Abstract

We consider an optimal control problem without constraint. The solution of this problem leads to a large scale block linear system. We present a two-stage method which is well suited to an asynchronous implementation with flexible communication whereby every processor can have access at any time and without any fixed rule to the current value of the components of the iteration vector updated by any other processor. The implementation is carried out on three types of architecture: a super computer with distributed memory CRAY T3E, a shared memory symmetric multiprocessor (SMP) and a high speed network of SMP.

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