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We present FilterDDP, a differential dynamic programming algorithm for solving discrete-time, optimal control problems (OCPs) with nonlinear equality constraints. Unlike prior methods based on merit functions or the augmented Lagrangian…

Optimization and Control · Mathematics 2026-04-16 Ming Xu , Stephen Gould , Iman Shames

This paper presents differential algebra-based differential dynamic programming (DADDy), a publicly available C++ framework for constrained, fuel-optimal low-thrust trajectory optimisation. The method uses differential algebra (DA) for two…

Optimization and Control · Mathematics 2026-05-01 Thomas Caleb , Roberto Armellin , Spencer Boone , Stéphanie Lizy-Destrez

Safe operation of systems such as robots requires them to plan and execute trajectories subject to safety constraints. When those systems are subject to uncertainties in their dynamics, it is challenging to ensure that the constraints are…

Robotics · Computer Science 2022-01-13 Gokhan Alcan , Ville Kyrki

Differential Dynamic Programming (DDP) is an efficient computational tool for solving nonlinear optimal control problems. It was originally designed as a single shooting method and thus is sensitive to the initial guess supplied. This work…

Robotics · Computer Science 2023-09-29 He Li , Wenhao Yu , Tingnan Zhang , Patrick M. Wensing

Differential dynamic programming (DDP) is a widely used and powerful trajectory optimization technique, however, due to its internal structure, it is not exempt from local minima. In this paper, we present Differential Dynamic Programming…

Robotics · Computer Science 2023-01-19 Aleksander Gamayunov , Aleksey Postnikov , Gonzalo Ferrer

Trajectory optimization is a fundamental problem in robotics. While optimization of continuous control trajectories is well developed, many applications require both discrete and continuous, i.e., hybrid, controls. Finding an optimal…

Robotics · Computer Science 2017-03-03 Joni Pajarinen , Ville Kyrki , Michael Koval , Siddhartha Srinivasa , Jan Peters , Gerhard Neumann

Differential Dynamic Programming (DDP) has become a well established method for unconstrained trajectory optimization. Despite its several applications in robotics and controls however, a widely successful constrained version of the…

Optimization and Control · Mathematics 2020-05-05 Yuichiro Aoyama , George Boutselis , Akash Patel , Evangelos A. Theodorou

We present an algorithm, based on the Differential Dynamic Programming framework, to handle trajectory optimization problems in which the horizon is determined online rather than fixed a priori. This algorithm exhibits exact one-step…

Robotics · Computer Science 2021-11-18 Kyle Stachowicz , Evangelos A. Theodorou

Generalized Polynomial Chaos (gPC) theory has been widely used for representing parametric uncertainty in a system, thanks to its ability to propagate uncertainty evolution. In an optimal control context, gPC can be combined with several…

Optimization and Control · Mathematics 2021-10-05 Yuichiro Aoyama , Augustinos D. Saravanos , Evangelos A. Theodorou

In complex engineered systems, completing an objective is sometimes not enough. The system must be able to reach a set performance characteristic, such as an unmanned aerial vehicle flying from point A to point B, \textit{under 10 seconds}.…

Optimization and Control · Mathematics 2015-06-03 Manan Gandhi

Real-time motion generation -- which is essential for achieving reactive and adaptive behavior -- under kinodynamic constraints for high-dimensional systems is a crucial yet challenging problem. We address this with a two-step approach:…

Robotics · Computer Science 2025-07-25 Yonghyeon Lee

Differential drive robots are widely used in various scenarios thanks to their straightforward principle, from household service robots to disaster response field robots. There are several types of driving mechanisms for real-world…

Robotics · Computer Science 2025-05-30 Mengke Zhang , Nanhe Chen , Hu Wang , Jianxiong Qiu , Zhichao Han , Qiuyu Ren , Chao Xu , Fei Gao , Yanjun Cao

In this paper, we study spline trajectory generation via the solution of two optimisation problems: (i) a quadratic program (QP) with linear equality constraints and (ii) a nonlinear and nonconvex optimisation program. We propose an…

Systems and Control · Electrical Eng. & Systems 2021-05-06 Declan Burke , Airlie Chapman , Iman Shames

We consider joint trajectory generation and tracking control for under-actuated robotic systems. A common solution is to use a layered control architecture, where the top layer uses a simplified model of system dynamics for trajectory…

Robotics · Computer Science 2023-07-27 Anusha Srikanthan , Fengjun Yang , Igor Spasojevic , Dinesh Thakur , Vijay Kumar , Nikolai Matni

In this work, we propose a trajectory generation method for robotic systems with contact force constraint based on optimal control and reachability analysis. Normally, the dynamics and constraints of the contact-constrained robot are…

Robotics · Computer Science 2019-03-28 Jaemin Lee , Efstathios Bakolas , Luis Sentis

Robot design optimization, imitation learning and system identification share a common problem which requires optimization over robot or task parameters at the same time as optimizing the robot motion. To solve these problems, we can use…

Robotics · Computer Science 2022-09-05 Traiko Dinev , Carlos Mastalli , Vladimir Ivan , Steve Tonneau , Sethu Vijayakumar

For combinatorial optimization problems, model-based paradigms such as mixed-integer programming (MIP) and constraint programming (CP) aim to decouple modeling and solving a problem: the `holy grail' of declarative problem solving. We…

Artificial Intelligence · Computer Science 2026-03-13 Ryo Kuroiwa , J. Christopher Beck

Interpretation of Deep Neural Networks (DNNs) training as an optimal control problem with nonlinear dynamical systems has received considerable attention recently, yet the algorithmic development remains relatively limited. In this work, we…

Machine Learning · Computer Science 2021-06-14 Guan-Horng Liu , Tianrong Chen , Evangelos A. Theodorou

We introduce an extension of Dual Dynamic Programming (DDP) to solve convex nonlinear dynamic programming equations. We call Inexact DDP (IDDP) this extension which applies to situations where some or all primal and dual subproblems to be…

Optimization and Control · Mathematics 2017-11-23 Vincent Guigues

Connections between Deep Neural Networks (DNNs) training and optimal control theory has attracted considerable attention as a principled tool of algorithmic design. Differential Dynamic Programming (DDP) neural optimizer is a recently…

Machine Learning · Computer Science 2020-07-20 Guan-Horng Liu , Tianrong Chen , Evangelos A. Theodorou