Affordable Access

A hierarchical time-splitting approach for solving finite-time optimal control problems

Authors
  • Stathopoulos, Georgios
  • Keviczky, Tamás
  • Wang, Yang
Type
Preprint
Publication Date
Apr 08, 2013
Submission Date
Apr 08, 2013
Identifiers
arXiv ID: 1304.2152
Source
arXiv
License
Yellow
External links

Abstract

We present a hierarchical computation approach for solving finite-time optimal control problems using operator splitting methods. The first split is performed over the time index and leads to as many subproblems as the length of the prediction horizon. Each subproblem is solved in parallel and further split into three by separating the objective from the equality and inequality constraints respectively, such that an analytic solution can be achieved for each subproblem. The proposed solution approach leads to a nested decomposition scheme, which is highly parallelizable. We present a numerical comparison with standard state-of-the-art solvers, and provide analytic solutions to several elements of the algorithm, which enhances its applicability in fast large-scale applications.

Report this publication

Statistics

Seen <100 times