Squash-Box Feasibility Driven Differential Dynamic Programming¶
Authors: Josep Marti-Saumell, Joan Solà, Carlos Mastalli, Angel Santamaria-Navarro
Published: 2020 (Conference Paper)
Source: IEEE/RSJ International Conference on Intelligent Robots and Systems (IROS)
Algorithm: Squash-Box FDDP
DOI: 10.1109/IROS45743.2020.9340883
Summary¶
Presents a homotopy method which progressively penalizes control action constraint violations more aggressively in an outer loop, using FDDP in the inner loop solves. Solution converges to the hard-constrained optimal trajectory. Quadratic barrier keeps decision variables (control actions) near the center of the sigmoid squashing functions, i.e. avoids a kind of "dead gradients" numerical issue.
Abstract¶
Recently, Differential Dynamic Programming (DDP) and other similar algorithms have become the solvers of choice when performing non-linear Model Predictive Control (nMPC) with modern robotic devices. The reason is that they have a lower computational cost per iteration when compared with off-the-shelf Non-Linear Programming (NLP) solvers, which enables its online operation. However, they cannot handle constraints, and are known to have poor convergence capabilities. In this paper, we propose a method to solve the optimal control problem with control bounds through a squashing function (i.e., a sigmoid, which is bounded by construction). It has been shown that a naive use of squashing functions damage the convergence rate. To tackle this, we first propose to add a quadratic barrier that avoids the difficulty of the plateau produced by the sigmoid. Second, we add an outer loop that adapts both the sigmoid and the barrier; it makes the optimal control problem with the squashing function converge to the original control-bounded problem. To validate our method, we present simulation results for different types of platforms including a multi-rotor, a biped, a quadruped and a humanoid robot.
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Tags¶
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Differential dynamic programming
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Constrained optimization
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Control limits
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Feasibility
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Squash-Box
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Feasibility driven differential dynamic programming
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FDDP