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对离散时间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的并行算法.平行变量尺度(PVM)法用作求解空间分解的松驰耦合子系统.其第二层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.
For the optimal control of discrete-time large-scale systems, a new parallel algorithm of three-level hierarchical control is proposed by applying space and time decomposition. The Parallel Variable Scale (PVM) method is used as a relaxation coupled subsystem to solve the spatial decomposition. The second-level coordination variables are corrected by a modified Newton method, while the lower-level sub-problems are solved in parallel by the use of differential-dynamic programming (DDP).