A New Three-Level Hierarchical Control Algorithm for Large-Scale Systems

This paper presents a new three-level hierarchical control parallel algorithm for large-scale systems by spatial and time decomposition. The parallel variable metric (PVM)method is found to be promising third-level algorithm. In the subproblems of second-level, the constraints of the smaller subproblem requires that the initial state of a subproblem equals the terminal state of the preceding subproblem. The coordinating variables are updated using the modified Newton method. the low-level smaller subproblems are solved in parallel using extended differential dynamic programmeing (DDP). Numerical result shows that comparing with one level DDP. the PVM /DDP algorithm obtains significant speed-ups.