SOLUTION OF OPTIMAL-CONTROL PROBLEMS ON A PARALLEL MACHINE USING THE EPSILON METHOD

Using Balakrishnan's epsilon formulation and the Rayleigh-Ritz method with a Walsh function basis, optimal control problems are transformed from the standard two-point boundary value problem form to an unconstr ained non-linear programming problem. The resulting matrix-vector equa tions describing the optimal solution can be very easily implemented o n say an IBM PC running Matlab or MatrixX on the one hand and have sta ndard parallel solution methods for implementation on parallel compute rs on the other. Some computational results performed on an Intel hype rcube are presented to illustrate that considerable computational savi ngs can be realized by using the proposed algorithm.