Parallel Implementations of Gradient Based Iterative Algorithms for a Class of Discrete Optimal Control Problems.
Abstract
This paper presents the parallel implementations of two iterative gradient based algorithms to solve the unconstrained linear quadratic regulator optimal control problem. It is shown that parallel evaluation of the step length and gradient of the quadratic cost function can be efficiently performed as a function of the number of processors. We then embed our parallel step length and gradient procedures to produce parallel implementations of the gradient and conjugate gradient methods that may be executed on an SIMD machine.
Document Details
- Document Type
- Technical Report
- Publication Date
- Feb 28, 1987
- Accession Number
- ADA177792
Entities
People
- Gerard G. Meyer
- Louis J. Podrazik
Organizations
- Johns Hopkins University