Filtering-Linearization: A First-Order Method for Nonconvex Trajectory Optimization with Filter-Based Warm-Starting

Fuente: arXiv
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Main Authors: Yuan, Minsen, Caverly, Ryan J., Yu, Yue
Format: Preprint
Published: 2024
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author Yuan, Minsen
Caverly, Ryan J.
Yu, Yue
author_facet Yuan, Minsen
Caverly, Ryan J.
Yu, Yue
contents Nonconvex trajectory optimization is at the core of designing trajectories for complex autonomous systems. A challenge for nonconvex trajectory optimization methods, such as sequential convex programming, is to find an effective warm-starting point to approximate the nonconvex optimization with a sequence of convex ones. We introduce a first-order method with filter-based warm-starting for nonconvex trajectory optimization. The idea is to first generate sampled trajectories using constraint-aware particle filtering, which solves the problem as an estimation problem. We then identify different locally optimal trajectories through agglomerative hierarchical clustering. Finally, we choose the best locally optimal trajectory to warm-start the prox-linear method, a first-order method with guaranteed convergence. We demonstrate the proposed method on a multi-agent trajectory optimization problem with linear dynamics and nonconvex collision avoidance. Compared with sequential quadratic programming and interior-point method, the proposed method reduces the objective function value by up to approximately 96\% within the same amount of time for a two-agent problem, and 98\% for a six-agent problem.
format Preprint
id arxiv_https___arxiv_org_abs_2409_17944
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Filtering-Linearization: A First-Order Method for Nonconvex Trajectory Optimization with Filter-Based Warm-Starting
Yuan, Minsen
Caverly, Ryan J.
Yu, Yue
Optimization and Control
Nonconvex trajectory optimization is at the core of designing trajectories for complex autonomous systems. A challenge for nonconvex trajectory optimization methods, such as sequential convex programming, is to find an effective warm-starting point to approximate the nonconvex optimization with a sequence of convex ones. We introduce a first-order method with filter-based warm-starting for nonconvex trajectory optimization. The idea is to first generate sampled trajectories using constraint-aware particle filtering, which solves the problem as an estimation problem. We then identify different locally optimal trajectories through agglomerative hierarchical clustering. Finally, we choose the best locally optimal trajectory to warm-start the prox-linear method, a first-order method with guaranteed convergence. We demonstrate the proposed method on a multi-agent trajectory optimization problem with linear dynamics and nonconvex collision avoidance. Compared with sequential quadratic programming and interior-point method, the proposed method reduces the objective function value by up to approximately 96\% within the same amount of time for a two-agent problem, and 98\% for a six-agent problem.
title Filtering-Linearization: A First-Order Method for Nonconvex Trajectory Optimization with Filter-Based Warm-Starting
topic Optimization and Control
url https://arxiv.org/abs/2409.17944