Parallel Solution of Large-Scale Dynamic Optimization Problems

In English This paper presents a decomposition strategy applicable to DAE
constrained optimization problems. A common solution method for such
problems is to apply a direct transcription method and to solve the
resulting non-linear program using an interior point algorithm, where
the time to solve the linearized KKT system at each iteration is
dominating the total solution time. In the proposed method, the
structure of the KKT system resulting from a direct collocation scheme
for approximating the DAE constraint is exploited in order to
distribute the required linear algebra operations on multiple
processors. A prototype implementation applied to benchmark models
shows promising results.