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Optimal control for large scale systems-a recursive approach

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4 Author(s)
Xuemin Shen ; Dept. of Electr. Eng., Alberta Univ., Edmonton, Alta., Canada ; V. G. Gourishankar ; Qijun Xia ; Ming Rao

In this paper, a recursive fixed point type method is presented to obtain the “ε-coupled” subsystems. It has been shown that the recursive method is particularly useful when the coupling parameter ε is not small and/or when some desired order of accuracy is required, namely O(ε2k), where k is the number of iterations. It is proved that the convergence rate of the algorithm is O(ε2) for subsystem problems, and O(ε) for coordinator's problem. Due to its recursive nature, this method is conceptually simple and very suitable for parallel programming. An illustrative numerical example is given to verify the proposed approach

Published in:

Electrical and Computer Engineering, 1993. Canadian Conference on

Date of Conference:

14-17 Sep 1993