Abstract
The indirect solution of constrained optimal control problems gives rise to two-point boundary value problems (BVPs) that involve index-1 differential-algebraic equations (DAEs) and inequality constraints. This paper presents a parallel collocation algorithm for the solution of these inequality constrained index-1 BVP-DAEs. The numerical algorithm is based on approximating the DAEs using piecewise polynomials on a nonuniform mesh. The collocation method is realized by requiring that the BVP-DAE be satisfied at Lobatto points within each interval of the mesh. A Newton interior-point method is used to solve the collocation equations, and maintain feasibility of the inequality constraints. The implementation of the algorithm involves: (i) parallel evaluation of the collocation equations; (ii) parallel evaluation of the system Jacobian; and (iii) parallel solution of a boarded almost block diagonal (BABD) system to obtain the Newton search direction. Numerical examples show that the parallel implementation provides significant speedup when compared to a sequential version of the algorithm.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
