Fast and Certifiable Trajectory Optimization
Fuente:
arXiv
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| Autori principali: | , , , , |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| _version_ | 1866912012168069120 |
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| author | Kang, Shucheng Xu, Xiaoyang Sarva, Jay Liang, Ling Yang, Heng |
| author_facet | Kang, Shucheng Xu, Xiaoyang Sarva, Jay Liang, Ling Yang, Heng |
| contents | We propose semidefinite trajectory optimization (STROM), a framework that computes fast and certifiably optimal solutions for nonconvex trajectory optimization problems defined by polynomial objectives and constraints. STROM employs sparse second-order Lasserre's hierarchy to generate semidefinite program (SDP) relaxations of trajectory optimization. Different from existing tools (e.g., YALMIP and SOSTOOLS in Matlab), STROM generates chain-like multiple-block SDPs with only positive semidefinite (PSD) variables. Moreover, STROM does so two orders of magnitude faster. Underpinning STROM is cuADMM, the first ADMM-based SDP solver implemented in CUDA and runs in GPUs (with C/C++ extension). cuADMM builds upon the symmetric Gauss-Seidel ADMM algorithm and leverages GPU parallelization to speedup solving sparse linear systems and projecting onto PSD cones. In five trajectory optimization problems (inverted pendulum, cart-pole, vehicle landing, flying robot, and car back-in), cuADMM computes optimal trajectories (with certified suboptimality below 1%) in minutes (when other solvers take hours or run out of memory) and seconds (when others take minutes). Further, when warmstarted by data-driven initialization in the inverted pendulum problem, cuADMM delivers real-time performance: providing certifiably optimal trajectories in 0.66 seconds despite the SDP has 49,500 variables and 47,351 constraints. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2406_05846 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Fast and Certifiable Trajectory Optimization Kang, Shucheng Xu, Xiaoyang Sarva, Jay Liang, Ling Yang, Heng Optimization and Control Robotics We propose semidefinite trajectory optimization (STROM), a framework that computes fast and certifiably optimal solutions for nonconvex trajectory optimization problems defined by polynomial objectives and constraints. STROM employs sparse second-order Lasserre's hierarchy to generate semidefinite program (SDP) relaxations of trajectory optimization. Different from existing tools (e.g., YALMIP and SOSTOOLS in Matlab), STROM generates chain-like multiple-block SDPs with only positive semidefinite (PSD) variables. Moreover, STROM does so two orders of magnitude faster. Underpinning STROM is cuADMM, the first ADMM-based SDP solver implemented in CUDA and runs in GPUs (with C/C++ extension). cuADMM builds upon the symmetric Gauss-Seidel ADMM algorithm and leverages GPU parallelization to speedup solving sparse linear systems and projecting onto PSD cones. In five trajectory optimization problems (inverted pendulum, cart-pole, vehicle landing, flying robot, and car back-in), cuADMM computes optimal trajectories (with certified suboptimality below 1%) in minutes (when other solvers take hours or run out of memory) and seconds (when others take minutes). Further, when warmstarted by data-driven initialization in the inverted pendulum problem, cuADMM delivers real-time performance: providing certifiably optimal trajectories in 0.66 seconds despite the SDP has 49,500 variables and 47,351 constraints. |
| title | Fast and Certifiable Trajectory Optimization |
| topic | Optimization and Control Robotics |
| url | https://arxiv.org/abs/2406.05846 |