Julia中树结构耦合二次规划的并行开发

2018 22nd International Conference on System Theory, Control and Computing (ICSTCC) Pub Date : 2018-10-01 DOI:10.1109/ICSTCC.2018.8540646

S. Ahmadi, A. Hansson

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引用次数: 3

摘要

本文的主要思想是实现一种求解松散耦合二次规划问题的分布式原对偶内点算法。我们在Julia中实现了这一点，并展示了如何利用并行性来提高计算速度。我们研究了该算法在模型预测控制问题上的性能。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Parallel Exploitation for Tree-Structured Coupled Quadratic Programming in Julia

The main idea in this paper is to implement a distributed primal-dual interior-point algorithm for loosely coupled Quadratic Programming problems. We implement this in Julia and show how can we exploit parallelism in order to increase the computational speed. We investigate the performance of the algorithm on a Model Predictive Control problem.

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来源期刊

2018 22nd International Conference on System Theory, Control and Computing (ICSTCC)

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