Parallel orthogonal factorization null-space method for dynamic quadratic programming
type: Item
instance of: scholarly article
title: Parallel orthogonal factorization null-space method for dynamic quadratic programming
zbMATH Open document ID: 0829.90104
DOI: 10.1007/BF02192235
author: Yanyan Li
published in: Journal of Optimization Theory and Applications
publication date: 1996-01-29T00:00:00Z
review text: An algorithm has been developed to solve quadratic programs that have a dynamic programming structure. It has been developed for use as part of a parallel trajectory optimization algorithm and aims to achieve significant speed without sacrificing numerical stability. The algorithm makes use of the dynamic programming problem structure and the domain decomposition approach. It parallelizes the orthogonal factorization null-space method of quadratic programming by developing a parallel orthogonal factorization and a parallel Cholesky factorization. Tests of the algorithm on a 32-node INTEL iPSC/2 hypercube demonstrate speedup factors as large as 10 in comparison to the fastest known equivalent serial algorithm.
Mathematics Subject Classification ID: 90C20
Mathematics Subject Classification ID: 90C39
Mathematics Subject Classification ID: 65Y05
zbMATH DE Number: 790574
zbMATH Keywords: quadratic programs
zbMATH Keywords: parallel trajectory optimization
zbMATH Keywords: domain decomposition
MaRDI profile type: Publication
cites work: Q3325450
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description: scientific article; zbMATH DE number 790574