线性二次型最优控制的并行算法和软件

构造了线性二次型最优控制的并行算法，介绍了这个并行算法在武汉大学“ＷＵＤＰ９１”并行分布式处理系统上试算的数值应用软件的框图．本软件适用于既定动态系统的平衡问题．对于经济系统，可通过政策控制变量来调节和改善其状态和响应．对于自治系统可找出最优控制使得消耗函数达到最小值．通过对一系列例子进行试算，结果证实，所构造的并行算法和相应的数值软件是有效的，其加速比约为７．

A PARALLEL ALGORITHM AND ITS SOFTWARE FOR THE OPTIMAL CONTROL WITH THE LINEAR QUADRIC FORM

in this paper, a parallel algorithm for the optimal control with, the linear quadric form is constructed and a FORTRAN code for the algorithm is designed,which could be run on "WUDP91" distributed parallel processing system, Wuhan University. The code can be used for equilibrium problem of a given dynamic system. For the economic system,its state and response can be adjusted and improved by policy control variables. For autonomous systems,the potimal control can be found to make the objective function achieve the minimum.Numerical tests have been made and the results show that the computational time needed for this parallel algorithm is about 1/7 of that needed for the sequential algorithm.