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

Bounds for deterministic and stochastic dynamical systems using sum-of-squares optimization

We describe methods for proving upper and lower bounds on infinite-time averages in deterministic dynamical systems and on stationary expectations in stochastic systems. The dynamics and the quantities to be bounded are assumed to be polynomial functions of the state variables. The methods are computer-assisted, using sum-of-squares polynomials to formulate sufficient conditions that can be checked by semidefinite programming. In the deterministic case, we seek tight bounds that apply to particular local attractors. An obstacle to proving such bounds is that they do not hold globally; they are generally violated by trajectories starting outside the local basin of attraction. We describe two closely related ways past this obstacle: one that requires knowing a subset of the basin of attraction, and another that considers the zero-noise limit of the corresponding stochastic system. The bounding methods are illustrated using the van der Pol oscillator. We bound deterministic averages on the attracting limit cycle above and below to within 1%, which requires a lower bound that does not hold for the unstable fixed point at the origin. We obtain similarly tight upper and lower bounds on stochastic expectations for a range of noise amplitudes. Limitations of our methods for certain types of deterministic systems are discussed, along with prospects for improvement.Comment: 25 pages; Added new Section 7.2; Added references; Corrected typos; Submitted to SIAD

Neural Lyapunov Control

We propose new methods for learning control policies and neural network Lyapunov functions for nonlinear control problems, with provable guarantee of stability. The framework consists of a learner that attempts to find the control and Lyapunov functions, and a falsifier that finds counterexamples to quickly guide the learner towards solutions. The procedure terminates when no counterexample is found by the falsifier, in which case the controlled nonlinear system is provably stable. The approach significantly simplifies the process of Lyapunov control design, provides end-to-end correctness guarantee, and can obtain much larger regions of attraction than existing methods such as LQR and SOS/SDP. We show experiments on how the new methods obtain high-quality solutions for challenging control problems.Comment: NeurIPS 201

Analog integrated neural-like circuits for nonlinear programming

A systematic approach for the design of analog neural nonlinear programming solvers using switched-capacitor (SC) integrated circuit techniques is presented. The method is based on formulating a dynamic gradient system whose state evolves in time towards the solution point of the corresponding programming problem. A neuron cell for the linear and the quadratic problem suitable for monolithic implementation is introduced. The design of this neuron and its corresponding synapses using SC techniques is considered in detail. An SC circuit architecture based on a reduced set of basic building blocks with high modularity is presented. Simulation results using a mixed-mode simulator (DIANA) and experimental results from breadboard prototypes are included, illustrating the validity of the proposed technique

Differential-Algebraic Equations and Beyond: From Smooth to Nonsmooth Constrained Dynamical Systems

The present article presents a summarizing view at differential-algebraic equations (DAEs) and analyzes how new application fields and corresponding mathematical models lead to innovations both in theory and in numerical analysis for this problem class. Recent numerical methods for nonsmooth dynamical systems subject to unilateral contact and friction illustrate the topicality of this development.Comment: Preprint of Book Chapte

Stability and Performance Verification of Optimization-based Controllers

This paper presents a method to verify closed-loop properties of optimization-based controllers for deterministic and stochastic constrained polynomial discrete-time dynamical systems. The closed-loop properties amenable to the proposed technique include global and local stability, performance with respect to a given cost function (both in a deterministic and stochastic setting) and the $\mathcal{L}_2$ gain. The method applies to a wide range of practical control problems: For instance, a dynamical controller (e.g., a PID) plus input saturation, model predictive control with state estimation, inexact model and soft constraints, or a general optimization-based controller where the underlying problem is solved with a fixed number of iterations of a first-order method are all amenable to the proposed approach. The approach is based on the observation that the control input generated by an optimization-based controller satisfies the associated Karush-Kuhn-Tucker (KKT) conditions which, provided all data is polynomial, are a system of polynomial equalities and inequalities. The closed-loop properties can then be analyzed using sum-of-squares (SOS) programming