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Institutional Repository [SANDBOX]
Technical University of Crete
Technical University of Crete
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| URI: | http://purl.tuc.gr/dl/dias/A3B20C59-844D-44F5-9B4C-EB484E0549FF | ||
| Year | 1995 | ||
| Type of Item | Peer-Reviewed Journal Publication | ||
| License |
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| Bibliographic Citation | J.C. Moreno Banos, M. Papageorgiou, "A linear programming approach to large-scale linear optimal control problems," Automatic Control, IEEE Transactions on, vol.40, no. 5, pp. 971 - 977, 1995, doi: 10.1109/9.384243 https://doi.org/10.1109/9.384243 | ||
| Appears in Collections |
This paper considers the solution of large-scale linear optimal control problems subject to linear control and state constraints by application of a linear programming (LP-) based methodology. The proposed algorithm is based on a particular LP-method that is suitably modified and adapted to the structure of the considered discrete-time dynamic problem to keep the computation time low and efficiently store the arising large, but sparse, matrices. The efficiency of the approach is demonstrated via a practical example arising in the field of traffic control in data-communication networks. The algorithm is shown to solve problems involving several thousands of variables in few seconds on a workstation thus enabling real-time optimal control for a number of potential practical applications
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