Title :
Numerical method for control on shared-memory systems
Author :
Wright, Stephen J.
Author_Institution :
Dept. of Math., North Carolina State Univ., Raleigh, NC, USA
Abstract :
A description is given of locally convergent algorithms for discrete-time optimal control problems which are amenable to multiprocessor implementation. Parallelism is achieved by concurrent evaluation of the component functions and their derivatives and by the use of a parallel band solver which solves a linear system to find the step at each iteration. Results from implementation on the Alliant FX/8 are described
Keywords :
convergence of numerical methods; discrete time systems; iterative methods; optimal control; parallel algorithms; Alliant FX/8; concurrent evaluation; discrete time systems; iterative methods; locally convergent algorithms; optimal control; parallel algorithms; parallel band solver; shared-memory systems; Control systems; Dynamic programming; Lagrangian functions; Linear systems; Mathematics; Newton method; Optimal control; Optimization methods; Quadratic programming; Vectors;
Conference_Titel :
Decision and Control, 1989., Proceedings of the 28th IEEE Conference on
Conference_Location :
Tampa, FL
DOI :
10.1109/CDC.1989.70139
