This paper proposes a machine learning method to predict the solutions of related nonlinear optimal control problems given some parametric input, such as the initial state. The map between problem parameters to optimal solutions is called the problem-optimum map, and is often discontinuous due to nonconvexity, discrete homotopy classes, and control switching. This causes difficulties for traditional function approximators such as neural networks, which assume continuity of the underlying function. This paper proposes a mixture of experts (MoE) model composed of a classifier and several regressors, where each regressor is tuned to a particular continuous region. A novel training approach is proposed that trains classifier and regressors independently. MoE greatly outperforms standard neural networks, and achieves highly reliable trajectory prediction (over 99.5 accuracy) in several dynamic vehicle control problems.
The discontinuity of the solutions to parametric OCPs as a function of problem parameters has long been known @cite_21 , a fact that has been underappreciated in the control learning community. Under certain assumptions, this function is piecewise continuous, and discontinuity-tolerant methods have been proposed for learning from optimal solutions @cite_17 @cite_10 . However, their approaches do not explicitly try to partition the space into regions. In contrast, the discontinuity-sensitive approach proposed here does indeed segment the dataset according to estimated discontinuities.
@cite_21 @cite_10 @cite_17
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Nonlinear optimal control problems are challenging to solve due to the prevalence of local minima that prevent convergence and or optimality. This paper describes nearest-neighbors optimal control (NNOC), a data-driven framework for nonlinear optimal control using indirect methods. It determines initial guesses for new problems with the help of precomputed solutions to similar problems, retrieved using k-nearest neighbors. A sensitivity analysis technique is introduced to linearly approximate the variation of solutions between new and precomputed problems based on their variation of parameters. Experiments show that NNOC can obtain the global optimal solution orders of magnitude faster than standard random restart methods, and sensitivity analysis can further reduce the solving time almost by half. Examples are shown on two optimal control problems in vehicle control. This paper describes a data-driven framework for approximate global optimization in which precomputed solutions to a sample of problems are retrieved and adapted during online use to solve novel problems. This approach has promise for real-time applications in robotics, since it can produce near globally optimal solutions orders of magnitude faster than standard methods. This paper establishes theoretical conditions on how many and where samples are needed over the space of problems to achieve a given approximation quality. The framework is applied to solve globally optimal collision-free inverse kinematics problems, wherein large solution databases are used to produce near-optimal solutions in a submillisecond time on a standard PC.