Structured computation of optimal controls for constrained cascade systems

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Title: Structured computation of optimal controls for constrained cascade systems
Authors: Cantoni, M
Farokhi, F
Kerrigan, EC
Shames, I
Item Type: Journal Article
Abstract: 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.
Issue Date: 31-Aug-2017
Date of Acceptance: 7-Aug-2017
ISSN: 0020-7179
Publisher: Taylor & Francis
Journal / Book Title: International Journal of Control
Copyright Statement: This is an Accepted Manuscript of an article published by Taylor & Francis Group in International Journal of Control on 31 August 2017, available online at:
Keywords: 0102 Applied Mathematics
0906 Electrical And Electronic Engineering
Industrial Engineering & Automation
Publication Status: Published
Appears in Collections:Faculty of Engineering
Electrical and Electronic Engineering

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