• DocumentCode
    1662380
  • Title

    Efficient algorithms for globally optimal trajectories

  • Author

    Tsitsiklis, John N.

  • Author_Institution
    Lab. for Inf. & Decision Syst., MIT, Cambridge, MA, USA
  • Volume
    2
  • fYear
    1994
  • Firstpage
    1368
  • Abstract
    Presents serial and parallel algorithms for solving a system of equations that arises from the discretization of the Hamilton-Jacobi equation associated to a trajectory optimization problem of the following type. A vehicle starts at a prespecified point x0 and follows a unit speed trajectory x(t) inside a region in ℜm , until an unspecified time T that the region is excited. A trajectory minimising a cost function of the form ∫0T r(x(t))dt+q(x(T)) is sought. The discretized Hamilton-Jacobi equation corresponding to this problem is usually served using iterative methods. Nevertheless, assuming that the function r is positive, one is able to exploit the problem structure and develop one-pass algorithms for the discretized problem. The first m resembles Dijkstra´s shortest path algorithm and runs in time O(n log n), where n is the number of grid points. The second algorithm uses a somewhat different discretization and borrows some ideas from Dial´s shortest path algorithm; it runs in time O(n), which is the best possible, under some fairly mild assumptions. Finally, the author shows that the latter algorithm can be efficiently parallelized: for two-dimensional problems and with p processors, its running time becomes O(n/p), provided that p=O(√n/log n)
  • Keywords
    computational complexity; graph theory; iterative methods; minimisation; optimal control; parallel algorithms; stochastic systems; Dial´s shortest path algorithm; Dijkstra´s shortest path algorithm; discretized Hamilton-Jacobi equation; globally optimal trajectories; one-pass algorithms; parallel algorithms; serial algorithms; trajectory optimization problem; Computer science; Cost function; Iterative algorithms; Iterative methods; Jacobian matrices; Laboratories; Nonlinear equations; Optimal control; Parallel algorithms; Vehicles;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1994., Proceedings of the 33rd IEEE Conference on
  • Conference_Location
    Lake Buena Vista, FL
  • Print_ISBN
    0-7803-1968-0
  • Type

    conf

  • DOI
    10.1109/CDC.1994.411258
  • Filename
    411258