arXiv:2501.15217cs.LGcs.SY2025-01被引 2

用预测控制优化约束强化学习,提升可行解范围。

Predictive Lagrangian Optimization for Constrained Reinforcement Learning

  • 将拉格朗日乘子更新建模为反馈控制问题,动态调节约束权重。
  • 新算法PLO在实验中使可行区域扩大7.2%,奖励相当。
  • 框架通用,可融合多种控制器,适合需严格约束的强化学习任务。

约束优化在强化学习中广泛用于解决复杂控制任务。从动态系统视角看,迭代求解约束优化问题可视为反馈控制系统的时间演化过程。经典方法如惩罚法和拉格朗日法本质上使用比例与积分反馈控制器。本文提出一个更通用的等价框架,连接约束优化与反馈控制系统,以设计更高效的约束强化学习算法。首先,每步通过求解乘子反馈最优控制问题(MFOCP)确定拉格朗日乘子:控制量为乘子,状态为策略参数,动态由策略梯度下降描述,目标是最小化约束违反。随后引入乘子引导策略学习(MGPL)模块更新策略参数。证明交替求解MFOCP与MGPL可获得原始约束强化学习问题的最优解,从而建立等价框架。进一步指出,现有PID拉格朗日法仅为该框架中的特例,即采用PID控制器。本框架还可集成其他反馈控制器,促进新算法开发。作为代表,我们采用模型预测控制(MPC)作为反馈控制器,提出预测拉格朗日优化(PLO)算法。数值实验表明,该算法优于PID拉格朗日法,在保持相近平均奖励的同时,可行区域扩大达7.2%。

原文摘要 · Abstract (English)

Constrained optimization is popularly seen in reinforcement learning for addressing complex control tasks. From the perspective of dynamic system, iteratively solving a constrained optimization problem can be framed as the temporal evolution of a feedback control system. Classical constrained optimization methods, such as penalty and Lagrangian approaches, inherently use proportional and integral feedback controllers. In this paper, we propose a more generic equivalence framework to build the connection between constrained optimization and feedback control system, for the purpose of developing more effective constrained RL algorithms. Firstly, we define that each step of the system evolution determines the Lagrange multiplier by solving a multiplier feedback optimal control problem (MFOCP). In this problem, the control input is multiplier, the state is policy parameters, the dynamics is described by policy gradient descent, and the objective is to minimize constraint violations. Then, we introduce a multiplier guided policy learning (MGPL) module to perform policy parameters updating. And we prove that the resulting optimal policy, achieved through alternating MFOCP and MGPL, aligns with the solution of the primal constrained RL problem, thereby establishing our equivalence framework. Furthermore, we point out that the existing PID Lagrangian is merely one special case within our framework that utilizes a PID controller. We also accommodate the integration of other various feedback controllers, thereby facilitating the development of new algorithms. As a representative, we employ model predictive control (MPC) as the feedback controller and consequently propose a new algorithm called predictive Lagrangian optimization (PLO). Numerical experiments demonstrate its superiority over the PID Lagrangian method, achieving a larger feasible region up to 7.2% and a comparable average reward.

强化学习约束优化预测控制拉格朗日

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