Direct multiple shooting and direct collocation perform similarly in biomechanical predictive simulations

Direct multiple shooting (DMS) and direct collocation (DC) are two common transcription methods for solving optimal control problems (OCP) in biomechanics and robotics. They have rarely been compared in terms of solution and speed. Through five examples of predictive simulations solved using five transcription methods and 100 initial guesses in the Bioptim software, we showed that not a single method outperformed systematically better. All methods converged to almost the same solution (cost, states, and controls) in all but one OCP, with several local minima being found in the latter. Nevertheless, DC based on fourth-order Legendre polynomials provided overall better results, especially in terms of dynamic consistency compared to DMS based on a fourth-order Runge-Kutta method. Furthermore, expressing the rigid-body constraints using inverse dynamics was usually faster than forward dynamics. DC with dynamics constraints based on inverse dynamics converged to better and less variable solutions. Consequently, we recommend starting with this transcription to solve OCPs but keep testing other methods.Comment: 19 pages, 4 figure

Inexact Newton-Type Optimization with Iterated Sensitivities

This paper presents and analyzes an Inexact Newton-type optimization method based on Iterated Sensitivities (INIS). A particular class of Nonlinear Programming (NLP) problems is considered, where a subset of the variables is defined by nonlinear equality constraints. The proposed algorithm considers any problem-specific approximation for the Jacobian of these constraints. Unlike other inexact Newton methods, the INIS-type optimization algorithm is shown to preserve the local convergence properties and the asymptotic contraction rate of the Newton-type scheme for the feasibility problem, yielded by the same Jacobian approximation. The INIS approach results in a computational cost which can be made close to that of the standard inexact Newton implementation. In addition, an adjoint-free (AF-INIS) variant of the approach is presented which, under certain conditions, becomes considerably easier to implement than the adjoint based scheme. The applicability of these results is motivated, specifically for dynamic optimization problems. In addition, the numerical performance of a specific open-source implementation is illustrated

Lifted implicit integrators for direct optimal control

Nonlinear Model Predictive Control (NMPC) re- lies on solving an Optimal Control Problem (OCP) online at every sampling time. The discretization of the continuous time dynamics requires the deployment of some numerical integration method. To that end, implicit integrators are often preferred when stiff or implicitly defined dynamics are present in the system. Implicit integration schemes, however, are typi- cally more expensive to implement than explicit methods. This paper presents a novel lifting method for implicit integrators which improves their computational efficiency and accuracy in the context of Newton-type optimization algorithms. Similar to the standard lifted Newton, the proposed lifting method requires a marginal implementation effort. This novel approach has been implemented in the ACADO code generation software, and its efficiency illustrated using a nontrivial control example. An improved convergence and a computational speedup of about factor 2 are reported