摘要
This paper presents a new three-level hierarchical control parallel algorithm for large-scale systems by spatial and time decomposition. The parallel variable metric (PVM)method is found to be promising third-level algorithm. In the subproblems of second-level, the constraints of the smaller subproblem requires that the initial state of a subproblem equals the terminal state of the preceding subproblem. The coordinating variables are updated using the modified Newton method. the low-level smaller subproblems are solved in parallel using extended differential dynamic programmeing (DDP). Numerical result shows that comparing with one level DDP. the PVM /DDP algorithm obtains significant speed-ups.
对大系统的最优控制问题，应用空间和时间分解，提出一个新的三层递阶控制并行算法．用平行变量尺度法（PVM）求解第三层的算法；在第二层子问题中，其约束要求某一个小子系统的初始状态等于前一个子系统的终止状态，协调变量用修正的牛顿方法校正；而低层更小子问题用推广微分动态规划（DDP）并行求解．数值结果显示，与DDP方法比较，PVM／DDP算法具有明显的加快速度．
基金
国家自然科学基金
