A Family of Iterative Gauss-Newton Shooting Methods for Nonlinear Optimal Control

This paper introduces a family of iterative algorithms for unconstrained nonlinear optimal control. We generalize the well-known iLQR algorithm to different multiple-shooting variants, combining advantages like straight-forward initialization and a closed-loop forward integration. All algorithms have similar computational complexity, i.e. linear complexity in the time horizon, and can be derived in the same computational framework. We compare the full-step variants of our algorithms and present several simulation examples, including a high-dimensional underactuated robot subject to contact switches. Simulation results show that our multiple-shooting algorithms can achieve faster convergence, better local contraction rates and much shorter runtimes than classical iLQR, which makes them a superior choice for nonlinear model predictive control applications.Comment: 8 page

Multiframe Scene Flow with Piecewise Rigid Motion

We introduce a novel multiframe scene flow approach that jointly optimizes the consistency of the patch appearances and their local rigid motions from RGB-D image sequences. In contrast to the competing methods, we take advantage of an oversegmentation of the reference frame and robust optimization techniques. We formulate scene flow recovery as a global non-linear least squares problem which is iteratively solved by a damped Gauss-Newton approach. As a result, we obtain a qualitatively new level of accuracy in RGB-D based scene flow estimation which can potentially run in real-time. Our method can handle challenging cases with rigid, piecewise rigid, articulated and moderate non-rigid motion, and does not rely on prior knowledge about the types of motions and deformations. Extensive experiments on synthetic and real data show that our method outperforms state-of-the-art.Comment: International Conference on 3D Vision (3DV), Qingdao, China, October 201

Multiframe Scene Flow with Piecewise Rigid Motion

We introduce a novel multiframe scene flow approach that jointly optimizes the consistency of the patch appearances and their local rigid motions from RGB-D image sequences. In contrast to the competing methods, we take advantage of an oversegmentation of the reference frame and robust optimization techniques. We formulate scene flow recovery as a global non-linear least squares problem which is iteratively solved by a damped Gauss-Newton approach. As a result, we obtain a qualitatively new level of accuracy in RGB-D based scene flow estimation which can potentially run in real-time. Our method can handle challenging cases with rigid, piecewise rigid, articulated and moderate non-rigid motion, and does not rely on prior knowledge about the types of motions and deformations. Extensive experiments on synthetic and real data show that our method outperforms state-of-the-art.Comment: International Conference on 3D Vision (3DV), Qingdao, China, October 201

Recent Advances in Computational Methods for the Power Flow Equations

The power flow equations are at the core of most of the computations for designing and operating electric power systems. The power flow equations are a system of multivariate nonlinear equations which relate the power injections and voltages in a power system. A plethora of methods have been devised to solve these equations, starting from Newton-based methods to homotopy continuation and other optimization-based methods. While many of these methods often efficiently find a high-voltage, stable solution due to its large basin of attraction, most of the methods struggle to find low-voltage solutions which play significant role in certain stability-related computations. While we do not claim to have exhausted the existing literature on all related methods, this tutorial paper introduces some of the recent advances in methods for solving power flow equations to the wider power systems community as well as bringing attention from the computational mathematics and optimization communities to the power systems problems. After briefly reviewing some of the traditional computational methods used to solve the power flow equations, we focus on three emerging methods: the numerical polynomial homotopy continuation method, Groebner basis techniques, and moment/sum-of-squares relaxations using semidefinite programming. In passing, we also emphasize the importance of an upper bound on the number of solutions of the power flow equations and review the current status of research in this direction.Comment: 13 pages, 2 figures. Submitted to the Tutorial Session at IEEE 2016 American Control Conferenc