Optimal control of constrained problems by the costate coordination structure

A three-level hierarchical computation structure based on the costate coordination technique is developed to efficiently optimize the constrained control problems with nonseparable cost functions. The key idea underlying this development is the effective utilization of the Lagrangian generalized gradients to successfully convert the integrated optimization problem at hand into an interactive process carried out by decentralized calculations. The decentralization is conceived both horizontally, by generating a group of lower order unconstrained subproblems, and vertically through the division of the coordination task into two distinct mechanisms. While the first is mainly concerned with adjusting the system state and control trajectories against constraint violations, the second updates the costate variables in order to provide for both the matching of computationally separated subproblems and overall system optimality.