Continuous-time iterative linear-quadratic regulator
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arXiv
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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2025
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| _version_ | 1866913850939408384 |
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| author | Lieskovský, Juraj Bušek, Jaroslav Vyhlídal, Tomáš |
| author_facet | Lieskovský, Juraj Bušek, Jaroslav Vyhlídal, Tomáš |
| contents | We present a continuous-time equivalent to the well-known iterative linear-quadratic algorithm including an implementation of a backtracking line-search policy and a novel regularization approach based on the necessary conditions in the Riccati pass of the linear-quadratic regulator. This allows the algorithm to effectively solve trajectory optimization problems with non-convex cost functions, which is demonstrated on the cart-pole swing-up problem. The algorithm compatibility with state-of-the-art suites of numerical integration solvers allows for the use of high-order adaptive-step methods. Their use results in a variable number of time steps both between passes of the algorithm and across iterations, maintaining a balance between the number of function evaluations and the discretization error. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2505_15525 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Continuous-time iterative linear-quadratic regulator Lieskovský, Juraj Bušek, Jaroslav Vyhlídal, Tomáš Systems and Control Optimization and Control 93D15 I.6.4; I.6.5 We present a continuous-time equivalent to the well-known iterative linear-quadratic algorithm including an implementation of a backtracking line-search policy and a novel regularization approach based on the necessary conditions in the Riccati pass of the linear-quadratic regulator. This allows the algorithm to effectively solve trajectory optimization problems with non-convex cost functions, which is demonstrated on the cart-pole swing-up problem. The algorithm compatibility with state-of-the-art suites of numerical integration solvers allows for the use of high-order adaptive-step methods. Their use results in a variable number of time steps both between passes of the algorithm and across iterations, maintaining a balance between the number of function evaluations and the discretization error. |
| title | Continuous-time iterative linear-quadratic regulator |
| topic | Systems and Control Optimization and Control 93D15 I.6.4; I.6.5 |
| url | https://arxiv.org/abs/2505.15525 |