PARALLEL ASYNCHRONOUS ALGORITHMS FOR OPTIMAL-CONTROL OF LARGE-SCALE DYNAMIC-SYSTEMS

This paper presents two parallel asynchronous algorithms for the solut ion of the optimal control problem of linear large-scale dynamic syste ms. These algorithms are based on the prediction concept. The first on e adopts the interaction prediction approach and the second is based u pon the costate prediction approach, The convergence behaviour of the proposed algorithms is thoroughly investigated. The new algorithms are applied on three practical systems and simulation results are present ed and compared with those obtained using the well-known synchronous a lgorithms. It is shown that substantial savings in computation time ca n be achieved by employing the proposed asynchronous algorithms. (C) 1 997 John Wiley & Sons, Ltd.