Analysis of theoretical and numerical properties of sequential convex programming for continuous-time optimal control

[Paper] [Code]

We analyze 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.

Bibtex

@article{BonalliLewEtAl2022,
	author = {Bonalli, Riccardo and Lew, Thomas and Pavone, Marco},
	journal = {IEEE Transactions on Automatic Control},
	title = {Analysis of Theoretical and Numerical Properties of Sequential Convex Programming for Continuous-Time Optimal Control},
	year = {2022},
}