论文标题

安德森加速可行的顺序线性编程

Anderson Accelerated Feasible Sequential Linear Programming

论文作者

Kiessling, David, Pas, Pieter, Astudillo, Alejandro, Patrinos, Panagiotis, Swevers, Jan

论文摘要

本文提出了可行的顺序线性编程(FSLP)的加速版:AA($ D $) - FSLP算法。 FSLP通过迭代更新策略来保留所有中间迭代的可行性,该策略基于对零订单信息的重复评估。该技术成功地应用于模型预测控制和移动范围估计等技术,但它可以表现出缓慢的收敛性。此外,在FSLP中保持所有可行的迭代需要大量其他约束评估。在本文中,安德森加速度(AA($ d $))应用于零级更新策略,以提高收敛速度,因此减少了FSLP算法的内部迭代过程中约束评估的数量。 AA($ d $)在内部迭代中达到了提高的收缩率,并具有经过验证的本地线性收敛。此外,观察到,由于改进的零级更新策略,AA($ d $)-FSLP采取更大的步骤来找到最佳解决方案,从而更快地总体收敛。 AA的性能($ d $) - FSLP的表现,以了解平行的Scara机器人的时间到点运动问题。与FSLP相比,与FSLP相比,约束评估的数量和总体迭代的数量减少。

This paper proposes an accelerated version of Feasible Sequential Linear Programming (FSLP): the AA($d$)-FSLP algorithm. FSLP preserves feasibility in all intermediate iterates by means of an iterative update strategy which is based on repeated evaluation of zero-order information. This technique was successfully applied to techniques such as Model Predictive Control and Moving Horizon Estimation, but it can exhibit slow convergence. Moreover, keeping all iterates feasible in FSLP entails a large number of additional constraint evaluations. In this paper, Anderson Acceleration (AA($d$)) is applied to the zero-order update strategy improving the convergence rate and therefore decreasing the number of constraint evaluations in the inner iterative procedure of the FSLP algorithm. AA($d$) achieves an improved contraction rate in the inner iterations, with proven local linear convergence. In addition, it is observed that due to the improved zero-order update strategy, AA($d$)-FSLP takes larger steps to find an optimal solution, yielding faster overall convergence. The performance of AA($d$)-FSLP is examined for a time-optimal point-to-point motion problem of a parallel SCARA robot. The reduction of the number of constraint evaluations and overall iterations compared to FSLP is successfully demonstrated.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源