2013/04/08 by Georgios T. Stathopoulos, Stathopoulos, Georgios, Tamás Keviczky +3
Computer Science · Engineering · Mathematics · #Advanced Control Systems Optimization #FOS: Mathematics #Matrix Theory and Algorithms #Numerical methods for differential equations #Optimization and Control (math.OC)
paper · pdf · doi:10.48550/arxiv.1304.2152
openalex publication_date 2013/04/08 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
We present a hierarchical computation approach for solving finite-time optimal control problems using operator splitting methods. The first split is performed over the time index and leads to as many subproblems as the length of the prediction horizon. Each subproblem is solved in parallel and further split into three by separating the objective from the equality and inequality constraints respectively, such that an analytic solution can be achieved for each subproblem. The proposed solution approach leads to a nested decomposition scheme, which is highly parallelizable. We present a numerical comparison with standard state-of-the-art solvers, and provide analytic solutions to several elements of the algorithm, which enhances its applicability in fast large-scale applications.