A parallel Frank-Wolfe/gradient projection method for optimal control
The authors propose a parametrized gradient projection algorithm for solving large-scale problems, and in particular discrete optimal control problems with linear constraints. They present numerical results concerning the sequential implementation of the algorithm both with nonadaptive and adaptive...
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Published in | [1991] Proceedings of the 30th IEEE Conference on Decision and Control pp. 1705 - 1710 vol.2 |
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Main Authors | , |
Format | Conference Proceeding |
Language | English |
Published |
IEEE
1991
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Subjects | |
Online Access | Get full text |
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Summary: | The authors propose a parametrized gradient projection algorithm for solving large-scale problems, and in particular discrete optimal control problems with linear constraints. They present numerical results concerning the sequential implementation of the algorithm both with nonadaptive and adaptive rules for the choice of the parametrizing sequence, and the parallel implementations of the various primitives used by the parametrized algorithm are discussed. It is shown that an adaptive choice of parameters results in a considerable decrease in the number of iterations required to reach a predetermined solution neighborhood, and that the algorithm can be implemented in parallel resulting in a further decrease in computational time.< > |
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ISBN: | 0780304500 9780780304505 |
DOI: | 10.1109/CDC.1991.261699 |