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Constrained Differential Dynamic Programming: A primal-dual augmented Lagrangian approach

Abstract : Trajectory optimization is an efficient approach for solving optimal control problems for complex robotic systems. It relies on two key components: first the transcription into a sparse nonlinear program, and second the corresponding solver to iteratively compute its solution. On one hand, differential dynamic programming (DDP) provides an efficient approach to transcribe the optimal control problem into a finite-dimensional problem while optimally exploiting the sparsity induced by time. On the other hand, augmented Lagrangian methods make it possible to formulate efficient algorithms with advanced constraint-satisfaction strategies. In this paper, we propose to combine these two approaches into an efficient optimal control algorithm accepting both equality and inequality constraints. Based on the augmented Lagrangian literature, we first derive a generic primal-dual augmented Lagrangian strategy for nonlinear problems with equality and inequality constraints. We then apply it to the dynamic programming principle to solve the value-greedy optimization problems inherent to the backward pass of DDP, which we combine with a dedicated globalization strategy, resulting in a Newton-like algorithm for solving constrained trajectory optimization problems. Contrary to previous attempts of formulating an augmented Lagrangian version of DDP, our approach exhibits adequate convergence properties without any switch in strategies. We empirically demonstrate its interest with several case-studies from the robotics literature.
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https://hal.archives-ouvertes.fr/hal-03597630
Contributor : Wilson Jallet Connect in order to contact the contributor
Submitted on : Friday, March 4, 2022 - 12:46:07 PM
Last modification on : Wednesday, June 8, 2022 - 12:50:06 PM
Long-term archiving on: : Sunday, June 5, 2022 - 7:05:52 PM

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  • HAL Id : hal-03597630, version 1

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Wilson Jallet, Antoine Bambade, Nicolas Mansard, Justin Carpentier. Constrained Differential Dynamic Programming: A primal-dual augmented Lagrangian approach. 2022. ⟨hal-03597630v1⟩

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