What is it about?

This publication proposes a general indirect method for solving nonlinear optimal control problem with various inequality constraints. Multiple shooting method is used to solve to resultant boundary value problem and the implementation leverage GPU computing capability to increase the computing efficiency to a large extent.

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Why is it important?

The algorithm is highly generalized for solving optimal control problems with control and state variable inequality constraints without need for any prior information. The implementation of the algorithm is open sourced and using GPU computing for solving large scale optimal control problems is a very promising direction.


As GPU computing is highly used for machine learning area, this publication applies the technique for solving optimal control problems has shown promising results. As computing efficiency is a big bottleneck for solving optimal control problem, we can try apply more algorithms with this technique.

Chaoyi Yang
University of Washington

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This page is a summary of: Parallel solution of optimal control problems using the graphics processing unit, Optimal Control Applications and Methods, July 2022, Wiley, DOI: 10.1002/oca.2927.
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