Iterative Linear Quadratic Optimization for Nonlinear Control: Differentiable Programming Algorithmic Templates

Iterative optimization algorithms depend on access to information about the objective function. In a differentiable programming framework, this information, such as gradients, can be automatically derived from the computational graph. We explore how nonlinear control algorithms, often employing line...

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Published in:Open Journal of Mathematical Optimization Vol. 5; pp. 1 - 63
Main Authors: Roulet, Vincent, Srinivasa, Siddhartha, Fazel, Maryam, Harchaoui, Zaid
Format: Journal Article
Language:English
Published: Université de Montpellier 04.11.2024
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ISSN:2777-5860, 2777-5860
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Abstract Iterative optimization algorithms depend on access to information about the objective function. In a differentiable programming framework, this information, such as gradients, can be automatically derived from the computational graph. We explore how nonlinear control algorithms, often employing linear and/or quadratic approximations, can be effectively cast within this framework. Our approach illuminates shared components and differences between gradient descent, Gauss–Newton, Newton, and differential dynamic programming methods in the context of discrete time nonlinear control. Furthermore, we present line-search strategies and regularized variants of these algorithms, along with a comprehensive analysis of their computational complexities. We study the performance of the aforementioned algorithms on various nonlinear control benchmarks, including autonomous car racing simulations using a simplified car model. All implementations are publicly available in a package coded in a differentiable programming language.
AbstractList Iterative optimization algorithms depend on access to information about the objective function. In a differentiable programming framework, this information, such as gradients, can be automatically derived from the computational graph. We explore how nonlinear control algorithms, often employing linear and/or quadratic approximations, can be effectively cast within this framework. Our approach illuminates shared components and differences between gradient descent, Gauss–Newton, Newton, and differential dynamic programming methods in the context of discrete time nonlinear control. Furthermore, we present line-search strategies and regularized variants of these algorithms, along with a comprehensive analysis of their computational complexities. We study the performance of the aforementioned algorithms on various nonlinear control benchmarks, including autonomous car racing simulations using a simplified car model. All implementations are publicly available in a package coded in a differentiable programming language.
ArticleNumber 8
Author Harchaoui, Zaid
Srinivasa, Siddhartha
Fazel, Maryam
Roulet, Vincent
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Snippet Iterative optimization algorithms depend on access to information about the objective function. In a differentiable programming framework, this information,...
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SubjectTerms Differentiable Programming
Dynamic Differentiable Programming
Gauss–Newton
Newton
Nonlinear Discrete Time Control
Title Iterative Linear Quadratic Optimization for Nonlinear Control: Differentiable Programming Algorithmic Templates
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