EFFICIENT ALGORITHMS FOR GLOBALLY OPTIMAL TRAJECTORIES

被引:559
作者
TSITSIKLIS, JN
机构
[1] Laboratory for Information and Decision Systems and the Operations Research Center, Massachusetts Institute of Technology, Cambridge
关键词
D O I
10.1109/9.412624
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
We present serial and parallel algorithms for solving a system of equations that arises from the discretization of the Hamilton-Jacobi equation associated to a trajectory optimization problem of the following type, A vehicle starts at a prespecified point x(0) and follows a unit speed trajectory x(t) inside a region in R(m), until an unspecified time T that the region is exited, A trajectory minimizing a cost function of the form integral(0)(T) r(x(t)) dt+q(x(T)) is sought, The discretized Hamilton-Jacobi equation corresponding to this problem is usually solved using iterative methods, Nevertheless, assuming that the function r is positive, we are able to exploit the problem structure and develop one-pass algorithms for the discretized problem, The first algorithm resembles Dijkstra's shortest path algorithm and runs in time O(n log n), where n is the number of grid points. The second algorithm uses a somewhat different discretization and borrows some ideas from a variation of Dial's shortest path algorithm that we develop here; it runs in time O(n), which is the best possible, under some fairly mild assumptions, Finally, we show that the latter algorithm can be efficiently parallelized: for two-dimensional problems and with p processors, its running time becomes O(n/p), provided that p = O(root n/log n).
引用
收藏
页码:1528 / 1538
页数:11
相关论文
共 12 条
[1]   AN APPROXIMATION SCHEME FOR THE MINIMUM TIME FUNCTION [J].
BARDI, M ;
FALCONE, M .
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1990, 28 (04) :950-965
[2]   AN ANALYSIS OF STOCHASTIC SHORTEST-PATH PROBLEMS [J].
BERTSEKAS, DP ;
TSITSIKLIS, JN .
MATHEMATICS OF OPERATIONS RESEARCH, 1991, 16 (03) :580-595
[3]   SHORTEST-PATH FOREST WITH TOPOLOGICAL ORDERING [J].
DIAL, RB .
COMMUNICATIONS OF THE ACM, 1969, 12 (11) :632-&
[4]   APPROXIMATE SOLUTIONS OF THE BELLMAN EQUATION OF DETERMINISTIC CONTROL-THEORY [J].
DOLCETTA, IC ;
ISHII, H .
APPLIED MATHEMATICS AND OPTIMIZATION, 1984, 11 (02) :161-181
[5]   ON A DISCRETE APPROXIMATION OF THE HAMILTON-JACOBI EQUATION OF DYNAMIC-PROGRAMMING [J].
DOLCETTA, IC .
APPLIED MATHEMATICS AND OPTIMIZATION, 1983, 10 (04) :367-377
[6]   A NUMERICAL APPROACH TO THE INFINITE HORIZON PROBLEM OF DETERMINISTIC CONTROL-THEORY [J].
FALCONE, M .
APPLIED MATHEMATICS AND OPTIMIZATION, 1987, 15 (01) :1-13
[7]   ON DETERMINISTIC CONTROL-PROBLEMS - AN APPROXIMATION PROCEDURE FOR THE OPTIMAL COST .1. THE STATIONARY PROBLEM [J].
GONZALEZ, R ;
ROFMAN, E .
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1985, 23 (02) :242-266
[8]   THE WEIGHTED REGION PROBLEM - FINDING SHORTEST PATHS THROUGH A WEIGHTED PLANAR SUBDIVISION [J].
MITCHELL, JSB ;
PAPADIMITRIOU, CH .
JOURNAL OF THE ACM, 1991, 38 (01) :18-73
[9]  
MITCHELL JSB, 1984, P SOC PHOTO-OPT INST, V485, P172, DOI 10.1117/12.943182
[10]   APPROXIMATION SCHEMES FOR VISCOSITY SOLUTIONS OF HAMILTON-JACOBI EQUATIONS [J].
SOUGANIDIS, PE .
JOURNAL OF DIFFERENTIAL EQUATIONS, 1985, 59 (01) :1-43