Papers
Topics
Authors
Recent
Gemini 2.5 Flash
Gemini 2.5 Flash
139 tokens/sec
GPT-4o
8 tokens/sec
Gemini 2.5 Pro Pro
47 tokens/sec
o3 Pro
5 tokens/sec
GPT-4.1 Pro
38 tokens/sec
DeepSeek R1 via Azure Pro
28 tokens/sec
2000 character limit reached

A Family of Iterative Gauss-Newton Shooting Methods for Nonlinear Optimal Control (1711.11006v2)

Published 29 Nov 2017 in cs.SY, cs.RO, and math.OC

Abstract: This paper introduces a family of iterative algorithms for unconstrained nonlinear optimal control. We generalize the well-known iLQR algorithm to different multiple-shooting variants, combining advantages like straight-forward initialization and a closed-loop forward integration. All algorithms have similar computational complexity, i.e. linear complexity in the time horizon, and can be derived in the same computational framework. We compare the full-step variants of our algorithms and present several simulation examples, including a high-dimensional underactuated robot subject to contact switches. Simulation results show that our multiple-shooting algorithms can achieve faster convergence, better local contraction rates and much shorter runtimes than classical iLQR, which makes them a superior choice for nonlinear model predictive control applications.

Citations (95)

Summary

  • The paper presents a novel Gauss-Newton multiple shooting method that integrates iLQR techniques with closed-loop forward integration to enhance convergence and stability.
  • Hybrid variants like GNMS(M) and iLQR-GNMS(M) reduce computational runtimes by efficiently partitioning trajectories into multiple shooting intervals.
  • Extensive simulations on underactuated robotic systems demonstrate improved robustness and real-time performance in nonlinear model predictive control.

Overview of Iterative Gauss-Newton Shooting Methods for Nonlinear Optimal Control

The paper focuses on advancing the framework of iterative optimization algorithms specifically tailored for nonlinear optimal control. The core contribution lies in presenting a generalized approach that integrates multiple-shooting techniques into the well-regarded Iterative Linear Quadratic Regulator (iLQR) methodology. By establishing the Gauss-Newton Multiple Shooting (GNMS) algorithm, the authors leverage the benefits of combining straightforward initialization strategies with the closed-loop forward integration inherent in iLQR, resulting in a suite of algorithms suitable for nonlinear model predictive control (NMPC).

Technical Contributions and Methodology

A primary technical achievement of this paper is the development of a family of Gauss-Newton shooting methods, including GNMS and its derivatives, GNMS(M) and iLQR-GNMS(M). These variants are characterized by their application of direct methods for transcription of infinite-dimensional problems into finite-dimensional nonlinear programs.

  • Gauss-Newton Multiple Shooting (GNMS): This is a core algorithm in the suite, integrating multiple-shooting techniques with the Gauss-Newton Hessian approximation, offering a practical balance between computational effort and convergence speed. Emphasizing the closed-loop integration with control feedback, GNMS is particularly advantageous for systems where stability of open-loop solutions is challenging.
  • Hybrid Algorithms: The paper introduces hybrid methods such as GNMS(M) and iLQR-GNMS(M), where M signifies the number of multiple-shooting intervals. These methods blend the stability of multiple shooting with efficiency improvements via reduced trajectory update computations, rendering them practical for systems with high instability or complex dynamics.

Simulation Results and Implications

The authors present extensive simulation studies to demonstrate the effectiveness and improvements achieved through their proposed suite of algorithms. Notably, they apply their methods to a complex underactuated robotic system—"HyQ"—subject to contact constraints, showcasing the enhanced convergence properties and reduced computational runtimes when using GNMS and its hybrid variants compared to classical iLQR.

Key findings from the simulations include:

  • Improved Convergence Rates: Algorithms like iLQR-GNMS(25) exhibited faster convergence rates than standard iLQR, achieving convergence in fewer iterations.
  • Reduced Computational Runtimes: The flexible initialization combined with a fast recomputation of trajectories contributes to shortened runtimes, vital for applications requiring real-time solutions such as NMPC.
  • Enhanced Robustness to Initialization: The multiple-shooting approach proves less sensitive to poor initial guesses, recovering feasible solutions where classical methods might diverge.

Practical and Theoretical Implications

The implications of this work are twofold. Practically, the new methods offer tangible improvements for NMPC in robotics, particularly for systems characterized by fast dynamics and instability. Theoretically, the work bridges connections between direct optimal control methods, advancing the understanding of iterative optimization strategies suitable for nonlinear problem spaces.

Looking forward, the implementation of the proposed algorithms in constrained settings, as well as the extension to exact-Hessian methods, presents promising directions for further research. These advancements would extend the applicability of GNMS-type approaches to more intricate problems involving tightly coupled constraints, broadening the utility of these methods across a wider range of control systems and applications.

Youtube Logo Streamline Icon: https://streamlinehq.com