EPSILON-RITZ METHOD FOR SOLVING OPTIMAL-CONTROL PROBLEMS - USEFUL PARALLEL SOLUTION METHOD

Authors
Citation
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
ISSN journal
00223239
Volume
79
Issue
1
Year of publication
1993
Pages
31 - 58
Database
ISI
SICI code
0022-3239(1993)79:1<31:EMFSOP>2.0.ZU;2-J
Abstract
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.