论文标题
连续时间最佳控制的顺序凸编程的理论和数值特性的分析
Analysis of Theoretical and Numerical Properties of Sequential Convex Programming for Continuous-Time Optimal Control
论文作者
论文摘要
顺序凸编程（SCP）最近已获得了解决最佳控制问题的有效方法，并已成功应用于几个不同的领域。但是，SCP的理论分析受到了相对有限的关注，并且通常仅限于离散时间制剂。在本文中，我们对相当一般的SCP程序进行了统一的理论分析，以连续实时最佳控制问题。除了在连续时间环境中保证收敛的推导外，我们的分析还揭示了两个新的数值和实际见解。首先，我们展示了如何更轻松地考虑流动型约束，这是对机械系统的最佳控制的定义特征。其次，我们展示了如何通过从间接最佳控制中注入技术来利用我们的理论分析来加速基于SCP的最佳控制方法。
Sequential Convex Programming (SCP) has recently gained significant popularity as an effective method for solving optimal control problems and has been successfully applied in several different domains. However, the theoretical analysis of SCP has received comparatively limited attention, and it is often restricted to discrete-time formulations. In this paper, we present a unifying theoretical analysis of a fairly general class of SCP procedures for continuous-time optimal control problems. In addition to the derivation of convergence guarantees in a continuous-time setting, our analysis reveals two new numerical and practical insights. First, we show how one can more easily account for manifold-type constraints, which are a defining feature of optimal control of mechanical systems. Second, we show how our theoretical analysis can be leveraged to accelerate SCP-based optimal control methods by infusing techniques from indirect optimal control.
