BibTex format

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 = {},
volume = {93},
year = {2020}

RIS format (EndNote, RefMan)

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 -
UR -
VL - 93
ER -