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arXiv 1902.03319cs.ROmath.OC

A Differentiable Augmented Lagrangian Method for Bilevel Nonlinear Optimization

Stanford University(斯坦福大学)

Benoit Landry, Zachary Manchester, Marco Pavone

英文摘要:

Many problems in modern robotics can be addressed by modeling them as bilevel optimization problems. In this work, we leverage augmented Lagrangian methods and recent advances in automatic differentiation to develop a general-purpose nonlinear optimization solver that is well suited to bilevel optimization. We then demonstrate the validity and scalability of our algorithm with two representative robotic problems, namely robust control and parameter estimation for a system involving contact. We stress the general nature of the algorithm and its potential relevance to many other problems in robotics.

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