連続時間最適制御における逐次凸計画法の理論的・数値的性質の解析
Analysis of Theoretical and Numerical Properties of Sequential Convex Programming for Continuous-Time Optimal Control
連続時間最適制御問題に対する逐次凸計画法(SCP)の統一的な理論解析を行い、収束保証を導出するとともに、多様体型制約の扱いやすさや間接法の技法による加速手法を示した論文。
著者: Riccardo Bonalli, Thomas Lew, Marco Pavone
分類: math.OC, cs.RO, cs.SY, eess.SY
原文アブストラクト
Sequential Convex Programming (SCP) has recently gained significant popularity as an effective method for solving optimal control problems and has been successfully applied in several different domains. However, the theoretical analysis of SCP has received comparatively limited attention, and it is often restricted to discrete-time formulations. In this paper, we present a unifying theoretical analysis of a fairly general class of SCP procedures for continuous-time optimal control problems. In addition to the derivation of convergence guarantees in a continuous-time setting, our analysis reveals two new numerical and practical insights. First, we show how one can more easily account for manifold-type constraints, which are a defining feature of optimal control of mechanical systems. Second, we show how our theoretical analysis can be leveraged to accelerate SCP-based optimal control methods by infusing techniques from indirect optimal control.
