用特征化占用测度连接控制优化与全局验证,提升求解效率与可靠性。
Featurized Occupation Measures for Structured Global Search in Numerical Optimal Control
- 构建有限维对偶接口,将哈密顿-雅可比-贝尔曼子解作为全局指引
- 在障碍规避测试中,粗略证书即能引导采样优化逼近全局最优
- 适用于可分解的互联系统,可应对时移和模型扰动,保持有效性
数值最优控制长期面临全局结构方法(如哈密顿-雅可比-贝尔曼方程)维度不可处理与可扩展局部优化之间的矛盾。本文提出特征化占用测度(FOM),一种有限维的原-对偶接口,用于耦合数值最优控制求解器与显式HJB子解:证书指导原问题搜索,而原问题残差则在原-对偶语言中收紧证书。发展了两种实现方式:显式实现采用弱形式李普希茨检验,隐式实现将基于滚动优化的搜索与采样原-对偶残差相结合。二者在细化下均渐近一致于精确占用测度线性规划,分离了原问题表达能力与对偶精度。该框架还给出结构条件:对于由兼容无源性互连生成的因子图,分块HJB不等式可组合为全局可行的占用测度对偶证书,且分块近似下仍保持分解结构。维度灾难从状态空间转移至互连拓扑。近似证书在时间平移与有界模型扰动下仍可重用,具有显式退化界。在静态避障基准上,紧致性递增的证书引导样本优化器逼近全局最优,验证了即使粗略证书也蕴含有用全局信息。
原文摘要 · Abstract (English)
Numerical optimal control has long been split between globally structured but dimensionally intractable Hamilton--Jacobi--Bellman (HJB) methods and scalable but local trajectory optimization. We introduce Featurized Occupation Measures (FOM), a finite-dimensional primal--dual interface for coupling numerical optimal control solvers with explicit HJB subsolutions: the certificate guides the primal search, while primal residuals tighten the certificate in a primal-dual language. Two realizations are developed. The explicit realization uses finite weak-form Liouville tests, and the implicit realization couples rollout-based search with sampled primal--dual residuals. Both are proved asymptotically consistent with the exact occupation-measure linear program under refinement, separating primal expressiveness from dual accuracy in the limit. The framework also gives structural conditions under which HJB-type certificates avoid full state-space representation. For factor graphs induced by compatible passivity-based interconnections, blockwise HJB inequalities assemble into globally feasible OM-dual certificates, and the decomposition is preserved under blockwise approximation. The curse of dimensionality is then shifted from state space to interconnection topology. Approximate certificates remain reusable under time shifts and bounded model perturbations, with explicit degradation bounds. On a static obstacle-avoidance benchmark, certificates of increasing tightness guide a sample-based optimizer toward global optima, confirming that even a coarse certificate carries useful global information.
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