8,089 research outputs found
Parallel ADMM for robust quadratic optimal resource allocation problems
An alternating direction method of multipliers (ADMM) solver is described for
optimal resource allocation problems with separable convex quadratic costs and
constraints and linear coupling constraints. We describe a parallel
implementation of the solver on a graphics processing unit (GPU) using a
bespoke quartic function minimizer. An application to robust optimal energy
management in hybrid electric vehicles is described, and the results of
numerical simulations comparing the computation times of the parallel GPU
implementation with those of an equivalent serial implementation are presented
Towards parallelizable sampling-based Nonlinear Model Predictive Control
This paper proposes a new sampling-based nonlinear model predictive control
(MPC) algorithm, with a bound on complexity quadratic in the prediction horizon
N and linear in the number of samples. The idea of the proposed algorithm is to
use the sequence of predicted inputs from the previous time step as a warm
start, and to iteratively update this sequence by changing its elements one by
one, starting from the last predicted input and ending with the first predicted
input. This strategy, which resembles the dynamic programming principle, allows
for parallelization up to a certain level and yields a suboptimal nonlinear MPC
algorithm with guaranteed recursive feasibility, stability and improved cost
function at every iteration, which is suitable for real-time implementation.
The complexity of the algorithm per each time step in the prediction horizon
depends only on the horizon, the number of samples and parallel threads, and it
is independent of the measured system state. Comparisons with the fmincon
nonlinear optimization solver on benchmark examples indicate that as the
simulation time progresses, the proposed algorithm converges rapidly to the
"optimal" solution, even when using a small number of samples.Comment: 9 pages, 9 pictures, submitted to IFAC World Congress 201
Parallel and vector computation for stochastic optimal control applications
A general method for parallel and vector numerical solutions of stochastic dynamic programming problems is described for optimal control of general nonlinear, continuous time, multibody dynamical systems, perturbed by Poisson as well as Gaussian random white noise. Possible applications include lumped flight dynamics models for uncertain environments, such as large scale and background random atmospheric fluctuations. The numerical formulation is highly suitable for a vector multiprocessor or vectorizing supercomputer, and results exhibit high processor efficiency and numerical stability. Advanced computing techniques, data structures, and hardware help alleviate Bellman's curse of dimensionality in dynamic programming computations
Supercomputer optimizations for stochastic optimal control applications
Supercomputer optimizations for a computational method of solving stochastic, multibody, dynamic programming problems are presented. The computational method is valid for a general class of optimal control problems that are nonlinear, multibody dynamical systems, perturbed by general Markov noise in continuous time, i.e., nonsmooth Gaussian as well as jump Poisson random white noise. Optimization techniques for vector multiprocessors or vectorizing supercomputers include advanced data structures, loop restructuring, loop collapsing, blocking, and compiler directives. These advanced computing techniques and superconducting hardware help alleviate Bellman's curse of dimensionality in dynamic programming computations, by permitting the solution of large multibody problems. Possible applications include lumped flight dynamics models for uncertain environments, such as large scale and background random aerospace fluctuations
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