material fatigue, known as low-cyclic fatigue, which may lead to the formation of fracture. Thus, methodologies offered by many companies should ensure reliable and safe operation of steam power blocks. The advanced numerical solutions for determining time-optimum medium temperature changes are presented. They are based on Levenberg-Marquardt and nonlinear programming by quadratic Lagrangian methods. The methods allow us to find parameters for start-up and shut-down operation that can reduce total stresses to limits governed by European regulations. Furthermore, the heating and cooling operations are conducted in a shortest time possible.