Title :
A Parallel Projected Fletcher-Reeves Method for Optimal Control
Author :
Meyer, Gerard G L ; Podrazik, Louis J.
Author_Institution :
THE JOHNS HOPKINS UNIVERSITY, DEPARTMENT OF COMPUTER AND ELECTRICAL ENGINEERING, BALTIMORE, MD 21218-2686
Abstract :
We propose a new parametrized gradient projection algorithm for solving large scale constrained optimization problems, and we demonstrate thlie efficiency of the approach by comparing implementations on both the Cray 2 and Connection Machine 2. Numerical results are provided in solving discrete optimal control problems with very high dimensionality (up to 2,097,152 variables).
Keywords :
Computational efficiency; Concurrent computing; Constraint optimization; Cost function; Erbium; Large-scale systems; Optimal control; Projection algorithms; Timing; Typesetting;
Conference_Titel :
American Control Conference, 1992
Conference_Location :
Chicago, IL, USA
Print_ISBN :
0-7803-0210-9