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$\mathsf{QuITO}$ $\textsf{v.2}$: Trajectory Optimization with Uniform Error Guarantees under Path Constraints (2404.13681v5)

Published 21 Apr 2024 in math.OC, cs.SY, and eess.SY

Abstract: This article introduces a new transcription, change point localization, and mesh refinement scheme for direct optimization-based solutions and for uniform approximation of optimal control trajectories associated with a class of nonlinear constrained optimal control problems (OCPs). The base transcription algorithm for which we establish the refinement algorithm is a direct multiple shooting technique -- $\mathsf{QuITO}$ $\textsf{v.2}$ (Quasi-Interpolation based Trajectory Optimization). The mesh refinement technique consists of two steps -- localization of certain irregular regions in an optimal control trajectory via wavelets, followed by a targeted $h$-refinement approach around such regions of irregularity. Theoretical approximation guarantees on uniform grids are presented for optimal controls with certain regularity properties, along with guarantees of localization of change points by wavelet transform. Numerical illustrations are provided for control profiles involving discontinuities to show the effectiveness of the localization and refinement strategy. We also announce, and make freely available, a new software package based on $\mathsf{QuITO}$ $\textsf{v.2}$ along with all its functionalities for completeness. The package is available at: https://github.com/chatterjee-d/QuITOv2.git.

Summary

  • The paper introduces QuITO v.2, a framework for trajectory optimization that provides uniform error guarantees under path constraints using quasi-interpolation.
  • QuITO v.2 employs direct multiple shooting with localized mesh refinement and wavelet transforms to efficiently handle complex trajectories and singular controls.
  • Numerical experiments show QuITO v.2 achieves a superior balance of accuracy and efficiency, robustly handling complex singular control problems where other methods struggle.

An Overview of QuITO v.2: Trajectory Optimization with Uniform Error Guarantees under Path Constraints

The research paper presented introduces QuITO v.2, a comprehensive methodological framework for trajectory optimization in constrained optimal control problems (OCPs), strengthening the domain of direct methods with a focus on uniform error approximations. Unlike conventional direct collocation methods which have been criticized for their accuracy bottlenecks due to approximation schemes, QuITO v.2 leverages a quasi-interpolation-based trajectory optimization approach that ensures uniform approximation within pre-defined error margins.

QuITO v.2 addresses a critical aspect of OCPs: the existence of path constraints. By opting for a direct multiple shooting technique augmented with a sophisticated mesh refinement strategy, QuITO v.2 guarantees tight control over uniform errors in the parameterization of control trajectories. The cited theoretical benchmarks demonstrate that the algorithm consistently confines the approximated trajectory within an 𝜀-ball of the optimal trajectory, providing a uniform error guarantee—a feature that holds substantial promise for engineering applications where uniform norms are of paramount importance.

A distinct contribution of QuITO v.2 lies in its adoption of time-frequency analysis for sharp localization of change points, utilizing wavelet transforms. This enables targeting regions with singularities, discontinuities, or other complex features in control trajectories. By iteratively refining the mesh in localized patches, the algorithm reduces computational overhead, efficiently solving OCPs with complexities that often confound traditional algorithms.

The numerical experiments documented in the paper explore an array of benchmark problems known for their challenging nature, particularly those featuring singular control profiles. When juxtaposed against state-of-the-art techniques like pseudospectral methods and integrated residue minimization (IRM), QuITO v.2 showcases a superior balance between solution accuracy and computational efficiency. For example, issues common with pseudospectral methods, such as the ringing phenomena in the presence of singular controls, are effectively mitigated by QuITO v.2's localized mesh refinement strategy. In such contexts, the algorithm demonstrates considerable robustness and adaptability, offering solutions with enhanced accuracy while sometimes requiring more computational time compared to optimized C++ implementations like ACADO.

From a theoretical standpoint, the implications extend to enriching the approximation capabilities under uniform metrics, setting a precedent for tackling similar problems in higher dimensions or more constrained environments. Future research in artificial intelligence appears promising in adapting these methodologies to real-time applications, particularly where high-dimensional dynamic systems are involved with stringent path and state constraints.

In conclusion, QuITO v.2 not only enhances trajectory optimization techniques under path constraints with uniform error guarantees but also serves as an exemplary software tool with a Graphical User Interface (GUI), fostering ease of use across the broader research community. The inclusion of a software package supporting these theoretical advancements further signifies the practice-oriented motivations behind this work. It presents a forward-looking narrative for optimizing controls in continuously adaptive systems, a narrative likely to influence future research trajectories in optimization and control engineering.

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