Exponentially accurate temporal decomposition for long-horizon linear-quadratic dynamic optimization

DOI10.1137/16M1081993MaRDI QIDQ4687231zbMATH OpenOpenAlexFDO

Authors Wanting Xu, Mihai Anitescu

Publication date 11 October 2018

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/16m1081993

zbMATH Keywords

controllabilitylong-horizon dynamic optimizationoptimal controlsensitivity analysistemporal decomposition

Mathematics Subject Classification ID

Decomposition methods (49M27) Sensitivity analysis for optimization problems on manifolds (49Q12) Controllability (93B05) System structure simplification (93B11) Discrete-time control/observation systems (93C55)

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Cites work

• Computing in operations research using Julia
• scientific article; zbMATH DE number 1095138 (Why is no real title available?)
• scientific article; zbMATH DE number 1502618 (Why is no real title available?)
• Lipschitz Continuity for Constrained Processes
• Model predictive control: Theory and practice - a survey
• On the Value Functions of the Discrete-Time Switched LQR Problem
• Optimal infinite-horizon feedback laws for a general class of constrained discrete-time systems: Stability and moving-horizon approximations
• Single and multisettlement approaches to market clearing under demand uncertainty

Cited in

(5)

• Exponentially convergent receding horizon strategy for constrained optimal control
• Exponential decay of sensitivity in graph-structured nonlinear programs
• Exponential decay in the sensitivity analysis of nonlinear dynamic programming
• Near-Optimal Distributed Linear-Quadratic Regulator for Networked Systems
• A fast temporal decomposition procedure for long-horizon nonlinear dynamic programming

Describes a project that uses

Uses Software

• Ipopt
• Julia

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