5,572 research outputs found
A Method to Guarantee Local Convergence for Sequential Quadratic Programming with Poor Hessian Approximation
Sequential Quadratic Programming (SQP) is a powerful class of algorithms for
solving nonlinear optimization problems. Local convergence of SQP algorithms is
guaranteed when the Hessian approximation used in each Quadratic Programming
subproblem is close to the true Hessian. However, a good Hessian approximation
can be expensive to compute. Low cost Hessian approximations only guarantee
local convergence under some assumptions, which are not always satisfied in
practice. To address this problem, this paper proposes a simple method to
guarantee local convergence for SQP with poor Hessian approximation. The
effectiveness of the proposed algorithm is demonstrated in a numerical example
Optimizing Memory-Bounded Controllers for Decentralized POMDPs
We present a memory-bounded optimization approach for solving
infinite-horizon decentralized POMDPs. Policies for each agent are represented
by stochastic finite state controllers. We formulate the problem of optimizing
these policies as a nonlinear program, leveraging powerful existing nonlinear
optimization techniques for solving the problem. While existing solvers only
guarantee locally optimal solutions, we show that our formulation produces
higher quality controllers than the state-of-the-art approach. We also
incorporate a shared source of randomness in the form of a correlation device
to further increase solution quality with only a limited increase in space and
time. Our experimental results show that nonlinear optimization can be used to
provide high quality, concise solutions to decentralized decision problems
under uncertainty.Comment: Appears in Proceedings of the Twenty-Third Conference on Uncertainty
in Artificial Intelligence (UAI2007
Combining Homotopy Methods and Numerical Optimal Control to Solve Motion Planning Problems
This paper presents a systematic approach for computing local solutions to
motion planning problems in non-convex environments using numerical optimal
control techniques. It extends the range of use of state-of-the-art numerical
optimal control tools to problem classes where these tools have previously not
been applicable. Today these problems are typically solved using motion
planners based on randomized or graph search. The general principle is to
define a homotopy that perturbs, or preferably relaxes, the original problem to
an easily solved problem. By combining a Sequential Quadratic Programming (SQP)
method with a homotopy approach that gradually transforms the problem from a
relaxed one to the original one, practically relevant locally optimal solutions
to the motion planning problem can be computed. The approach is demonstrated in
motion planning problems in challenging 2D and 3D environments, where the
presented method significantly outperforms a state-of-the-art open-source
optimizing sampled-based planner commonly used as benchmark
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