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arXiv · 2306.07852

Globally convergent homotopies for discrete-time optimal control

Willem Esterhuizen·Kathrin Flaßkamp·Matthias Hoffmann·Karl Worthmann
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Abstract

Homotopy methods are attractive due to their capability of solving difficult optimisation and optimal control problems. The underlying idea is to construct a homotopy, which may be considered as a continuous (zero) curve between the difficult original problem and a related, comparatively easy one. Then, the solution of the easier one is continuously perturbed along the zero curve towards the sought-after solution of the original problem. We propose a methodology for the systematic construction of such zero curves for discrete-time optimal control problems drawing upon the theory of globally convergent homotopies for nonlinear programs. The proposed framework ensures that for almost every initial guess at a solution there exists a suitable homotopy path that is, in addition, numerically convenient to track. We demonstrate the results by solving optimal path planning problems for a linear system and the nonlinear nonholonomic car (Dubins' vehicle).

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Willem Esterhuizen, Kathrin Flaßkamp, Matthias Hoffmann, Karl Worthmann. 2023-06-13. Globally convergent homotopies for discrete-time optimal control. https://arxiv.org/abs/2306.07852

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