Tightly Bounded Polynomials via Flexible Discretizations for Dynamic Optimization Problems (2403.07707v2)
Abstract: Polynomials are widely used to represent the trajectories of states and/or inputs. It has been shown that a polynomial can be bounded by its coefficients, when expressed in the Bernstein basis. However, in general, the bounds provided by the Bernstein coefficients are not tight. We propose a method for obtaining numerical solutions to dynamic optimization problems, where a flexible discretization is used to achieve tight polynomial bounds. The proposed method is used to solve a constrained cart-pole swing-up optimal control problem. The flexible discretization eliminates the conservatism of the Bernstein bounds and enables a lower cost, in comparison with non-flexible discretizations. A theoretical result on obtaining tight polynomial bounds with a finite discretization is presented. In some applications with linear dynamics, the non-convexity introduced by the flexible discretization may be a drawback.
- American Mathematical Society, Dec. 1939.
- G. Cargo and O. Shisha, “The Bernstein form of a polynomial,” Journal of Research of the National Bureau of Standards Section B Mathematics and Mathematical Physics, vol. 70B, pp. 79–81, Jan. 1966.
- N. Koeppen, I. M. Ross, L. C. Wilcox, and R. J. Proulx, “Fast Mesh Refinement in Pseudospectral Optimal Control,” Journal of Guidance, Control, and Dynamics, vol. 42, no. 4, pp. 711–722, 2019.
- V. Cichella, I. Kaminer, C. Walton, N. Hovakimyan, and A. M. Pascoal, “Optimal Multivehicle Motion Planning Using Bernstein Approximants,” IEEE Transactions on Automatic Control, vol. 66, pp. 1453–1467, Apr. 2021.
- J. P. Allamaa, P. Patrinos, H. Van Der Auweraer, and T. D. Son, “Safety Envelope for Orthogonal Collocation Methods in Embedded Optimal Control,” in 2023 European Control Conference (ECC), pp. 1–7, June 2023.
- J. P. Allamaa, P. Patrinos, T. Ohtsuka, and T. D. Son, “Real-time MPC with Control Barrier Functions for Autonomous Driving using Safety Enhanced Collocation,” Jan. 2024. arXiv:2401.06648 [cs, eess, math].
- I. M. Ross and F. Fahroo, “Pseudospectral Knotting Methods for Solving Nonsmooth Optimal Control Problems,” Journal of Guidance, Control, and Dynamics, vol. 27, no. 3, pp. 397–405, 2004.
- L. Nita, E. M. G. Vila, M. A. Zagorowska, E. C. Kerrigan, Y. Nie, I. McInerney, and P. Falugi, “Fast and accurate method for computing non-smooth solutions to constrained control problems,” in 2022 European Control Conference (ECC), pp. 1049–1054, July 2022.
- R. A. De Vore, “Monotone Approximation by Polynomials,” SIAM Journal on Mathematical Analysis, vol. 8, pp. 906–921, Oct. 1977.
- M. Kelly, “An Introduction to Trajectory Optimization: How to Do Your Own Direct Collocation,” SIAM Review, vol. 59, pp. 849–904, Jan. 2017.