Fast Generation of Feasible Trajectories in Direct Optimal Control

David Kiessling, Katrin Baumgärtner, Jonathan Frey, Wilm Decré, Jan Swevers, Moritz Diehl

Abstract: This letter 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. An efficient implementation of FP-DDP within acados is compared to established methods such as Direct Multiple Shooting, Direct Single Shooting, and state-of-the-art solvers.