scocp 0.1.5

Sequential Convex Optimization Control Problem

scocp: Sequential Convexified Optimal Control Problem solver in Python

scocp is a pythononic framework for solving general optimal control problems (OCPs) of the form:

\begin{align}
\min_{u(t), t_f, y} \quad& \phi(x(t_f),u(t_f),t_f,y) + \int_{t_0}^{t_f} \mathcal{L}(x(t),u(t),t) \mathrm{d}t
\\ \mathrm{s.t.} \quad&     \dot{x}(t) = f(x(t),u(t),t)
\\&     g(x(t),u(t),t,y) = 0
\\&     h(x(t),u(t),t,y) \leq 0
\\&     x(t_0) \in \mathcal{X}(t_0) ,\,\, x(t_f) \in \mathcal{X}(t_f)
\\&     x(t) \in \mathcal{X}(t),\,\, u(t) \in \mathcal{U}(t)
\end{align}

with either fixed or free $t_f$ via sequential convex programming (SCP).

Installing is as easy as

pip install scocp

and to uninstall

pip uninstall scocp

Read the full documentation here!

Overview

with either fixed or free $t_f$ via sequential convex programming (SCP). The SCP is solved with the SCvx* algorithm, an augmented Lagrangian framework to handle non-convex constraints [1].

The dynamics in the OCP are handled by defining an integrator class, which requires a solve(tspan, x0, u=None,stm=False) method. scocp provides wrappers to be used with either scipy's solve_ivp() method or heyoka, but a user-defined integrator class can be used instead as well. A custom integrator class should look like:

class MyIntegrator:
    def __init__(self, nx, nu, impulsive: bool, nv, *args):
        self.nx = nx                  # dimension of states
        self.nu = nu                  # dimension of controls
        self.impulsive = impulsive    # whether to consider impulsive or continuous control
        self.nv = nv        # dimension of control magnitudes to be augmented in the linearized map
        # (whatever other stuff you want to do with the integrator)

    def solve(self, tspan, x0, u=None, stm=False):
        """Solve IVP
        If `u` is provided, solve IVP with control
        If `stm = True`, also propagate sensitivities
        """
        # (solve initial value problem)
        return t_eval, states

To solve an OCP, the user needs to define a problem class, for example:

class MyOptimalControlProblem(scocp.ContinuousControlSCOCP):
    def __init__(self, *args, **kwargs):
        super().__init__(*args, **kwargs):
        return

    def evaluate_objective(self, xs, us, gs, ys):
        """Evaluate the objective function"""
        # (compute objective)
        return objective
    
    def solve_convex_problem(self, xbar, ubar, vbar, ybar):
        N,nx = xbar.shape
        xs = cp.Variable((N, nx), name='state')
        us = cp.Variable((N, nu), name='control')
        gs = cp.Variable((N, 1),  name='Gamma')
        ts = cp.Variable((N, 1),  name='ys')
        xis_dyn = cp.Variable((N-1,nx), name='xi_dyn')   # slacks for dynamics constraints
        xis     = cp.Variable(self.ng, name='xi')        # slacks for non-dynamics equality constraints
        zetas   = cp.Variable(self.nh, name='xi')        # slacks for inequality constraints
        # (formulate & solve OCP)
        return xs.value, us.value, gs.value, ys.value, xis.value, xis.value, zetas.value

    def evaluate_nonlinear_constraints(self, xs, us, gs, ys=None):
        g_eval = ...        # array of nonlinear equality constraints evaluated along `xs`, `us`, `gs`
        h_eval = ...        # array of nonlinear inequality constraints evaluated along `xs`, `us`, `gs`
        return g_eval, h_eval

In addition, we provide problem classes that can be readily used for typical OCPs in astrodynamics:

• Fixed final time continuous rendezvous's: FixedTimeContinuousRdv, FixedTimeContinuousRdvLogMass
• Fixed final time impulsive rendezvous's: FixedTimeImpulsiveRdv
• Free final time continuous rendezvous's: FreeTimeContinuousRdv, FreeTimeContinuousRdvLogMass

References

[1] K. Oguri, “Successive Convexification with Feasibility Guarantee via Augmented Lagrangian for Non-Convex Optimal Control Problems,” in 2023 62nd IEEE Conference on Decision and Control (CDC), IEEE, Dec. 2023, pp. 3296–3302. doi: 10.1109/CDC49753.2023.10383462.

Setup

1. git clone this repository

2. Setup virtual environment (requirements: python 3.11, cvxpy, heyoka, numba, numpy, matplotlib, scipy)

3. Run test from the root of the repository (requires pytest)

[!NOTE]
Additional methods compatible with the pykep infrastructure are provided in scocp_pykep.

pytest tests

Or, to also get coverage report

coverage run -m pytest  -v -s tests
coverage report -m

Examples

See example notebooks in ./examples.

• Cartpole

Quadratic objective, unconstrained

Fuel-optimal objective, unconstrained

Astrodynamics examples

Continuous Control

FixedTimeContinuousRdv:Fixed TOF Continuous control rendez-vous

• State: Cartesian position, velocity
• Controls: acceleration
• Fixed TOF
• Fixed boundary conditions

FixedTimeContinuousRdvLogMass: Fixed TOF Continuous control rendez-vous with mass dynamics

• State: Cartesian position, velocity + log(mass)
• Controls: acceleration
• Fixed TOF
• Fixed boundary conditions

FreeTimeContinuousRdvLogMass: Free TOF Continuous control rendez-vous with mass dynamics

• State: Cartesian position, velocity + log(mass) + dilated time
• Controls: acceleration + time dilation factor
• Free TOF
• Fixed boundary conditions

FreeTimeContinuousMovingTargetRdvLogMass: Free TOF Continuous rendez-vous with mass dynamics & moving target

• State: Cartesian position, velocity + log(mass) + dilated time
• Controls: acceleration + time dilation factor
• Free TOF
• Fixed initial conditions, moving terminal conditions

FreeTimeContinuousMovingTargetRdvMass: Free TOF Continuous rendez-vous with mass dynamics & moving target

• State: Cartesian position, velocity + mass + dilated time
• Controls: acceleration + time dilation factor
• Free TOF
• Fixed initial conditions, moving terminal conditions

Impulsive Control

FixedTimeImpulsiveRdv:Fixed TOF impulsive control rendez-vous

• State: Cartesian position, velocity
• Controls: impulsive delta-V's
• Fixed TOF
• Fixed boundary conditions

SCP Miso

Modeling tips

Trust-region constraint

• We want to relax the trust-region as much as possible (for faster convergence) without exising the region approximated by linearization/convexification
• If the control is not upper-bounded (e.g. impulsive), set trust-region on both state and control; if continuous, consider using trust-region only on the state, or use different trust-region radii

Tuning algorithm hyperparameters

Before delving into the rabbit hole of hyperparameters, make sure you're 100% sure model is correct & scaled somewhat appropriately (i.e. no large order of magnitude difference in your state & control variables, etc).

TODO

Commmon issues

My progress is too slow

Is your trust-region upper-bound uncecessarily too small? Is your trust-region collapsing? Below are some things you could do - note that effectiveness is case-dependent!

• Using a lower rho2 will re-increase the step-size more frequently (default: rho2 = 0.7)
• Using a larger weight update factor beta will decrease the feasibility faster (default: beta = 2.0)