Pa. Frick et Dj. Stech, EPSILON-RITZ METHOD FOR SOLVING OPTIMAL-CONTROL PROBLEMS - USEFUL PARALLEL SOLUTION METHOD, Journal of optimization theory and applications, 79(1), 1993, pp. 31-58
Citations number
21
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science
Using Balakrishnan's epsilon problem formulation (Ref 1) and the Rayle
igh-Ritz method with an orthogonal polynomial function basis, optimal
control problems are transformed from the standard two-point boundary-
value problem to a nonlinear programming problem. The resulting matrix
-vector equations describing the optimal solution have standard parall
el solution methods for implementation on parallel processor arrays. T
he method is modified to handle inequality constraints, and some resul
ts are presented under which specialized nonlinear functions, such as
sines and cosines, can be handled directly. Some computational results
performed on an Intel Sugarcube are presented to illustrate that cons
iderable computational savings can be realized by using the proposed s
olution method.