@article{Cantoni:2020:10.1080/00207179.2017.1366668,
author = {Cantoni, M and Farokhi, F and Kerrigan, EC and Shames, I},
doi = {10.1080/00207179.2017.1366668},
journal = {International Journal of Control},
pages = {30--39},
title = {Structured computation of optimal controls for constrained cascade systems},
url = {http://dx.doi.org/10.1080/00207179.2017.1366668},
volume = {93},
year = {2020}
}

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TY  - JOUR
AB  - Constrained finite-horizon linear-quadratic optimal control problems are studied within the context of discrete-time dynamics that arise from the series interconnec- tion 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 proces- sor network, with localized problem data dependencies between the processor nodes and low communication overhead. The computation cost of the approach, which is based on a fixed permutation of the primal and dual variables, scales cubically in the time horizon of the original optimal control problem. Limitations in these terms are explored as part of a numerical example. This example involves application of the main results to model data for the cascade dynamics of an automated irrigation channel in particular.
AU  - Cantoni,M
AU  - Farokhi,F
AU  - Kerrigan,EC
AU  - Shames,I
DO  - 10.1080/00207179.2017.1366668
EP  - 39
PY  - 2020///
SN  - 0020-7179
SP  - 30
TI  - Structured computation of optimal controls for constrained cascade systems
T2  - International Journal of Control
UR  - http://dx.doi.org/10.1080/00207179.2017.1366668
UR  - http://hdl.handle.net/10044/1/50373
VL  - 93
ER  - 

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