Fast Generation of Feasible Trajectories in Direct Optimal Control
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arXiv
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| Autores principales: | , , , , , |
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| Formato: | Preprint |
| Publicado: |
2024
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| _version_ | 1866916313091276800 |
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| author | Kiessling, David Baumgärtner, Katrin Frey, Jonathan Decré, Wilm Swevers, Jan Diehl, Moritz |
| author_facet | Kiessling, David Baumgärtner, Katrin Frey, Jonathan Decré, Wilm Swevers, Jan Diehl, Moritz |
| contents | This paper examines the question of finding feasible points to discrete-time optimal control problems. The optimization problem of finding a feasible trajectory is transcribed to an unconstrained optimal control problem. An efficient algorithm, called FP-DDP, is proposed that solves the resulting problem using Differential Dynamic Programming preserving feasibility with respect to the system dynamics in every iteration. Notably, FP-DDP admits global and rapid local convergence properties induced by a combination of a Levenberg-Marquardt method and an Armijo-type line search. The efficiency of FP-DDP is demonstrated against established methods such as Direct Multiple Shooting, Direct Single Shooting, and state-of-the-art solvers. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2403_10115 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Fast Generation of Feasible Trajectories in Direct Optimal Control Kiessling, David Baumgärtner, Katrin Frey, Jonathan Decré, Wilm Swevers, Jan Diehl, Moritz Optimization and Control This paper examines the question of finding feasible points to discrete-time optimal control problems. The optimization problem of finding a feasible trajectory is transcribed to an unconstrained optimal control problem. An efficient algorithm, called FP-DDP, is proposed that solves the resulting problem using Differential Dynamic Programming preserving feasibility with respect to the system dynamics in every iteration. Notably, FP-DDP admits global and rapid local convergence properties induced by a combination of a Levenberg-Marquardt method and an Armijo-type line search. The efficiency of FP-DDP is demonstrated against established methods such as Direct Multiple Shooting, Direct Single Shooting, and state-of-the-art solvers. |
| title | Fast Generation of Feasible Trajectories in Direct Optimal Control |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2403.10115 |