Journal article

Structured computation of optimal controls for constrained cascade systems

M Cantoni, F Farokhi, E Kerrigan, I Shames

International Journal of Control | Taylor & Francis | Published : 2020


Constrained finite-horizon linear-quadratic optimal control problems are studied within the context of discrete-time dynamics that arise from the series interconnection of subsystems. A structured algorithm is devised for computing the Newton-like steps of primal-dual interior-point methods for solving a particular re-formulation of the problem as a quadratic program. This algorithm has the following properties: (i) the computation cost scales linearly in the number of subsystems along the cascade; and (ii) the computations can be distributed across a linear processor network, with localised problem data dependencies between the processor nodes and low communication overhead. The computation..

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