Solving linear-quadratic optimal control problems on parallel computers

DOI10.1080/10556780802058721zbMath1154.65317OpenAlexW2104318722MaRDI QIDQ3605207

Peter Benner, Gregorio Quintana-Ortí, Enrique S. Quintana-Ortí

Publication date: 23 February 2009

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556780802058721

zbMATH Keywords

algebraic Riccati equationlinear-quadratic optimal controlparallel algorithmssign functiondisk function

Mathematics Subject Classification ID

Related Items (7)

Algorithm 1022: Efficient Algorithms for Computing a Rank-Revealing UTV Factorization on Parallel Computing Architectures ⋮ Partial Stabilization of Descriptor Systems Using Spectral Projectors ⋮ Parallel computation of 3-D soil-structure interaction in time domain with a coupled FEM/SBFEM approach ⋮ A mixed-precision algorithm for the solution of Lyapunov equations on hybrid CPU-GPU platforms ⋮ On the numerical solution of large-scale sparse discrete-time Riccati equations ⋮ Solving matrix equations on multi-core and many-core architectures ⋮ A factored variant of the Newton iteration for the solution of algebraic Riccati equations via the matrix sign function

Uses Software

• LAPACK
• ScaLAPACK
• PLAPACK
• DAREX
• CAREX

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