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| Content Provider | IEEE Xplore Digital Library |
|---|---|
| Author | Chang, Shi-Chung Chen, Chun-Hung Fong, I-Kong |
| Copyright Year | 1989 |
| Description | Author affiliation: Dept. of Electrical Engineering, National Taiwan University, Taipei, Taiwan 10764, R.O.C. (Chang, Shi-Chung; Chen, Chun-Hung; Fong, I-Kong) |
| Abstract | This paper presents an effective, parallel algorithm for solving constrained optimal control problems with long time horizons. The basic idea is to first relax all contraints but the system dynamics by using the multiplier method. A time decomposition and target coordination scheme is then used to decompose the resultant unconstrained optimal control problem into a two-level optimization with a structure for parallel processing. A three-level optimization algorithm is developed to determine the multipliers and to solve the associated two-level unconstrained problem. The algorithm is a hybrid of the multiplier method, Newton method and the Differential Dynamic Programming technique, and has a highly paralel structure at each level of the algorithm. The algorithm is relatively easy to implement, convergent, and applicable to problems with quite general constraints and system dynamics. Numerical results demonstrate its feasiblity and potential computation efficiency when used for parallel processing. |
| Starting Page | 2678 |
| Ending Page | 2683 |
| File Size | 554409 |
| Page Count | 6 |
| File Format | |
| Language | English |
| Publisher | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Publisher Date | 1989-06-21 |
| Publisher Place | USA |
| Access Restriction | Subscribed |
| Rights Holder | American Automatic Control Council(AACC) |
| Subject Keyword | Parallel algorithms Optimal control Parallel processing Constraint optimization Constraint theory Lagrangian functions Iterative algorithms Tellurium Newton method Large-scale systems |
| Content Type | Text |
| Resource Type | Article |
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