arXiv subjects

Moritz Diehl

Publications and source records attributed to Moritz Diehl.

At least 55 records · Page 3Linked to original sources

arXiv2024

Stochastic Model Predictive Control with Optimal Linear Feedback for Mobile Robots in Dynamic Environments

Robot navigation around humans can be a challenging problem since human movements are hard to predict. Stochastic model predictive control (MPC) can account for such uncertainties and approximately bound the probability of a collision to take place. In this paper, to counteract the rapidly growing human motion uncertainty over time, we incorporate state feedback in the stochastic MPC. This allows the robot to more closely track reference trajectories. To this end the feedback policy is left as a degree of freedom in the optimal control problem. The stochastic MPC with feedback is validated in simulation experiments and is compared against nominal MPC and stochastic MPC without feedback. The added computation time can be limited by reducing the number of additional variables for the feedback law with a small compromise in control performance.

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arXiv2024

Fast Generation of Feasible Trajectories in Direct Optimal Control

This paper examines the question of finding feasible points to discrete-time optimal control problems. The optimization problem of finding a feasible trajectory is transcribed to an unconstrained optimal control problem. An efficient algorithm, called FP-DDP, is proposed that solves the resulting problem using Differential Dynamic Programming preserving feasibility with respect to the system dynamics in every iteration. Notably, FP-DDP admits global and rapid local convergence properties induced by a combination of a Levenberg-Marquardt method and an Armijo-type line search. The efficiency of FP-DDP is demonstrated against established methods such as Direct Multiple Shooting, Direct Single Shooting, and state-of-the-art solvers.

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arXiv2024

Advanced-Step Real-time Iterations with Four Levels -- New Error Bounds and Fast Implementation in acados

The Real-Time Iteration (RTI) is an online nonlinear model predictive control algorithm that performs a single Sequential Quadratic Programming (SQP) per sampling time. The algorithm is split into a preparation and a feedback phase, where the latter one performs as little computations as possible solving a single prepared quadratic program. To further improve the accuracy of this method, the Advanced-Step RTI (AS-RTI) performs additional Multi-Level Iterations (MLI) in the preparation phase, such as inexact or zero-order SQP iterations on a problem with a predicted state estimate. This paper extends and streamlines the existing local convergence analysis of AS-RTI, such as analyzing MLI of level A and B for the first time, and significantly simplifying the proofs for levels C and D. Moreover, this paper provides an efficient open-source implementation in acados, making it widely accessible to practitioners.

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arXiv2024

AC4MPC: Actor-Critic Reinforcement Learning for Nonlinear Model Predictive Control

\Ac{MPC} and \ac{RL} are two powerful control strategies with, arguably, complementary advantages. In this work, we show how actor-critic \ac{RL} techniques can be leveraged to improve the performance of \ac{MPC}. The \ac{RL} critic is used as an approximation of the optimal value function, and an actor roll-out provides an initial guess for primal variables of the \ac{MPC}. A parallel control architecture is proposed where each \ac{MPC} instance is solved twice for different initial guesses. Besides the actor roll-out initialization, a shifted initialization from the previous solution is used. Thereafter, the actor and the critic are again used to approximately evaluate the infinite horizon cost of these trajectories. The control actions from the lowest-cost trajectory are applied to the system at each time step. We establish that the proposed algorithm is guaranteed to outperform the original \ac{RL} policy plus an error term that depends on the accuracy of the critic and decays with the horizon length of the \ac{MPC} formulation. Moreover, we do not require globally optimal solutions for these guarantees to hold. The approach is demonstrated on an illustrative toy example and an \ac{AD} overtaking scenario.

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arXiv2024

Fourth-order suboptimality of nominal model predictive control in the presence of uncertainty

We investigate the suboptimality resulting from the application of nominal model predictive control (MPC) to a nonlinear discrete time stochastic system. The suboptimality is defined with respect to the corresponding stochastic optimal control problem (OCP) that minimizes the expected cost of the closed loop system. In this context, nominal MPC corresponds to a form of certainty-equivalent control (CEC). We prove that, in a smooth and unconstrained setting, the suboptimality growth is of fourth order with respect to the level of uncertainty, a parameter which we can think of as a standard deviation. This implies that the suboptimality does not grow very quickly as the level of uncertainty is increased, providing further insight into the practical success of nominal MPC. Similarly, the difference between the optimal and suboptimal control inputs is of second order. We illustrate the result on a simple numerical example, which we also use to show how the proven relationship may cease to hold in the presence of state constraints.

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arXiv2024

Equivariant Deep Learning of Mixed-Integer Optimal Control Solutions for Vehicle Decision Making and Motion Planning

Mixed-integer quadratic programs (MIQPs) are a versatile way of formulating vehicle decision making and motion planning problems, where the prediction model is a hybrid dynamical system that involves both discrete and continuous decision variables. However, even the most advanced MIQP solvers can hardly account for the challenging requirements of automotive embedded platforms. Thus, we use machine learning to simplify and hence speed up optimization. Our work builds on recent ideas for solving MIQPs in real-time by training a neural network to predict the optimal values of integer variables and solving the remaining problem by online quadratic programming. Specifically, we propose a recurrent permutation equivariant deep set that is particularly suited for imitating MIQPs that involve many obstacles, which is often the major source of computational burden in motion planning problems. Our framework comprises also a feasibility projector that corrects infeasible predictions of integer variables and considerably increases the likelihood of computing a collision-free trajectory. We evaluate the performance, safety and real-time feasibility of decision-making for autonomous driving using the proposed approach on realistic multi-lane traffic scenarios with interactive agents in SUMO simulations.

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arXiv2024

Finite Elements with Switch Detection for Numerical Optimal Control of Nonsmooth Dynamical Systems with Set-Valued Heaviside Step Functions

This paper develops high-accuracy methods for numerically solving optimal control problems subject to nonsmooth differential equations with set-valued step functions. A notable subclass of these systems are Filippov systems. The set-valued step functions are here written as the solution map of a linear program. Using the optimality conditions of this problem we rewrite the initial nonsmooth system into a equivalent dynamic complementarity systems (DCS). We extend the Finite Elements with Switch Detection (FESD) method [Nurkanović et al., 2024], initially developed for Filippov systems transformed via Stewart's reformulation into DCS [Stewart, 1990], to the class of nonsmooth systems with set-valued step functions. The key ideas are to start with a standard Runge-Kutta method for the obtained DCS and to let the integration step sizes to be degrees of freedom. Next, we introduce additional conditions to enable implicit but exact switch detection and to remove possible spurious degrees of freedom if no switches occur. The theoretical properties of the method are studied. Its favorable properties are illustrated on numerical simulation and optimal control examples. All methods introduced in this paper are implemented in the open-source software package NOSNOC.

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arXiv2024

Solving mathematical programs with complementarity constraints arising in nonsmooth optimal control

This paper examines solution methods for mathematical programs with complementarity constraints (MPCC) obtained from the time-discretization of optimal control problems (OCPs) subject to nonsmooth dynamical systems. The MPCC theory and stationarity concepts are reviewed and summarized. The focus is on relaxation-based methods for MPCCs, which solve a (finite) sequence of more regular nonlinear programs (NLP), where a regularization/homotopy parameter is driven to zero. Such methods perform reasonably well on currently available benchmarks. However, these results do not always generalize to MPCCs obtained from nonsmooth OCPs. To provide a more complete picture, this paper introduces a novel benchmark collection of such problems, which we call nosbench. The problem set includes 603 different MPCCs and we split it into a few representative subsets to accelerate the testing. We compare different relaxation-based methods, NLP solvers, homotopy parameter update and relaxation parameter steering strategies. Moreover, we check whether the obtained stationary points allow first-order descent directions, which may be the case for some of the weaker MPCC stationarity concepts. In the best case, the Scholtes' relaxation [Scholtes, 2002] with IPOPT [Wächter and Biegler, 2006] as NLP solver manages to solve 73.8 % of the problems. This highlights the need for further improvements in algorithms and software for MPCCs.

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arXiv2024

A Long-Short-Term Mixed-Integer Formulation for Highway Lane Change Planning

This work considers the problem of optimal lane changing in a structured multi-agent road environment. A novel motion planning algorithm that can capture long-horizon dependencies as well as short-horizon dynamics is presented. Pivotal to our approach is a geometric approximation of the long-horizon combinatorial transition problem which we formulate in the continuous time-space domain. Moreover, a discrete-time formulation of a short-horizon optimal motion planning problem is formulated and combined with the long-horizon planner. Both individual problems, as well as their combination, are formulated as MIQP and solved in real-time by using state-of-the-art solvers. We show how the presented algorithm outperforms two other state-of-the-art motion planning algorithms in closed-loop performance and computation time in lane changing problems. Evaluations are performed using the traffic simulator SUMO, a custom low-level tracking model predictive controller, and high-fidelity vehicle models and scenarios, provided by the CommonRoad environment.

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arXiv2024

Finite Elements with Switch Detection for Numerical Optimal Control of Projected Dynamical Systems

The Finite Elements with Switch Detection (FESD) method is a highly accurate direct transcription method for optimal control of several classes of nonsmooth dynamical systems. This paper extends the FESD method to Projected Dynamical Systems (PDS) and first-order sweeping processes with time-independent sets. This method discretizes an equivalent dynamic complementarity system and exploits the particular structure of the discontinuities present in these systems. In the FESD method, allowing integration step sizes to be degrees of freedom, and introducing additional complementarity constraints, enables the exact detection of nonsmooth events. In contrast to the standard fixed-step Runge-Kutta methods, this approach allows for the recovery of full-order integration accuracy and the correct computation of numerical sensitivities. Numerical examples illustrate the effectiveness of the proposed method in an optimal control context. This method and the examples are included in the open-source software package nosnoc.

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arXiv2024

Parallelizable Parametric Nonlinear System Identification via tuning of a Moving Horizon State Estimator

This paper introduces a novel optimization-based approach for parametric nonlinear system identification. Building upon the prediction error method framework, traditionally used for linear system identification, we extend its capabilities to nonlinear systems. The predictions are computed using a moving horizon state estimator with a constant arrival cost. Eventually, both the system parameters and the arrival cost are estimated by minimizing the sum of the squared prediction errors. Since the predictions are induced by the state estimator, the method can be viewed as the tuning of a state estimator, based on its predictive capacities. The present extension of the prediction error method not only enhances performance for nonlinear systems but also enables learning from multiple trajectories with unknown initial states, broadening its applicability in practical scenarios. Additionally, the novel formulation leaves room for the design of efficient and parallelizable optimization algorithms, since each output prediction only depends on a fixed window of past actions and measurements. In the special case of linear time-invariant systems, we show an important property of the proposed method which suggests asymptotic consistency under reasonable assumptions. Numerical examples illustrate the effectiveness and practicality of the approach, and one of the examples also highlights the necessity for the arrival cost.

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arXiv2024

High Accuracy Numerical Optimal Control for Rigid Bodies with Patch Contacts through Equivalent Contact Points -- Extended Version

This paper extends the Finite Elements with Switch Detection and Jumps (FESD-J) [1] method to problems of rigid body dynamics involving patch contacts. The FESD-J method is a high accuracy discretization scheme suitable for use in direct optimal control of nonsmooth mechanical systems. It detects dynamic switches exactly in time and, thereby, maintains the integration order of the underlying Runge- Kutta (RK) method. This is in contrast to commonly used time-stepping methods which only achieve first-order accuracy. Considering rigid bodies with possible patch contacts results in nondifferentiable signed distance functions (SDF), which introduces additional nonsmoothness into the dynamical system. In this work, we utilize so-called equivalent contact points (ECP), which parameterize force and impulse distributions on contact patches by evaluation at single points. We embed a nondifferentiable SDF into a complementarity Lagrangian system (CLS) and show that the determined ECP are well-defined. We then extend the FESD-J discretization to the considered CLS such that its integration accuracy is maintained. The functionality of the method is illustrated for both a simulation and an optimal control example.

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arXiv2024

Approximate propagation of normal distributions for stochastic optimal control of nonsmooth systems

We present a method for the approximate propagation of mean and covariance of a probability distribution through ordinary differential equations (ODE) with discontinous right-hand side. For piecewise affine systems, a normalization of the propagated probability distribution at every time step allows us to analytically compute the expectation integrals of the mean and covariance dynamics while explicitly taking into account the discontinuity. This leads to a natural smoothing of the discontinuity such that for relevant levels of uncertainty the resulting ODE can be integrated directly with standard schemes and it is neither necessary to prespecify the switching sequence nor to use a switch detection method. We then show how this result can be employed in the more general case of piecewise smooth functions based on a structure preserving linearization scheme. The resulting dynamics can be straightforwardly used within standard formulations of stochastic optimal control problems with chance constraints.

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arXiv2024

Progressive Smoothing for Motion Planning in Real-Time NMPC

Nonlinear model predictive control (NMPC) is a popular strategy for solving motion planning problems, including obstacle avoidance constraints, in autonomous driving applications. Non-smooth obstacle shapes, such as rectangles, introduce additional local minima in the underlying optimization problem. Smooth over-approximations, e.g., ellipsoidal shapes, limit the performance due to their conservativeness. We propose to vary the smoothness and the related over-approximation by a homotopy. Instead of varying the smoothness in consecutive sequential quadratic programming iterations, we use formulations that decrease the smooth over-approximation from the end towards the beginning of the prediction horizon. Thus, the real-time iterations algorithm is applicable to the proposed NMPC formulation. Different formulations are compared in simulation experiments and shown to successfully improve performance indicators without increasing the computation time.

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arXiv2024

Finite Elements with Switch Detection for Direct Optimal Control of Nonsmooth Systems

This paper introduces Finite Elements with Switch Detection (FESD), a numerical discretization method for nonsmooth differential equations. We consider the Filippov convexification of these systems and a transformation into dynamic complementarity systems introduced by [Stewart, 1990]. FESD is based on solving nonlinear complementarity problems and can automatically detect nonsmooth events in time. If standard time-stepping Runge-Kutta (RK) methods are naively applied to a nonsmooth ODE, the accuracy is at best of order one. In FESD, we let the integrator step size be a degree of freedom. Additional complementarity conditions, which we call cross complementarities, enable exact switch detection, hence FESD can recover the high order accuracy that the RK methods enjoy for smooth ODE. Additional conditions called step equilibration allow the step size to change only when switches occur and thus avoid spurious degrees of freedom. Convergence results for the FESD method are derived, local uniqueness of the solution and convergence of numerical sensitivities are proven. The efficacy of FESD is demonstrated in several simulation and optimal control examples. In an optimal control problem benchmark with FESD, we achieve up to five orders of magnitude more accurate solutions than a standard time-stepping approach for the same computational time.

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arXiv2023

Efficient Zero-Order Robust Optimization for Real-Time Model Predictive Control with acados

Robust and stochastic optimal control problem (OCP) formulations allow a systematic treatment of uncertainty, but are typically associated with a high computational cost. The recently proposed zero-order robust optimization (zoRO) algorithm mitigates the computational cost of uncertainty-aware MPC by propagating the uncertainties outside of the MPC problem. This paper details the combination of zoRO with the real-time iteration (RTI) scheme and presents an efficient open-source implementation in acados, utilizing BLASFEO for the linear algebra operations. In addition to the scaling advantages posed by the zoRO algorithm, the efficient implementation drastically reduces the computational overhead, and, combined with an RTI scheme, enables the use of tube-based MPC for a wider range of applications. The flexibility, usability and effectiveness of the proposed implementation is demonstrated on two examples. On the practical example of a differential drive robot, the proposed implementation results in a tenfold reduction of computation time with respect to the previously available zoRO implementation.

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arXiv2023

Gauss-Newton Runge-Kutta Integration for Efficient Discretization of Optimal Control Problems with Long Horizons and Least-Squares Costs

This work proposes an efficient treatment of continuous-time optimal control problem (OCP) with long horizons and nonlinear least-squares costs. The Gauss-Newton Runge-Kutta (GNRK) integrator is presented which provides a high-order cost integration. Crucially, the Hessian of the cost terms required within an SQP-type algorithm is approximated with a Gauss-Newton Hessian. Moreover, L2 penalty formulations for constraints are shown to be particularly effective for optimization with GNRK. An efficient implementation of GNRK is provided in the open-source software framework acados. We demonstrate the effectiveness of the proposed approach and its implementation on an illustrative example showing a reduction of relative suboptimality by a factor greater than 10 while increasing the runtime by only 10 %.

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arXiv2023

Finite Elements with Switch Detection for Direct Optimal Control of Nonsmooth Systems with Set-Valued Step Functions

This paper extends the Finite Elements with Switch Detection (FESD) method [Nurkanović et al., 2022] to optimal control problems with nonsmooth systems involving set-valued step functions. Logical relations and common nonsmooth functions within a dynamical system can be expressed using linear and nonlinear expressions involving step functions. A prominent subclass of these systems are Filippov systems. The set-valued step function can be expressed by the solution map of a linear program, and using its KKT conditions allows one to transform the initial system into an equivalent dynamic complementarity system (DCS). Standard Runge-Kutta (RK) methods applied to DCS have only first-order accuracy. The FESD discretization makes the step sizes degrees of freedom and adds further constraints that ensure exact switch detection to recover the high-accuracy properties that RK methods have for smooth ODEs. We use the novel FESD method for the direct transcription of optimal control problems. All methods and examples in this paper are implemented in the open-source software package NOSNOC.

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