39 research outputs found
An efficient method for multiobjective optimal control and optimal control subject to integral constraints
We introduce a new and efficient numerical method for multicriterion optimal
control and single criterion optimal control under integral constraints. The
approach is based on extending the state space to include information on a
"budget" remaining to satisfy each constraint; the augmented
Hamilton-Jacobi-Bellman PDE is then solved numerically. The efficiency of our
approach hinges on the causality in that PDE, i.e., the monotonicity of
characteristic curves in one of the newly added dimensions. A semi-Lagrangian
"marching" method is used to approximate the discontinuous viscosity solution
efficiently. We compare this to a recently introduced "weighted sum" based
algorithm for the same problem. We illustrate our method using examples from
flight path planning and robotic navigation in the presence of friendly and
adversarial observers.Comment: The final version accepted by J. Comp. Math. : 41 pages, 14 figures.
Since the previous version: typos fixed, formatting improved, one mistake in
bibliography correcte
A parallel Heap-Cell Method for Eikonal equations
Numerous applications of Eikonal equations prompted the development of many
efficient numerical algorithms. The Heap-Cell Method (HCM) is a recent serial
two-scale technique that has been shown to have advantages over other serial
state-of-the-art solvers for a wide range of problems. This paper presents a
parallelization of HCM for a shared memory architecture. The numerical
experiments in show that the parallel HCM exhibits good algorithmic
behavior and scales well, resulting in a very fast and practical solver.
We further explore the influence on performance and scaling of data
precision, early termination criteria, and the hardware architecture. A shorter
version of this manuscript (omitting these more detailed tests) has been
submitted to SIAM Journal on Scientific Computing in 2012.Comment: (a minor update to address the reviewers' comments) 31 pages; 15
figures; this is an expanded version of a paper accepted by SIAM Journal on
Scientific Computin