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Jon Arrizabalaga

Publications and source records attributed to Jon Arrizabalaga.

At least 19 recordsLinked to original sources

A Differentiable Interior-Point Method in Single Precision

Primal-dual interior-point methods solve constrained convex optimization problems to tight tolerances with speed and robustness. Their solutions are also efficiently differentiable with respect to the problem data through the implicit function theorem. However, the standard treatment of primal-dual complementarity makes the underlying linear systems increasingly ill-conditioned near the solution. While this ill-conditioning is often benign in double precision, it can be catastrophic in single precision, preventing interior-point methods from fully exploiting the accelerated hardware that underpins modern machine learning. This paper introduces a differentiable interior-point method designed for low-precision arithmetic. By using an alternative complementarity representation, we ensure that the underlying linear systems remain spectrally bounded -- even near the solution -- a property that is essential for computing accurate gradients and avoiding arithmetic exceptions. As a result, our method enables interior-point solvers to reliably solve and differentiate optimization problems in single precision that were previously confined to double precision. We demonstrate the approach through an ablation study against the standard interior-point formulation and applications in bilevel and end-to-end learning settings where differentiating through constrained optimization is essential. The source code is available at https://github.com/qpax-solver/qpax.

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TinySDP: Real Time Semidefinite Optimization for Certifiable and Agile Edge Robotics

Semidefinite programming (SDP) provides a principled framework for convex relaxations of nonconvex geometric constraints in motion planning, yet existing solvers are too computationally expensive for real-time control, particularly on resource-constrained embedded systems. To address this gap, we introduce TinySDP, the first semidefinite programming solver designed for embedded systems, enabling real-time model-predictive control (MPC) on microcontrollers for problems with nonconvex obstacle constraints. Our approach integrates positive-semidefinite cone projections into a cached-Riccati-based ADMM solver, leveraging computational structure for embedded tractability. We pair this solver with an a posteriori rank-1 certificate that converts relaxed solutions into explicit geometric guarantees at each timestep. On challenging benchmarks, e.g., cul-de-sac and dynamic obstacle avoidance scenarios that induce failures in local methods, TinySDP achieves collision-free navigation with up to 73% shorter paths than state-of-the-art baselines. We validate our approach on a Crazyflie quadrotor, demonstrating that semidefinite constraints can be enforced at real-time rates for agile embedded robotics.

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Implicit Primal-Dual Interior-Point Methods for Quadratic Programming

This paper introduces a new method for solving quadratic programs using primal-dual interior-point methods. Instead of handling complementarity as an explicit equation in the Karush-Kuhn-Tucker (KKT) conditions, we ensure that complementarity is implicitly satisfied by construction. This is achieved by introducing an auxiliary variable and relating it to the duals and slacks via a retraction map. Specifically, we prove that the softplus function has favorable numerical properties compared to the commonly used exponential map. The resulting KKT system is guaranteed to be spectrally bounded, thereby eliminating the most pressing limitation of primal-dual methods: ill-conditioning near the solution. These attributes facilitate the solution of the underlying linear system, either by removing the need to compute factorizations at every iteration, enabling factorization-free approaches like indirect solvers, or allowing the solver to achieve high accuracy in low-precision arithmetic. Consequently, this novel perspective opens new opportunities for interior-point methods, especially for solving large-scale problems to high precision.

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ADMM-based Continuous Trajectory Optimization in Graphs of Convex Sets

This paper presents a numerical solver for computing continuous trajectories in non-convex environments. Our approach relies on a customized implementation of the Alternating Direction Method of Multipliers (ADMM) built upon two key components: First, we parameterize trajectories as polynomials, allowing the primal update to be computed in closed form as a minimum-control-effort problem. Second, we introduce the concept of a spatio-temporal allocation graph based on a mixed-integer formulation and pose the slack update as a shortest-path search. The combination of these ingredients results in a solver with several distinct advantages over the state of the art. By jointly optimizing over both discrete spatial and continuous temporal domains, our method accesses a larger search space than existing decoupled approaches, enabling the discovery of superior trajectories. Additionally, the solver's structural robustness ensures reliable convergence from naive initializations, removing the bottleneck of complex warm starting in non-convex environments.

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Convex Maneuver Planning for Spacecraft Collision Avoidance

Conjunction analysis and maneuver planning for spacecraft collision avoidance remains a manual and time-consuming process, typically involving repeated forward simulations of hand-designed maneuvers. With the growing density of satellites in low-Earth orbit (LEO), autonomy is becoming essential for efficiently evaluating and mitigating collisions. In this work, we present an algorithm to design low-thrust collision-avoidance maneuvers for short-term conjunction events. We first formulate the problem as a nonconvex quadratically-constrained quadratic program (QCQP), which we then relax into a convex semidefinite program (SDP) using Shor's relaxation. We demonstrate empirically that the relaxation is tight, which enables the recovery of globally optimal solutions to the original nonconvex problem. Our formulation produces a minimum-energy solution while ensuring a desired probability of collision at the time of closest approach. Finally, if the desired probability of collision cannot be satisfied, we relax this constraint into a penalty, yielding a minimum-risk solution. We validate our algorithm with a high-fidelity simulation of a satellite conjunction in low-Earth orbit with a simulated conjunction data message (CDM), demonstrating its effectiveness in reducing collision risk.

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DQ-NMPC: Dual-Quaternion NMPC for Quadrotor Flight

MAVs have great potential to assist humans in complex tasks, with applications ranging from logistics to emergency response. Their agility makes them ideal for operations in complex and dynamic environments. However, achieving precise control in agile flights remains a significant challenge, particularly due to the underactuated nature of quadrotors and the strong coupling between their translational and rotational dynamics. In this work, we propose a novel NMPC framework based on dual-quaternions (DQ-NMPC) for quadrotor flight. By representing both quadrotor dynamics and the pose error directly on the dual-quaternion manifold, our approach enables a compact and globally non-singular formulation that captures the quadrotor coupled dynamics. We validate our approach through simulations and real-world experiments, demonstrating better numerical conditioning and significantly improved tracking performance, with reductions in position and orientation errors of up to 56.11% and 56.77%, compared to a conventional baseline NMPC method. Furthermore, our controller successfully handles aggressive trajectories, reaching maximum speeds up to 13.66 m/s and accelerations reaching 4.2 g within confined space conditions of dimensions 11m x 4.5m x 3.65m under which the baseline controller fails.

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Conflict-Based Search as a Protocol: A Multi-Agent Motion Planning Protocol for Heterogeneous Agents, Solvers, and Independent Tasks

Imagine the future construction site, hospital, or office with dozens of robots bought from different manufacturers. How can we enable these different robots to effectively move in a shared environment, given that each robot may have its own independent motion planning system? This work shows how we can get efficient collision-free movements between algorithmically heterogeneous agents by using Conflict-Based Search (Sharon et al. 2015) as a protocol. At its core, the CBS Protocol requires one specific single-agent motion planning API; finding a collision-free path that satisfies certain space-time constraints. Given such an API, CBS uses a central planner to find collision-free paths - independent of how the API is implemented. We demonstrate how this protocol enables multi-agent motion planning for a heterogeneous team of agents completing independent tasks with a variety of single-agent planners including: Heuristic Search (e.g., A*), Sampling Based Search (e.g., RRT), Optimization (e.g., Direct Collocation), Diffusion, and Reinforcement Learning.

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The Trajectory Bundle Method: Unifying Sequential-Convex Programming and Sampling-Based Trajectory Optimization

We present a unified framework for solving trajectory optimization problems in a derivative-free manner through the use of sequential convex programming. Traditionally, nonconvex optimization problems are solved by forming and solving a sequence of convex optimization problems, where the cost and constraint functions are approximated locally through Taylor series expansions. This presents a challenge for functions where differentiation is expensive or unavailable. In this work, we present a derivative-free approach to form these convex approximations by computing samples of the dynamics, cost, and constraint functions and letting the solver interpolate between them. Our framework includes sample-based trajectory optimization techniques like model-predictive path integral (MPPI) control as a special case and generalizes them to enable features like multiple shooting and general equality and inequality constraints that are traditionally associated with derivative-based sequential convex programming methods. The resulting framework is simple, flexible, and capable of solving a wide variety of practical motion planning and control problems.

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Trajectory Planning Using Safe Ellipsoidal Corridors as Projections of Orthogonal Trust Regions

Planning collision free trajectories in complex environments remains a core challenge in robotics. Existing corridor based planners which rely on decomposition of the free space into collision free subsets scale poorly with environmental complexity and require explicit allocations of time windows to trajectory segments. We introduce a new trajectory parameterization that represents trajectories in a nonconvex collision free corridor as being in a convex cartesian product of balls. This parameterization allows us to decouple problem size from geometric complexity of the solution and naturally avoids explicit time allocation by allowing trajectories to evolve continuously inside ellipsoidal corridors. Building on this representation, we formulate the Orthogonal Trust Region Problem (Orth-TRP), a specialized convex program with separable block constraints, and develop a solver that exploits this parallel structure and the unique structure of each parallel subproblem for efficient optimization. Experiments on a quadrotor trajectory planning benchmark show that our approach produces smoother trajectories and lower runtimes than state-of-the-art corridor based planners, especially in highly complicated environments.

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PHODCOS: Pythagorean Hodograph-based Differentiable Coordinate System

This paper presents PHODCOS, an algorithm that assigns a moving coordinate system to a given curve. The parametric functions underlying the coordinate system, i.e., the path function, the moving frame and its angular velocity, are exact -- approximation free -- differentiable, and sufficiently continuous. This allows for computing a coordinate system for highly nonlinear curves, while remaining compliant with autonomous navigation algorithms that require first and second order gradient information. In addition, the coordinate system obtained by PHODCOS is fully defined by a finite number of coefficients, which may then be used to compute additional geometric properties of the curve, such as arc-length, curvature, torsion, etc. Therefore, PHODCOS presents an appealing paradigm to enhance the geometrical awareness of existing guidance and navigation on-orbit spacecraft maneuvers. The PHODCOS algorithm is presented alongside an analysis of its error and approximation order, and thus, it is guaranteed that the obtained coordinate system matches the given curve within a desired tolerance. To demonstrate the applicability of the coordinate system resulting from PHODCOS, we present numerical examples in the Near Rectilinear Halo Orbit (NRHO) for the Lunar Gateway.

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A Universal Formulation for Path-Parametric Planning and Control

We present a unified framework for path-parametric planning and control. This formulation is universal as it standardizes the entire spectrum of path-parametric techniques -- from traditional path following to more recent contouring or progress-maximizing Model Predictive Control and Reinforcement Learning -- under a single framework. The ingredients underlying this universality are twofold: First, we present a compact and efficient technique capable of computing singularity-free, smooth and differentiable moving frames. Second, we derive a spatial path parameterization of the Cartesian coordinates for any arbitrary curve without prior assumptions on its parametric speed or moving frame, and that perfectly interplays with the aforementioned path parameterization method. The combination of these two ingredients leads to a planning and control framework that unites existing path-parametric techniques in literature.

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Differentiable Collision-Free Parametric Corridors

This paper presents a method to compute differentiable collision-free parametric corridors. In contrast to existing solutions that decompose the obstacle-free space into multiple convex sets, the continuous corridors computed by our method are smooth and differentiable, making them compatible with existing numerical techniques for learning and optimization. To achieve this, we represent the collision-free corridors as a path-parametric off-centered ellipse with a polynomial basis. We show that the problem of maximizing the volume of such corridors is convex, and can be efficiently solved. To assess the effectiveness of the proposed method, we examine its performance in a synthetic case study and subsequently evaluate its applicability in a real-world scenario from the KITTI dataset.

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Geometric Slosh-Free Tracking for Robotic Manipulators

This work focuses on the agile transportation of liquids with robotic manipulators. In contrast to existing methods that are either computationally heavy, system/container specific or dependant on a singularity-prone pendulum model, we present a real-time slosh-free tracking technique. This method solely requires the reference trajectory and the robot's kinematic constraints to output kinematically feasible joint space commands. The crucial element underlying this approach consists on mimicking the end-effector's motion through a virtual quadrotor, which is inherently slosh-free and differentially flat, thereby allowing us to calculate a slosh-free reference orientation. Through the utilization of a cascaded proportional-derivative (PD) controller, this slosh-free reference is transformed into task space acceleration commands, which, following the resolution of a Quadratic Program (QP) based on Resolved Acceleration Control (RAC), are translated into a feasible joint configuration. The validity of the proposed approach is demonstrated by simulated and real-world experiments on a 7 DoF Franka Emika Panda robot. Code: https://github.com/jonarriza96/gsft Video: https://youtu.be/4kitqYVS9n8

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Pose-Following with Dual Quaternions

This work focuses on pose-following, a variant of path-following in which the goal is to steer the system's position and attitude along a path with a moving frame attached to it. Full body motion control, while accounting for the additional freedom to self-regulate the progress along the path, is an appealing trade-off. Towards this end, we extend the well-established dual quaternion-based pose-tracking method into a pose-following control law. Specifically, we derive the equations of motion for the full pose error between the geometric reference and the rigid body in the form of a dual quaternion and dual twist. Subsequently, we formulate an almost globally asymptotically stable control law. The global attractivity of the presented approach is validated in a spatial example, while its benefits over pose-tracking are showcased through a planar case-study.

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Learning for CasADi: Data-driven Models in Numerical Optimization

While real-world problems are often challenging to analyze analytically, deep learning excels in modeling complex processes from data. Existing optimization frameworks like CasADi facilitate seamless usage of solvers but face challenges when integrating learned process models into numerical optimizations. To address this gap, we present the Learning for CasADi (L4CasADi) framework, enabling the seamless integration of PyTorch-learned models with CasADi for efficient and potentially hardware-accelerated numerical optimization. The applicability of L4CasADi is demonstrated with two tutorial examples: First, we optimize a fish's trajectory in a turbulent river for energy efficiency where the turbulent flow is represented by a PyTorch model. Second, we demonstrate how an implicit Neural Radiance Field environment representation can be easily leveraged for optimal control with L4CasADi. L4CasADi, along with examples and documentation, is available under MIT license at https://github.com/Tim-Salzmann/l4casadi

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Real-time Neural-MPC: Deep Learning Model Predictive Control for Quadrotors and Agile Robotic Platforms

Model Predictive Control (MPC) has become a popular framework in embedded control for high-performance autonomous systems. However, to achieve good control performance using MPC, an accurate dynamics model is key. To maintain real-time operation, the dynamics models used on embedded systems have been limited to simple first-principle models, which substantially limits their representative power. In contrast to such simple models, machine learning approaches, specifically neural networks, have been shown to accurately model even complex dynamic effects, but their large computational complexity hindered combination with fast real-time iteration loops. With this work, we present Real-time Neural MPC, a framework to efficiently integrate large, complex neural network architectures as dynamics models within a model-predictive control pipeline. Our experiments, performed in simulation and the real world onboard a highly agile quadrotor platform, demonstrate the capabilities of the described system to run learned models with, previously infeasible, large modeling capacity using gradient-based online optimization MPC. Compared to prior implementations of neural networks in online optimization MPC we can leverage models of over 4000 times larger parametric capacity in a 50Hz real-time window on an embedded platform. Further, we show the feasibility of our framework on real-world problems by reducing the positional tracking error by up to 82% when compared to state-of-the-art MPC approaches without neural network dynamics.

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SCTOMP: Spatially Constrained Time-Optimal Motion Planning

This paper focuses on spatial time-optimal motion planning, a generalization of the exact time-optimal path following problem that allows the system to plan within a predefined space. In contrast to state-of-the-art methods, we drop the assumption that a collision-free geometric reference is given. Instead, we present a two-stage motion planning method that solely relies on a goal location and a geometric representation of the environment to compute a time-optimal trajectory that is compliant with system dynamics and constraints. To do so, the proposed scheme first computes an obstacle-free Pythagorean Hodograph parametric spline, and second solves a spatially reformulated minimum-time optimization problem. The spline obtained in the first stage is not a geometric reference, but an extension of the environment representation, and thus, time-optimality of the solution is guaranteed. The efficacy of the proposed approach is benchmarked by a known planar example and validated in a more complex spatial system, illustrating its versatility and applicability.

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Spatial motion planning with Pythagorean Hodograph curves

This paper presents a two-stage prediction-based control scheme for embedding the environment's geometric properties into a collision-free Pythagorean Hodograph spline, and subsequently finding the optimal path within the parameterized free space. The ingredients of this approach are twofold: First, we present a novel spatial path parameterization applicable to any arbitrary curve without prior assumptions in its adapted frame. Second, we identify the appropriateness of Pythagorean Hodograph curves for a compact and continuous definition of the path-parametric functions required by the presented spatial model. This dual-stage formulation results in a motion planning approach, where the geometric properties of the environment arise as states of the prediction model. Thus, the presented method is attractive for motion planning in dense environments. The efficacy of the approach is evaluated according to an illustrative example.

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