Graph Coarsening Method for KKT Matrices Arising from Orthogonal Collocation Methods for Optimal Control Problems
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2015, American Institute of Aeronautics and Astronautics Inc. All Rights Reserved. State-defect constraint pairing graph coarsening method is described for large sparse Karush-Kuhn-Tucker (KKT) matrices that arise from the discretization of optimal control problems via an orthogonal collocation method. The method takes advantage of the known sparsity pattern of the KKT matrix. For any particular optimal control problem, the method pairs each component of the state with its corresponding defect constraint. Following that the method forces paired rows to be adjacent in the reordered KKT matrix. Aggregate results are presented using a wide variety of benchmark optimal control problems and show that the method reduces the number of delayed pivots and the number of floating point operations significantly.
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56th AIAA/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials Conference