A new parallel algorithm for optimal control problems of interconnected systems

DOI10.1080/00207179208934367zbMath0777.49026OpenAlexW1976818242MaRDI QIDQ4025753

Peter B. Luh, XiaoHong Guan

Publication date: 18 February 1993

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207179208934367

zbMATH Keywords

optimal controlLagrange multipliersdecompositionsimulation resultsglobal optimalityinterconnected control systems

Mathematics Subject Classification ID

Abstract computational complexity for mathematical programming problems (90C60) Dynamic programming in optimal control and differential games (49L20) Decentralized systems (93A14) Parallel numerical computation (65Y05)

Cites Work

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• Computational aspects of discrete-time optimal control
• A hierarchical decomposition for large-scale optimal control problems with parallel processing structure
• Spatial and time decomposition algorithms for dynamic nonlinear network optimization using duality
• Mixed coordination method for long-horizon optimal control problems
• Parallel variable metric algorithms for unconstrained optimization
• On the discrete time matrix Riccati equation of optimal control†

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