摘要：AbstractA computational method is proposed for solving a structured quadratic optimal control problem subject to linear discrete-time dynamics arising from a directed tree structured interconnection of heterogeneous sub-systems. The problem is first formulated as a quadratic program with structure along three dimensions of the decision space. A nested algorithm based on block Jacobi iterations is proposed for the linear system of equations obtained from the corresponding first-order optimality conditions. It is shown that the per iteration computational burden scales favorably with increasing problem size in each dimension. The computations at each iteration are amenable to distributed implementation on a network of parallel processors mirroring the tree graph structure of the problem. Numerical experiments, based on a model data for an automated irrigation network, are used to demonstrate aspects of the approach, including the impact of early termination of the inner iterations in agreement with corresponding analysis.
