Computationally Efficient Optimal Control for Unstable Power System Models

Algorithm 2

Generalized LRCF-ADI (modified).

	Input:, (number of iterations) and shift parameters .
	Output: Low-rank Cholesky-factor such that .
(1)	Consider .
(2)	for to do
(3)	ifthen
(4)	Solve .
(5)	else
(6)	Compute .
(7)	end if
(8)	ifthen
(9)	Update .
(10)	else
(11)	Assume and .
(12)	Update .
(13)	Compute .
(14)
(15)	end if
(16)	end for