Solution of discrete-time optimal control problems on parallel computers (Q753431)

The problem mentioned in the title is treated as a nonlinear programming problem to which the sequential quadratic programming method is applied. The paper describes the variants of the method amenable to multiprocessor implementation. Parallelism is achieved both through concurrent evaluation of component functions and their derivatives, and through the use of a parallel band solver which solves a linear system to find the step at each iteration. Results of the computational experiments are described.