Structured computation of optimal controls for constrained cascade systems
AuthorCantoni, M; Farokhi, F; Kerrigan, E; Shames, I
Source TitleInternational Journal of Control
PublisherTaylor & Francis
AffiliationElectrical and Electronic Engineering
Document TypeJournal Article
CitationsCantoni, M., Farokhi, F., Kerrigan, E. & Shames, I. (2020). Structured computation of optimal controls for constrained cascade systems. International Journal of Control, 93 (1), pp.30-39. https://doi.org/10.1080/00207179.2017.1366668.
Access StatusAccess this item via the Open Access location
Open Access URLhttp://spiral.imperial.ac.uk/bitstream/10044/1/50373/2/IJC2016revision_submitted.pdf
Constrained finite-horizon linear-quadratic optimal control problems are studied within the context of discrete-time dynamics that arise from the series interconnection 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 processor network, with localised 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.
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