Constrained Differential Dynamic Programming Revisited
| Autor: | Evangelos A. Theodorou, Akash Patel, Yuichiro Aoyama, George I. Boutselis |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2020 |
| Předmět: |
Mathematical optimization
65K10 Augmented Lagrangian method Computer science G.1.6 Trajectory optimization Optimal control Slack variable Dynamic programming Optimization and Control (math.OC) Bellman equation FOS: Mathematics Penalty method Differential dynamic programming Mathematics - Optimization and Control |
| Zdroj: | ICRA |
| Popis: | Differential Dynamic Programming (DDP) has become a well established method for unconstrained trajectory optimization. Despite its several applications in robotics and controls however, a widely successful constrained version of the algorithm has yet to be developed. This paper builds upon penalty methods and active-set approaches, towards designing a Dynamic Programming-based methodology for constrained optimal control. Regarding the former, our derivation employs a constrained version of Bellman's principle of optimality, by introducing a set of auxiliary slack variables in the backward pass. In parallel, we show how Augmented Lagrangian methods can be naturally incorporated within DDP, by utilizing a particular set of penalty-Lagrangian functions that preserve second-order differentiability. We demonstrate experimentally that our extensions (individually and combinations thereof) enhance significantly the convergence properties of the algorithm, and outperform previous approaches on a large number of simulated scenarios. 13 pages, 9 figures |
| Databáze: | OpenAIRE |
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