Adjoint-based Distributed Multiple Shooting for Large-Scale Systems

Distributed multiple shooting is a modification of the standard multiple shooting method which takes into account the structure of certain large-scale systems in order to obtain a better controller design flexibility and high parallelizability. The aim of this paper is to extend the framework where distributed multiple shooting can be deployed and to propose a new solution method based on adjoint-based sequential quadratic programming. A numerical experiment shows that this can lead to considerable savings in computational time for the sensitivity generation.