A parallel two-level algorithm for constrained optimal control

A method is presented to solve constrained optimal control problems. Its main advantages are that it overcomes the difficulty caused by the growing number of constraints, and it can be used to solve general optimal control problems with linear system dynamic and linear constraints on states and controls (without requiring special structures on the part of A and B matrices). Its key features include decomposition along the time axis, coordination using initial and terminal states of subproblems, and parallel processing to take advantage of the availability of cost-effective parallel processing facilities. The numerical testing result shows that the approach is feasible and that the two-level algorithm is suitable for parallel processing