article · 2021

Constrained Differential Dynamic Programming Revisited

Yuichiro Aoyama, George I. Boutselis, Akash Patel, Evangelos A. Theodorou

Cited by 34Abstract and details only

Abstract

Differential Dynamic Programming (DDP) has become a well established method for unconstrained trajectory optimization. Despite its several applications in robotics and controls, however, a widely successful constrained version of the algorithm has yet to be developed. This paper builds upon penalty methods and active-set approaches towards designing a Dynamic Programming-based methodology for constrained optimal control. Regarding the former, our derivation employs a constrained version of Bellman’s principle of optimality, by introducing a set of auxiliary slack variables in the backward pass. In parallel, we show how Augmented Lagrangian methods can be naturally incorporated within DDP, by utilizing a particular set of penalty-Lagrangian functions that preserve second-order differentiability. We demonstrate experimentally that our extensions (individually and combinations thereof) enhance significantly the convergence properties of the algorithm, and outperform previous approaches on a large number of simulated scenarios.

Cite this paper

APA 7

Aoyama, Y., Boutselis, G. I., Patel, A., & Theodorou, E. A. (2021). Constrained Differential Dynamic Programming Revisited. https://doi.org/10.1109/icra48506.2021.9561530

MLA 9

Aoyama, Yuichiro, et al. “Constrained Differential Dynamic Programming Revisited.” 2021, pp. 9738–44, https://doi.org/10.1109/icra48506.2021.9561530.

Chicago

Aoyama, Yuichiro, George I. Boutselis, Akash Patel, and Evangelos A. Theodorou. 2021. “Constrained Differential Dynamic Programming Revisited.” https://doi.org/10.1109/icra48506.2021.9561530.

Harvard

Aoyama, Y. et al. (2021) ‘Constrained Differential Dynamic Programming Revisited’. Available at: https://doi.org/10.1109/icra48506.2021.9561530.

BibTeX

@article{aoyama2021constrained,
  title = {{Constrained Differential Dynamic Programming Revisited}},
  author = {Aoyama, Yuichiro and Boutselis, George I. and Patel, Akash and Theodorou, Evangelos A.},
  pages = {9738--9744},
  year = {2021},
  doi = {10.1109/icra48506.2021.9561530}
}

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