ALGAMES: A Fast Augmented Lagrangian Solver for Constrained Dynamic Games

Abstract: Dynamic games are an effective paradigm for dealing with the control of multiple interacting actors. This paper introduces ALGAMES (Augmented Lagrangian GAME-theoretic Solver), a solver that handles trajectory-optimization problems with multiple actors and general nonlinear state and input constraints. Its novelty resides in satisfying the first-order optimality conditions with a quasi-Newton root-finding algorithm and rigorously enforcing constraints using an augmented Lagrangian method. We evaluate our solver in the context of autonomous driving on scenarios with a strong level of interactions between the vehicles. We assess the robustness of the solver using Monte Carlo simulations. It is able to reliably solve complex problems like ramp merging with three vehicles three times faster than a state-of-the-art DDP-based approach. A model-predictive control (MPC) implementation of the algorithm, running at more than 60 Hz, demonstrates ALGAMES' ability to mitigate the "frozen robot" problem on complex autonomous driving scenarios like merging onto a crowded highway.