Solution of optimal control problems on a parallel machine using the epsilon method

Using Balakrishnan’s epsilon formulation and the Rayleigh-Ritz method with a Walsh function basis,, optimal control problems are transformed from the standard two-point boundary value problem form to an unconstrained non-linear programming problem. The resulting matrix-vector equations describing the optimal solution can be very easily implemented on say an IBM PC running Matlab or MatrixX on the one hand and have standard parallel solution methods for implementation on parallel computers on the other. Some computational results performed on an Intel hypercube are presented to illustrate that considerable computational savings can be realized by using the proposed algorithm.