Fast Generation of Feasible Trajectories in Direct Optimal Control
Optimization and Control
2024-07-08 v2
Abstract
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.
Keywords
Cite
@article{arxiv.2403.10115,
title = {Fast Generation of Feasible Trajectories in Direct Optimal Control},
author = {David Kiessling and Katrin Baumgärtner and Jonathan Frey and Wilm Decré and Jan Swevers and Moritz Diehl},
journal= {arXiv preprint arXiv:2403.10115},
year = {2024}
}