Title :
A linear programming approach to large-scale linear optimal control problems
Author :
Banos, Juan Carlos Moreno ; Papageorgiou, Markos
Author_Institution :
Lab. of Autom. Control, Tech. Univ. Munchen, Germany
fDate :
5/1/1995 12:00:00 AM
Abstract :
This paper considers the solution of large-scale linear optimal control problems subject to linear control and state constraints by application of a linear programming (LP-) based methodology. The proposed algorithm is based on a particular LP-method that is suitably modified and adapted to the structure of the considered discrete-time dynamic problem to keep the computation time low and efficiently store the arising large, but sparse, matrices. The efficiency of the approach is demonstrated via a practical example arising in the field of traffic control in data-communication networks. The algorithm is shown to solve problems involving several thousands of variables in few seconds on a workstation thus enabling real-time optimal control for a number of potential practical applications
Keywords :
computational complexity; large-scale systems; linear programming; optimal control; computation time; data-communication network traffic control; discrete-time dynamic problem; efficient storage; large-scale linear optimal control problems; linear control constraints; linear programming; real-time optimal control; state constraints; Acceleration; Costs; Dynamic programming; Eigenvalues and eigenfunctions; Finance; Jacobian matrices; Large-scale systems; Linear programming; Optimal control; Regulators;
Journal_Title :
Automatic Control, IEEE Transactions on