Distributed Multiple Shooting for Large Scale Nonlinear Systems
The distributed multiple shooting method is tailored for large scale optimal control problems with decoupled structure. It can be used as a fast and distributed solver for model predictive control subproblems. The algorithm may be regarded as a generalization of the standard multiple shooting method that decomposes the original large scale optimal control problem in both the time and spatial domain to obtain high parallelizability. In each iteration, the linearization of the original problem is calculated in a parallel manner, which is then solved by a centralized structure-exploiting optimizer. We demonstrate the approach on a simple mechanical example of two coupled pendula.
I am very grateful and would like to thank to Sebastien (Grandpapa) for giving help with the model equations and to Marco, who helped with the numerical experiments. This research was supported by Research Council KUL: PFV/10/002 Optimization in Engineering Center OPTEC, GOA/10/09 MaNet and GOA/10/11 Global real- time optimal control of autonomous robots and mechatronic systems. Flemish Government: IOF/KP/SCORES4CHEM, FWO: Ph.D./postdoc grants and projects: G.0320.08 (convex MPC), G.0377.09 (Mechatronics MPC); IWT: Ph.D. Grants, projects: SBO LeCoPro; Belgian Federal Science Policy Office: IUAP P7 (DYSCO, Dynamical systems, control and optimization, 2012-2017); EU: FP7-EMBOCON (ICT-248940), FP7-SADCO (MC ITN-264735), ERC ST HIGHWIND (259 166), Eurostars SMART, ACCM.
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