scholarly journals A two-level decomposition-aggregation approach for large-scale optimal control problems

1995 ◽  
Vol 61 (2) ◽  
pp. 117-137 ◽  
Author(s):  
I.S. Litvinchev
2020 ◽  
Vol 146 (2) ◽  
pp. 335-368
Author(s):  
Owe Axelsson ◽  
János Karátson

Abstract Matrices or operators in two-by-two block form with square blocks arise in numerous important applications, such as in optimal control problems for PDEs. The problems are normally of very large scale so iterative solution methods must be used. Thereby the choice of an efficient and robust preconditioner is of crucial importance. Since some time a very efficient preconditioner, the preconditioned square block, PRESB method has been used by the authors and coauthors in various applications, in particular for optimal control problems for PDEs. It has been shown to have excellent properties, such as a very fast and robust rate of convergence that outperforms other methods. In this paper the fundamental and most important properties of the method are stressed and presented with new and extended proofs. Under certain conditions, the condition number of the preconditioned matrix is bounded by 2 or even smaller. Furthermore, under certain assumptions the rate of convergence is superlinear.


2010 ◽  
Vol 44 (3) ◽  
pp. 167-183 ◽  
Author(s):  
Kengy Barty ◽  
Pierre Carpentier ◽  
Pierre Girardeau

1992 ◽  
Vol 114 (4) ◽  
pp. 450-460 ◽  
Author(s):  
M. G. Pandy ◽  
F. C. Anderson ◽  
D. G. Hull

This paper describes a computational method for solving optimal control problems involving large-scale, nonlinear, dynamical systems. Central to the approach is the idea that any optimal control problem can be converted into a standard nonlinear programming problem by parameterizing each control history using a set of nodal points, which then become the variables in the resulting parameter optimization problem. A key feature of the method is that it dispenses with the need to solve the two-point, boundary-value problem derived from the necessary conditions of optimal control theory. Gradient-based methods for solving such problems do not always converge due to computational errors introduced by the highly nonlinear characteristics of the costate variables. Instead, by converting the optimal control problem into a parameter optimization problem, any number of well-developed and proven nonlinear programming algorithms can be used to compute the near-optimal control trajectories. The utility of the parameter optimization approach for solving general optimal control problems for human movement is demonstrated by applying it to a detailed optimal control model for maximum-height human jumping. The validity of the near-optimal control solution is established by comparing it to a solution of the two-point, boundary-value problem derived on the basis of a bang-bang optimal control algorithm. Quantitative comparisons between model and experiment further show that the parameter optimization solution reproduces the major features of a maximum-height, countermovement jump (i.e., trajectories of body-segmental displacements, vertical and fore-aft ground reaction forces, displacement, velocity, and acceleration of the whole-body center of mass, pattern of lower-extremity muscular activity, jump height, and total ground contact time).


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