A Parallel Decomposition Scheme for Solving Long-Horizon Optimal Control Problems

@article{Shin2019APD,
  title={A Parallel Decomposition Scheme for Solving Long-Horizon Optimal Control Problems},
  author={Sungho Shin and Timm Faulwasser and Mario Zanon and Victor M. Zavala},
  journal={2019 IEEE 58th Conference on Decision and Control (CDC)},
  year={2019},
  pages={5264-5271}
}
We present a temporal decomposition scheme for solving long-horizon optimal control problems. The time domain is decomposed into a set of subdomains with partially overlapping regions. Subproblems associated with the subdomains are solved in parallel to obtain local primal-dual trajectories that are assembled to obtain the global trajectories. We provide a sufficient condition that guarantees convergence of the proposed scheme. This condition states that the effect of perturbations on the… 

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