A two-level decomposition-aggregation approach for large-scale optimal control problems

A new approach is proposed for the solution of large-scale constrained optimal control problems. The method is based on aggregation-disaggregation ideas and is within the class of feasible decomposition methods. It is shown that the problem of updating the disaggregation in each iteration decomposes into independent subproblems of lower dimension. If the original problem has block- or block-separable structure, then the subproblems are formulated in accordance with the blocks.