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This paper presents a method to reduce the computational complexity of including second-order dynamics sensitivity information into the Differential Dynamic Programming (DDP) trajectory optimization algorithm. A tensor-free approach to DDP is developed where all the necessary derivatives are computed with the same complexity as in the iterative Linear Quadratic Regulator~(iLQR). Compared to linearized models used in iLQR, DDP more accurately represents the dynamics locally, but it is not often used since the second-order derivatives of the dynamics are tensorial and expensive to compute. This work shows how to avoid the need for computing the derivative tensor by instead leveraging reverse-mode accumulation of derivative information to compute a key vector-tensor product directly. We benchmark this approach for trajectory optimization with multi-link manipulators and show that the benefits of DDP can often be included without sacrificing evaluation time, and can be done in fewer iterations than iLQR.
Optimal control is a popular approach to synthesize highly dynamic motion. Commonly, $L_2$ regularization is used on the control inputs in order to minimize energy used and to ensure smoothness of the control inputs. However, for some systems, such a
A common strategy today to generate efficient locomotion movements is to split the problem into two consecutive steps: the first one generates the contact sequence together with the centroidal trajectory, while the second one computes the whole-body
This paper presents a novel approach using sensitivity analysis for generalizing Differential Dynamic Programming (DDP) to systems characterized by implicit dynamics, such as those modelled via inverse dynamics and variational or implicit integrators
Interpretation of Deep Neural Networks (DNNs) training as an optimal control problem with nonlinear dynamical systems has received considerable attention recently, yet the algorithmic development remains relatively limited. In this work, we make an a
Trajectory optimization considers the problem of deciding how to control a dynamical system to move along a trajectory which minimizes some cost function. Differential Dynamic Programming (DDP) is an optimal control method which utilizes a second-ord