Solution of discrete-time optimal control problems on parallel computers

[1]  J. Dunn.  A projected Newton method for minimization problems with nonlinear inequality constraints , 1988 .

[2]  L. Grippo,et al.  A Class of Structured Quasi-Newton Algorithms for Optimal Control Problems , 1983 .

[3]  Stephen J. Wright,et al.  Parallel Algorithms for Banded Linear Systems , 1991, SIAM J. Sci. Comput..

[4]  R. Fletcher.  Practical Methods of Optimization , 1988 .

[5]  C. Kelley,et al.  A pointwise quasi-Newton method for unconstrained optimal control problems , 1989 .

[6]  Gerard G. L. Meyer,et al.  A Parallel First-Order Linear Recurrence Solver , 1987, J. Parallel Distributed Comput..

[7]  Roger Fletcher,et al.  Practical methods of optimization; (2nd ed.) , 1987 .

[8]  D. Mayne,et al.  A sequential quadratic programming algorithm for discrete optimal control problems with control inequality constraints , 1989, Proceedings of the 28th IEEE Conference on Decision and Control,.

[9]  D. Bertsekas,et al.  TWO-METRIC PROJECTION METHODS FOR CONSTRAINED OPTIMIZATION* , 1984 .

[10]  D. Bertsekas.  Projected Newton methods for optimization problems with simple constraints , 1981, CDC 1981.

[11]  D. Bertsekas,et al.  Efficient dynamic programming implementations of Newton's method for unconstrained optimal control problems , 1989 .

[12]  K. Ohno.  A new approach to differential dynamic programming for discrete time systems , 1978 .

[13]  M. J. D. Powell,et al.  Nonlinear optimization, 1981 , 1982 .

[14]  Elijah Polak,et al.  Computational methods in optimization , 1971 .

[15]  David Q. Mayne,et al.  Differential dynamic programming , 1972, The Mathematical Gazette.