Distributed Multiple Shooting for Large Scale Nonlinear Systems

The distributed multiple shooting method is tailored for large scale optimal control problems with decoupled structure. It can be used as a fast and distributed solver for model predictive control subproblems. The algorithm may be regarded as a generalization of the standard multiple shooting method that decomposes the original large scale optimal control problem in both the time and spatial domain to obtain high parallelizability. In each iteration, the linearization of the original problem is calculated in a parallel manner, which is then solved by a centralized structure-exploiting optimizer. We demonstrate the approach on a simple mechanical example of two coupled pendula.