Solution of discrete-time optimal control problems on parallel computers

DOI10.1016/0167-8191(90)90060-MMaRDI QIDQ753431zbMATH OpenOpenAlexFDO

Authors Stephen J. Wright

Publication date 1990

Published in Parallel Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-8191(90)90060-m

zbMATH Keywords

computational experimentsdiscrete-time optimal control problemsmultiprocessor implementationparallel band solverparallel computationsequential quadratic programming method

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Numerical optimization and variational techniques (65K10) Parallel numerical computation (65Y05) Quadratic programming (90C20)

Review text

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.

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