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arXiv · 2505.15525

Continuous-time iterative linear-quadratic regulator

Juraj Lieskovský·Jaroslav Bušek·Tomáš Vyhlídal
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Abstract

We present a continuous-time equivalent to the well-known iterative linear-quadratic algorithm including an implementation of a backtracking line-search policy and a novel regularization approach based on the necessary conditions in the Riccati pass of the linear-quadratic regulator. This allows the algorithm to effectively solve trajectory optimization problems with non-convex cost functions, which is demonstrated on the cart-pole swing-up problem. The algorithm compatibility with state-of-the-art suites of numerical integration solvers allows for the use of high-order adaptive-step methods. Their use results in a variable number of time steps both between passes of the algorithm and across iterations, maintaining a balance between the number of function evaluations and the discretization error.

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Juraj Lieskovský, Jaroslav Bušek, Tomáš Vyhlídal. 2025-05-21. Continuous-time iterative linear-quadratic regulator. https://arxiv.org/abs/2505.15525

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